Arena run #603
meanrev-v1 • deepseek • deepseek/deepseek-chat • EU • success
Run status
as_of: 2026-03-13T10:07:39.444598+00:00
started_at: 2026-03-13T12:50:06.096086+00:00
finished_at: 2026-03-13T12:51:14.721566+00:00
duration_ms: 68624
Inputs
{
"as_of": "2026-03-13T10:07:39.444598+00:00",
"dry_run": false,
"selected": [
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Significant daily price drop (-5.90%) with moderate distance from MA50 (3.59%)",
"mean_reversion_score": 85
},
{
"symbol": "OSB_CFD.UK",
"selection_reason": "Notable daily price decline (-8.51%) with proximity to MA200 (7.26%)",
"mean_reversion_score": 80
},
{
"symbol": "SEM_CFD.PT",
"selection_reason": "Large daily price decrease (-11.25%) and positive distance from MA200 (17.58%)",
"mean_reversion_score": 75
},
{
"symbol": "REC_CFD.BE",
"selection_reason": "Substantial daily price drop (-8.41%) and near MA200 (-0.02%)",
"mean_reversion_score": 70
},
{
"symbol": "AAP_CFD.US",
"selection_reason": "Daily price increase (7.25%) with positive distance from MA50 (8.77%)",
"mean_reversion_score": 65
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"JDW_CFD.UK",
"UTG_CFD.UK",
"KGF_CFD.UK",
"RHIM_CFD.UK",
"CBG_CFD.UK",
"DOM_CFD.UK",
"DLN_CFD.UK",
"SGRO_CFD.UK",
"OCDO_CFD.UK",
"SMIN_CFD.UK",
"CCC_CFD.UK",
"ITV_CFD.UK",
"IPR_CFD.PT",
"ANTO_CFD.UK",
"OSB_CFD.UK",
"IPO_CFD.UK",
"ATG_CFD.UK",
"VIV_CFD.FR",
"OLLI_CFD.US",
"BME_CFD.UK",
"ITRK_CFD.UK",
"CTT_CFD.PT",
"BYIT_CFD.UK",
"ODET_CFD.FR",
"XRAY_CFD.US",
"PSN_CFD.UK",
"FUTR_CFD.UK",
"UBI_CFD.FR",
"CAKE_CFD.US",
"SAM_CFD.US",
"DPLM_CFD.UK",
"IP_CFD.US",
"SEM_CFD.PT",
"SMG_CFD.US",
"IGG_CFD.UK",
"REC_CFD.BE",
"CTAS_CFD.US",
"DKNG_CFD.US",
"AAP_CFD.US",
"EVR_CFD.US",
"XRX_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Significant daily price drop with moderate distance from MA50",
"symbol": "CBG_CFD.UK",
"position_size": 3000
},
{
"reason": "Notable daily price decline with proximity to MA200",
"symbol": "OSB_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "AML_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "BBY_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "BLND_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "CCC_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "CCL_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "IHG_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "OSB_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "RHIM_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "SAFE_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "WIX_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "WKP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently well-balanced with several positions showing positive unrealized PNL. To adhere to the strategy rules, we are adding two new positions with significant mean-reversion potential while avoiding overtrading. The selected candidates, CBG_CFD.UK and OSB_CFD.UK, show notable price declines and proximity to moving averages, indicating potential for mean reversion."
