Arena run #657

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).

{"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": "ROR_CFD.UK", "name": "ROTORK PLC", "sector": "", "last_price": 371.2, "change_1d_pct": 8.538011695906423, "distance_from_ma200_pct": 13.511525838626781, "distance_from_ma50_pct": 8.597200345451439, "volatility_20d_pct": 70.27413083068154, "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": "WTB_CFD.UK", "name": "WHITBREAD PLC", "sector": "", "last_price": 2691.0, "change_1d_pct": 11.659751037344401, "distance_from_ma200_pct": -5.969827496214986, "distance_from_ma50_pct": -5.069507041577781, "volatility_20d_pct": 87.61035263352142, "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": "SAFE_CFD.UK", "name": "SAFESTORE HOLDINGS PLC", "sector": "", "last_price": 802.5, "change_1d_pct": 13.187588152327212, "distance_from_ma200_pct": 21.40724384452035, "distance_from_ma50_pct": 10.29872606002229, "volatility_20d_pct": 81.07249455345375, "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": "TRN_CFD.UK", "name": "TRAINLINE PLC", "sector": "", "last_price": 206.0, "change_1d_pct": -12.93322062552832, "distance_from_ma200_pct": -22.557701091522887, "distance_from_ma50_pct": -12.560104316644482, "volatility_20d_pct": 131.09279103846345, "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": "WIX_CFD.UK", "name": "WICKES GROUP PLC", "sector": "", "last_price": 247.5, "change_1d_pct": 15.984816533108393, "distance_from_ma200_pct": 18.647646929530737, "distance_from_ma50_pct": 10.198455173494668, "volatility_20d_pct": 84.25206447406164, "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": "RSW_CFD.UK", "name": "RENISHAW PLC", "sector": "", "last_price": 4100.0, "change_1d_pct": 18.155619596541793, "distance_from_ma200_pct": 36.779911314574385, "distance_from_ma50_pct": 14.333028240759926, "volatility_20d_pct": 92.61568245477878, "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": "EMG_CFD.UK", "name": "MAN GROUP PLC/JERSEY", "sector": "", "last_price": 269.6, "change_1d_pct": 2.353834472285521, "distance_from_ma200_pct": 42.186331073171914, "distance_from_ma50_pct": 15.516783354614262, "volatility_20d_pct": 86.92367167139048, "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": "LIO_CFD.UK", "name": "LIONTRUST ASSET MANAGEMENT", "sector": "", "last_price": 270.0, "change_1d_pct": 7.784431137724557, "distance_from_ma200_pct": -17.148878096081223, "distance_from_ma50_pct": 4.440258238208905, "volatility_20d_pct": 138.52252179896075, "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": "MNDI_CFD.UK", "name": "MONDI PLC", "sector": "", "last_price": 852.4, "change_1d_pct": -11.595104750051865, "distance_from_ma200_pct": -14.237828442253509, "distance_from_ma50_pct": -4.452101627811578, "volatility_20d_pct": 104.65815372523797, "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": "FOXA_CFD.US", "name": "FOX CORP - CLASS A", "sector": "", "last_price": 59.43, "change_1d_pct": 1.3817809621289756, "distance_from_ma200_pct": -3.706794236666111, "distance_from_ma50_pct": -9.013246128125518, "volatility_20d_pct": 76.08943961194082, "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": 189.21, "change_1d_pct": 4.190528634361246, "distance_from_ma200_pct": -12.46581454882838, "distance_from_ma50_pct": 4.428944053991102, "volatility_20d_pct": 85.812071272284, "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": "TRST_CFD.UK", "name": "TRUSTPILOT AS", "sector": "", "last_price": 156.6, "change_1d_pct": -27.567067530064747, "distance_from_ma200_pct": -26.81677017545049, "distance_from_ma50_pct": -10.671300046318578, "volatility_20d_pct": 228.54402237564213, "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": "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": "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": "GROW_CFD.UK", "name": "MOLTEN VENTURES PLC", "sector": "", "last_price": 465.0, "change_1d_pct": 1.572739187418093, "distance_from_ma200_pct": 22.569628774815076, "distance_from_ma50_pct": -4.275686024250158, "volatility_20d_pct": 115.72658030340939, "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": "WEIR_CFD.UK", "name": "WEIR GROUP PLC/THE", "sector": "", "last_price": 2968.0, "change_1d_pct": -7.250000000000001, "distance_from_ma200_pct": 13.608616555186948, "distance_from_ma50_pct": -2.0329806894725966, "volatility_20d_pct": 126.53973442920609, "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": "SAX_CFD.DE", "name": "", "sector": "", "last_price": 32.15, "change_1d_pct": -0.15527950310559868, "distance_from_ma200_pct": -19.801036724389974, "distance_from_ma50_pct": -6.814673370213276, "volatility_20d_pct": 62.31687656304465, "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": "WKP_CFD.UK", "name": "WORKSPACE GROUP PLC", "sector": "", "last_price": 423.0, "change_1d_pct": 3.6764705882353033, "distance_from_ma200_pct": 1.8640028868691871, "distance_from_ma50_pct": 5.808194506978848, "volatility_20d_pct": 70.2233148398582, "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": "EGL_CFD.PT", "name": "Mota-Engil SGPS SA", "sector": "", "last_price": 4.304, "change_1d_pct": -9.159983115238479, "distance_from_ma200_pct": -11.823335265953839, "distance_from_ma50_pct": -11.087239448840036, "volatility_20d_pct": 88.40473169152683, "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": "MPT_CFD.US", "name": "MEDICAL PROPERTIES TRUST INC", "sector": "", "last_price": 4.91, "change_1d_pct": -10.401459854014606, "distance_from_ma200_pct": 