}Prompts & responses
#1191 • openrouter • deepseek/deepseek-chat • 2026-03-13T12:50:06.132203+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "JDW_CFD.UK", "name": "", "sector": "", "last_price": 748.5, "change_1d_pct": 9.750733137829904, "distance_from_ma200_pct": 6.242631058659898, "distance_from_ma50_pct": 5.290077328071208, "volatility_20d_pct": 98.2373545531062, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "UTG_CFD.UK", "name": "UNITE GROUP PLC/THE", "sector": "", "last_price": 567.5, "change_1d_pct": 3.4639927073837784, "distance_from_ma200_pct": -23.929923575376698, "distance_from_ma50_pct": -3.6875042216270137, "volatility_20d_pct": 73.84223442053181, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "KGF_CFD.UK", "name": "KINGFISHER PLC", "sector": "", "last_price": 347.0, "change_1d_pct": 2.6020106445890034, "distance_from_ma200_pct": 18.583930168759967, "distance_from_ma50_pct": 6.639688157278489, "volatility_20d_pct": 88.64906606382688, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "RHIM_CFD.UK", "name": "RHI MAGNESITA NV", "sector": "", "last_price": 2795.0, "change_1d_pct": 2.3809523809523725, "distance_from_ma200_pct": 6.811460460804897, "distance_from_ma50_pct": 10.895008018562113, "volatility_20d_pct": 141.33746334612064, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CBG_CFD.UK", "name": "CLOSE BROTHERS GROUP PLC", "sector": "", "last_price": 497.8, "change_1d_pct": -5.89792060491493, "distance_from_ma200_pct": 15.793508864321094, "distance_from_ma50_pct": 3.592137485786795, "volatility_20d_pct": 116.76618625853061, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DOM_CFD.UK", "name": "DOMINO'S PIZZA GROUP PLC", "sector": "", "last_price": 204.15, "change_1d_pct": 11.924342105263165, "distance_from_ma200_pct": -5.759626343727387, "distance_from_ma50_pct": 12.834440951357639, "volatility_20d_pct": 73.60557991984848, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DLN_CFD.UK", "name": "DERWENT LONDON PLC", "sector": "", "last_price": 1953.0, "change_1d_pct": 10.401356698699837, "distance_from_ma200_pct": 5.069478604951705, "distance_from_ma50_pct": 12.150447212111025, "volatility_20d_pct": 115.39088732649292, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SGRO_CFD.UK", "name": "SEGRO PLC", "sector": "", "last_price": 789.8, "change_1d_pct": 5.166444740346199, "distance_from_ma200_pct": 16.137238395282736, "distance_from_ma50_pct": 8.124180991500651, "volatility_20d_pct": 71.28658783635437, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "OCDO_CFD.UK", "name": "OCADO GROUP PLC", "sector": "", "last_price": 217.0, "change_1d_pct": -21.148255813953487, "distance_from_ma200_pct": -15.81606625159202, "distance_from_ma50_pct": -5.48311196636071, "volatility_20d_pct": 241.3119670937803, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SMIN_CFD.UK", "name": "SMITHS GROUP PLC", "sector": "", "last_price": 2544.0, "change_1d_pct": 1.4333845019038671, "distance_from_ma200_pct": 14.948150770494873, "distance_from_ma50_pct": 4.167383226889343, "volatility_20d_pct": 72.718462979927, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CCC_CFD.UK", "name": "COMPUTACENTER PLC", "sector": "", "last_price": 3126.0, "change_1d_pct": -1.821608040201006, "distance_from_ma200_pct": 22.396205247786227, "distance_from_ma50_pct": 6.426296215091432, "volatility_20d_pct": 111.01536155240576, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ITV_CFD.UK", "name": "ITV PLC", "sector": "", "last_price": 86.0, "change_1d_pct": 3.92749244712991, "distance_from_ma200_pct": 7.871211807633016, "distance_from_ma50_pct": 5.417994606521215, "volatility_20d_pct": 139.7485078641958, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.191, "change_1d_pct": -1.5463917525773252, "distance_from_ma200_pct": 22.683623984327326, "distance_from_ma50_pct": -0.44824351089336467, "volatility_20d_pct": 231.53569936782804, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ANTO_CFD.UK", "name": "ANTOFAGASTA PLC", "sector": "", "last_price": 3707.0, "change_1d_pct": -7.463804293559662, "distance_from_ma200_pct": 36.7903871819252, "distance_from_ma50_pct": -1.2297285141753767, "volatility_20d_pct": 121.63746831360574, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "OSB_CFD.UK", "name": "OSB GROUP PLC", "sector": "", "last_price": 575.5, "change_1d_pct": -8.50556438791733, "distance_from_ma200_pct": 7.26309045372473, "distance_from_ma50_pct": -3.1605502163448818, "volatility_20d_pct": 83.79306172690484, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IPO_CFD.UK", "name": "IP GROUP PLC", "sector": "", "last_price": 57.6, "change_1d_pct": -1.873935264054516, "distance_from_ma200_pct": 10.233643652522883, "distance_from_ma50_pct": -2.027486732888828, "volatility_20d_pct": 89.82123635439407, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ATG_CFD.UK", "name": "AUCTION TECHNOLOGY GROUP", "sector": "", "last_price": 305.0, "change_1d_pct": 4.2735042735042805, "distance_from_ma200_pct": -30.344980756373573, "distance_from_ma50_pct": -1.1704016694101371, "volatility_20d_pct": 159.9931345477538, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "VIV_CFD.FR", "name": "Vivendi", "sector": "", "last_price": 1.92, "change_1d_pct": -6.9316529326224, "distance_from_ma200_pct": -30.215188010096995, "distance_from_ma50_pct": -14.843036200580128, "volatility_20d_pct": 53.79526654753, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "OLLI_CFD.US", "name": "OLLIE'S BARGAIN OUTLET HOLDI", "sector": "", "last_price": 107.77, "change_1d_pct": 2.912528647822765, "distance_from_ma200_pct": -11.640178670986955, "distance_from_ma50_pct": -2.7736177921482863, "volatility_20d_pct": 83.55761586158985, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BME_CFD.UK", "name": "B&M EUROPEAN VALUE RETAIL SA", "sector": "", "last_price": 187.88, "change_1d_pct": 1.0107526881720341, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 7.318666981973787, "volatility_20d_pct": 3503.713036055361, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ITRK_CFD.UK", "name": "INTERTEK GROUP PLC", "sector": "", "last_price": 4052.0, "change_1d_pct": -12.256388046773491, "distance_from_ma200_pct": -14.431208382751315, "distance_from_ma50_pct": -13.55643708647305, "volatility_20d_pct": 87.55966250200157, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CTT_CFD.PT", "name": "CTT Correios de Portugal SA", "sector": "", "last_price": 6.71, "change_1d_pct": -5.890603085553991, "distance_from_ma200_pct": -8.192423754218382, "distance_from_ma50_pct": -5.514250309789337, "volatility_20d_pct": 54.96528242138245, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "BYIT_CFD.UK", "name": "BYTES TECHNOLOGY GROUP PLC", "sector": "", "last_price": 300.4, "change_1d_pct": -12.674418604651173, "distance_from_ma200_pct": -28.03446775272175, "distance_from_ma50_pct": -14.34777426817815, "volatility_20d_pct": 87.82535981934274, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ODET_CFD.FR", "name": "Compagnie de L'Odet SA", "sector": "", "last_price": 1140.0, "change_1d_pct": -3.5532994923857864, "distance_from_ma200_pct": -17.193205593562645, "distance_from_ma50_pct": -11.999374670644148, "volatility_20d_pct": 51.445562252087285, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "XRAY_CFD.US", "name": "DENTSPLY SIRONA INC", "sector": "", "last_price": 12.11, "change_1d_pct": -2.41740531829171, "distance_from_ma200_pct": -9.395960601084107, "distance_from_ma50_pct": -4.4229069326935155, "volatility_20d_pct": 135.08491367502785, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "PSN_CFD.UK", "name": "PERSIMMON PLC", "sector": "", "last_price": 1215.0, "change_1d_pct": -4.028436018957349, "distance_from_ma200_pct": -3.99267973814893, "distance_from_ma50_pct": -13.258759187610803, "volatility_20d_pct": 5068.302850888294, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 423.6, "change_1d_pct": -20.82242990654205, "distance_from_ma200_pct": -37.68377383888033, "distance_from_ma50_pct": -24.301477407850992, "volatility_20d_pct": 153.59085037557008, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "UBI_CFD.FR", "name": "UBISoft Entertainment", "sector": "", "last_price": 4.008, "change_1d_pct": -1.4749262536873031, "distance_from_ma200_pct": -47.12882336568307, "distance_from_ma50_pct": -15.871843095110162, "volatility_20d_pct": 88.0386039515485, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CAKE_CFD.US", "name": "The Cheesecake Factory", "sector": "", "last_price": 58.67, "change_1d_pct": -0.03407735559719516, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 6.101899055807025, "volatility_20d_pct": 3746.4534566597217, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SAM_CFD.US", "name": "BOSTON BEER COMPANY INC-A", "sector": "", "last_price": 233.94, "change_1d_pct": 2.421084891204406, "distance_from_ma200_pct": 9.731712202153254, "distance_from_ma50_pct": 4.95214031662401, "volatility_20d_pct": 79.36221137969785, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DPLM_CFD.UK", "name": "DIPLOMA