0.14787619193310508, "distance_from_ma50_pct": -8.138447146866223, "volatility_20d_pct": 139.4173956877411, "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": "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": "ZIL2_CFD.DE", "name": "ELRINGKLINGER AG", "sector": "", "last_price": 4.478, "change_1d_pct": 0.17897091722594016, "distance_from_ma200_pct": 3.288604923392735, "distance_from_ma50_pct": 3.9852497921688324, "volatility_20d_pct": 65.61565926158389, "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": "ADBE_CFD.US", "name": "Adobe Systems Incorporated", "sector": "", "last_price": 254.76, "change_1d_pct": -6.991347522908997, "distance_from_ma200_pct": -24.950575375976236, "distance_from_ma50_pct": -11.024807300743555, "volatility_20d_pct": 75.42837402664499, "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": "PWR_CFD.US", "name": "Quanta Services Inc", "sector": "", "last_price": 570.06, "change_1d_pct": -0.40010483096009075, "distance_from_ma200_pct": 32.66130003466283, "distance_from_ma50_pct": 13.629704223111737, "volatility_20d_pct": 75.10747878988178, "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": "ASY_CFD.FR", "name": "Assystem SA", "sector": "", "last_price": 42.35, "change_1d_pct": 0.6392433639884842, "distance_from_ma200_pct": -3.314398403808605, "distance_from_ma50_pct": -6.223109725826048, "volatility_20d_pct": 68.69862813560952, "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": "MTN_CFD.US", "name": "VAIL RESORTS INC", "sector": "", "last_price": 134.14, "change_1d_pct": -1.251472320376923, "distance_from_ma200_pct": -9.650746994476266, "distance_from_ma50_pct": -2.409284431756342, "volatility_20d_pct": 78.42663697712976, "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": "WDC_CFD.US", "name": "Western Digital Corporation", "sector": "", "last_price": 277.84, "change_1d_pct": 0.33222591362125353, "distance_from_ma200_pct": 93.67833739443938, "distance_from_ma50_pct": 10.13762446177886, "volatility_20d_pct": 155.57328227015603, "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": "GT_CFD.US", "name": "GOODYEAR TIRE & RUBBER CO", "sector": "", "last_price": 6.9, "change_1d_pct": -5.089408528198058, "distance_from_ma200_pct": -23.075636716333058, "distance_from_ma50_pct": -22.546752576162355, "volatility_20d_pct": 122.51572489644428, "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": "HMSO_CFD.UK", "name": "HAMMERSON PLC", "sector": "", "last_price": 355.4, "change_1d_pct": 14.129736673089276, "distance_from_ma200_pct": 22.516025502913806, "distance_from_ma50_pct": 10.006914897239172, "volatility_20d_pct": 87.54938293511039, "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": "MSLH_CFD.UK", "name": "MARSHALLS PLC", "sector": "", "last_price": 182.32, "change_1d_pct": 0.8407079646017612, "distance_from_ma200_pct": -17.111863069088763, "distance_from_ma50_pct": 6.139091576985178, "volatility_20d_pct": 102.4204512350097, "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": "AML_CFD.UK", "name": "ASTON MARTIN LAGONDA GLOBAL", "sector": "", "last_price": 40.48, "change_1d_pct": -8.125283704039955, "distance_from_ma200_pct": -40.753533675571454, "distance_from_ma50_pct": -29.11725770639697, "volatility_20d_pct": 134.03421867122054, "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": "ELIOR_CFD.FR", "name": "Elior Group SCA", "sector": "", "last_price": 2.404, "change_1d_pct": -4.980237154150213, "distance_from_ma200_pct": -10.299176871814398, "distance_from_ma50_pct": -12.558924518419378, "volatility_20d_pct": 58.28588832534166, "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": "UKW_CFD.UK", "name": "GREENCOAT UK WIND PLC", "sector": "", "last_price": 96.65, "change_1d_pct": -2.864321608040199, "distance_from_ma200_pct": -13.509595378826178, "distance_from_ma50_pct": -7.518333665048904, "volatility_20d_pct": 52.20244024852636, "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": "FMC_CFD.US", "name": "FMC Corporation", "sector": "", "last_price": 14.29, "change_1d_pct": 0.7757404795486478, "distance_from_ma200_pct": -47.23374086560298, "distance_from_ma50_pct": -4.264869427733053, "volatility_20d_pct": 124.54433559318134, "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": "GLPG_CFD.NL", "name": "Galapagos", "sector": "", "last_price": 27.84, "change_1d_pct": -1.6254416961130724, "distance_from_ma200_pct": 1.2473535763791066, "distance_from_ma50_pct": -2.5278341852811304, "volatility_20d_pct": 76.06783383943537, "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": "ARMK_CFD.US", "name": "Aramark Holdings", "sector": "", "last_price": 40.6, "change_1d_pct": 1.907630522088355, "distance_from_ma200_pct": 2.8443036034769387, "distance_from_ma50_pct": 2.8775301284195365, "volatility_20d_pct": 79.10676557514627, "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": "AMG_CFD.NL", "name": "AMG ADVANCED METALLURGICAL", "sector": "", "last_price": 32.682, "change_1d_pct": -7.9380281690140775, "distance_from_ma200_pct": 15.692836616170403, "distance_from_ma50_pct": -8.799983926562248, "volatility_20d_pct": 128.71231047796536, "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": "SBGI_CFD.US", "name": "SINCLAIR INC", "sector": "", "last_price": 14.31, "change_1d_pct": -1.919122686771757, "distance_from_ma200_pct": -1.4883451969544659, "distance_from_ma50_pct": -3.4439016490782848, "volatility_20d_pct": 151.16131595505473, "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"]}}