PLC", "sector": "", "last_price": 5220.0, "change_1d_pct": -5.434782608695654, "distance_from_ma200_pct": 4.8180942215069855, "distance_from_ma50_pct": -4.664614313757087, "volatility_20d_pct": 82.77890721911896, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IP_CFD.US", "name": "", "sector": "", "last_price": 36.26, "change_1d_pct": -2.3694130317716833, "distance_from_ma200_pct": -19.028520897162203, "distance_from_ma50_pct": -15.584899335108847, "volatility_20d_pct": 99.695270598368, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SEM_CFD.PT", "name": "Semapa-Sociedade de Investimento e Gestao SGPS SA", "sector": "", "last_price": 21.7, "change_1d_pct": -11.247443762781185, "distance_from_ma200_pct": 17.581463092695905, "distance_from_ma50_pct": -2.3880296236586385, "volatility_20d_pct": 136.98539315944544, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "SMG_CFD.US", "name": "", "sector": "", "last_price": 60.81, "change_1d_pct": -4.671578617338135, "distance_from_ma200_pct": -0.7161790504770282, "distance_from_ma50_pct": -6.188388402595435, "volatility_20d_pct": 69.24280317479517, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "IGG_CFD.UK", "name": "IG GROUP HOLDINGS PLC", "sector": "", "last_price": 1356.0, "change_1d_pct": 3.1963470319634757, "distance_from_ma200_pct": 21.69129359819437, "distance_from_ma50_pct": 9.822701129829392, "volatility_20d_pct": 89.02278066392904, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "REC_CFD.BE", "name": "Recticel SA", "sector": "", "last_price": 9.8, "change_1d_pct": -8.411214953271017, "distance_from_ma200_pct": -0.022443941156069513, "distance_from_ma50_pct": -4.895550082197397, "volatility_20d_pct": 71.52218560526227, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CTAS_CFD.US", "name": "CINTAS CORP", "sector": "", "last_price": 197.13, "change_1d_pct": -1.3856928464232143, "distance_from_ma200_pct": -2.5164580435790507, "distance_from_ma50_pct": 1.210334513170741, "volatility_20d_pct": 49.60168477525219, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "DKNG_CFD.US", "name": "DraftKings Inc", "sector": "", "last_price": 26.1, "change_1d_pct": 5.030181086519114, "distance_from_ma200_pct": -27.536433071150324, "distance_from_ma50_pct": -7.996221147473948, "volatility_20d_pct": 116.9283844890445, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "AAP_CFD.US", "name": "Advance Auto Parts Inc", "sector": "", "last_price": 53.67, "change_1d_pct": 7.254196642685851, "distance_from_ma200_pct": 1.5046019391218302, "distance_from_ma50_pct": 8.765700806167253, "volatility_20d_pct": 99.65303829765425, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "EVR_CFD.US", "name": "Evercore Partners Inc", "sector": "", "last_price": 322.28, "change_1d_pct": 0.9744023561111481, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -8.484519776578203, "volatility_20d_pct": 4416.9338688993075, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "XRX_CFD.US", "name": "Xerox Corp", "sector": "", "last_price": 1.74, "change_1d_pct": -7.4468085106382915, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -20.85920923018666, "volatility_20d_pct": 8133.737948232948, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}], "output_schema": {"selected_stocks": [{"symbol": "string", "mean_reversion_score": "integer 0-100", "selection_reason": "short, concrete, indicator-based"}], "rejected_common_reasons": ["string"]}}Output JSON
{
"selected_stocks": [
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Significant daily price drop (-5.90%) with moderate distance from MA50 (3.59%)",
"mean_reversion_score": 85
},
{
"symbol": "OSB_CFD.UK",
"selection_reason": "Notable daily price decline (-8.51%) with proximity to MA200 (7.26%)",
"mean_reversion_score": 80
},
{
"symbol": "SEM_CFD.PT",
"selection_reason": "Large daily price decrease (-11.25%) and positive distance from MA200 (17.58%)",
"mean_reversion_score": 75
},
{
"symbol": "REC_CFD.BE",
"selection_reason": "Substantial daily price drop (-8.41%) and near MA200 (-0.02%)",
"mean_reversion_score": 70
},
{
"symbol": "AAP_CFD.US",
"selection_reason": "Daily price increase (7.25%) with positive distance from MA50 (8.77%)",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Earnings proximity unknown",
"Sector concentration constraints",
"High volatility or binary/event-driven moves"
]
}#1192 • openrouter • deepseek/deepseek-chat • 2026-03-13T12:50:32.684010+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "ABF_CFD.UK", "qty": 1.6220600162206003, "avg_price": 1849.5, "last_price": 1841.5, "unrealized_pnl": -12.976480129764802, "opened_at": "2026-03-10T10:41:24.306870+00:00"}, {"symbol": "ADJ_CFD.DE", "qty": 0.0, "avg_price": 0.184, "last_price": 0.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 21.873860736419978, "avg_price": 137.15, "last_price": 139.533, "unrealized_pnl": 52.1254101348884, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "AIR_CFD.DE", "qty": 0.0, "avg_price": 200.984, "last_price": 187.12, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.634999999999998, "last_price": 28.67, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "AML_CFD.UK", "qty": 75.1503006012024, "avg_price": 39.92, "last_price": 40.48, "unrealized_pnl": 42.08416833667298, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 10.135135135135135, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T21:00:47.737392+00:00"}, {"symbol": "BBY_CFD.UK", "qty": 4.129387474191328, "avg_price": 726.5, "last_price": 726.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.296, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 8.237232289950576, "avg_price": 364.2, "last_price": 373.8, "unrealized_pnl": 79.07742998352572, "opened_at": "2026-03-10T10:41:24.306870+00:00"}, {"symbol": "BT_CFD.UK", "qty": 0.0, "avg_price": 204.0, "last_price": 203.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "BYW6_CFD.DE", "qty": 0.0, "avg_price": 3.005, "last_price": 2.94, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 19.64207769532955, "avg_price": 458.2, "last_price": 458.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "CCC_CFD.UK", "qty": 1.007387508394896, "avg_price": 2978.0, "last_price": 3010.0, "unrealized_pnl": 32.23640026863667, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 1.5416238437821173, "avg_price": 1945.9999999999998, "last_price": 1989.0, "unrealized_pnl": 66.2898252826314, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "CO_CFD.FR", "qty": 0.0, "avg_price": 0.171, "last_price": 0.165, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "CRDA_CFD.UK", "qty": 0.0, "avg_price": 2911.0, "last_price": 2852.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 422.705, "last_price": 388.21500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 63.29113924050633, "avg_price": 47.4, "last_price": 52.597, "unrealized_pnl": 328.9240506329116, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 474.05, "last_price": 437.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 9.245000000000001, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 11.64, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 22.466300549176236, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 305.54168746879606, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 15.822784810126583, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1275.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "IEP_CFD.BE", "qty": 582.5242718446601, "avg_price": 5.15, "last_price": 5.5, "unrealized_pnl": 203.88349514563083, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "IHG_CFD.UK", "qty": 23.21083172147002, "avg_price": 129.25, "last_price": 131.9, "unrealized_pnl": 61.50870406189568, "opened_at": "2026-03-07T10:14:47.113218+00:00"}, {"symbol": "LXS_CFD.DE", "qty": 0.0, "avg_price": 20.34, "last_price": 20.025, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "MCG_CFD.UK", "qty": 0.0, "avg_price": 25.72, "last_price": 23.88, "unrealized_pnl": 0.0, "opened_at": "2026-03-08T18:08:31.007911+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 217.0, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "OSB_CFD.UK", "qty": 5.371530886302597, "avg_price": 558.5, "last_price": 558.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 59.24560595089197, "avg_price": 151.91000000000003, "last_price": 152.7, "unrealized_pnl": 46.804028701202505, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "RHIM_CFD.UK", "qty": 1.1764705882352942, "avg_price": 2550.0, "last_price": 2550.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 416.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "SAFE_CFD.UK", "qty": 4.237288135593221, "avg_price": 708.0, "last_price": 708.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-10T18:24:41.570614+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 326.0869565217392, "avg_price": 18.4, "last_price": 18.48, "unrealized_pnl": 26.086956521739737, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 48.78048780487805, "avg_price": 184.50000000000003, "last_price": 184.5, "unrealized_pnl": -1.3864248502636101e-12, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 97.45533297238767, "avg_price": 92.35, "last_price": 95.01, "unrealized_pnl": 259.23118570655225, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "UTG_CFD.UK", "qty": 5.9405940594059405, "avg_price": 505.0, "last_price": 505.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 427.6, "last_price": 406.1, "unrealized_pnl": -150.84190832553787, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 26.7260579064588, "avg_price": 224.5, "last_price": 224.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1299.0, "last_price": 1080.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 240.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}], "candidates": [{"symbol": "CBG_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Significant daily price drop (-5.90%) with moderate distance from MA50 (3.59%)"}, {"symbol": "OSB_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Notable daily price decline (-8.51%) with proximity to MA200 (7.26%)"}, {"symbol": "SEM_CFD.PT", "mean_reversion_score": 75, "selection_reason": "Large daily price decrease (-11.25%) and positive distance from MA200 (17.58%)"}, {"symbol": "REC_CFD.BE", "mean_reversion_score": 70, "selection_reason": "Substantial daily price drop (-8.41%) and near MA200 (-0.02%)"}, {"symbol": "AAP_CFD.US", "mean_reversion_score": 65, "selection_reason": "Daily price increase (7.25%) with positive distance from MA50 (8.77%)"}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}Output JSON
{
"actions": {
"buy": [
{
"reason": "Significant daily price drop with moderate distance from MA50",
"symbol": "CBG_CFD.UK",
"position_size": 3000
},
{
"reason": "Notable daily price decline with proximity to MA200",
"symbol": "OSB_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Marginal unrealized loss, no clear improvement",
"symbol": "ABF_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "ADS_CFD.DE"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "AML_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "ATG_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "BBY_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "BLND_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "CCC_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "CCL_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "GRI_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "IEP_CFD.BE"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "IHG_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "OSB_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "RHIM_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "SAFE_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "SYNT_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "TRN_CFD.UK"
},
{
"reason": "Positive unrealized PNL, no clear improvement",
"symbol": "UKW_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "UTG_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "WIX_CFD.UK"
},
{
"reason": "No change in price, no clear improvement",
"symbol": "WKP_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "The portfolio is currently well-balanced with several positions showing positive unrealized PNL. To adhere to the strategy rules, we are adding two new positions with significant mean-reversion potential while avoiding overtrading. The selected candidates, CBG_CFD.UK and OSB_CFD.UK, show notable price declines and proximity to moving averages, indicating potential for mean reversion."
}Selection logs
#593 • stage1 • 2026-03-13T12:50:32.681597+00:00
{
"selected_stocks": [
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Significant daily price drop (-5.90%) with moderate distance from MA50 (3.59%)",
"mean_reversion_score": 85
},
{
"symbol": "OSB_CFD.UK",
"selection_reason": "Notable daily price decline (-8.51%) with proximity to MA200 (7.26%)",
"mean_reversion_score": 80
},
{
"symbol": "SEM_CFD.PT",
"selection_reason": "Large daily price decrease (-11.25%) and positive distance from MA200 (17.58%)",
"mean_reversion_score": 75
},
{
"symbol": "REC_CFD.BE",
"selection_reason": "Substantial daily price drop (-8.41%) and near MA200 (-0.02%)",
"mean_reversion_score": 70
},
{
"symbol": "AAP_CFD.US",
"selection_reason": "Daily price increase (7.25%) with positive distance from MA50 (8.77%)",
"mean_reversion_score": 65
}
],
"rejected_common_reasons": [
"Earnings proximity unknown",
"Sector concentration constraints",
"High volatility or binary/event-driven moves"
]
}