{
  "selected_stocks": [
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Oversold: -12.9% 1D, -22.6% below MA200, -12.6% below MA50, high volatility (131%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Oversold: -21.1% 1D, -15.8% below MA200, -5.5% below MA50, extreme volatility (241%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Oversold: -20.8% 1D, -37.7% below MA200, -24.3% below MA50, high volatility (154%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "TRST_CFD.UK",
      "selection_reason": "Oversold: -27.6% 1D, -26.8% below MA200, -10.7% below MA50, extreme volatility (229%)",
      "mean_reversion_score": 70
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Oversold: -12.7% 1D, -28.0% below MA200, -14.3% below MA50, high volatility (87.8%)",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "No earnings date known (cannot confirm avoidance of earnings within 5 days)",
    "No sector data (cannot enforce sector concentration rule)",
    "Extreme volatility may indicate binary/event-driven moves (e.g., AMG_CFD.NL, MPT_CFD.US)"
  ]
}

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.

{"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": "ACM_CFD.US", "qty": 0.0, "avg_price": 88.42, "last_price": 97.88, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "ADS_CFD.DE", "qty": 0.0, "avg_price": 137.15, "last_price": 138.55, "unrealized_pnl": 0.0, "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": "AMCX_CFD.US", "qty": 0.0, "avg_price": 7.5, "last_price": 7.365, "unrealized_pnl": -53.999999999999915, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.595, "last_price": 29.485, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 0.0, "avg_price": 296.0, "last_price": 296.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "ATO_CFD.FR", "qty": 0.0, "avg_price": 35.106, "last_price": 38.024, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.453, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "BLND_CFD.UK", "qty": 8.237232289950576, "avg_price": 364.2, "last_price": 373.0, "unrealized_pnl": 72.48764415156516, "opened_at": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 0.0, "avg_price": 1070.84, "last_price": 1070.84, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-15T10:57:15.913854+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 0.0, "avg_price": 458.2, "last_price": 458.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T10:26:53.527562+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.24, "last_price": 350.055, "unrealized_pnl": -1.5846276838739344, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "DOM_CFD.UK", "qty": 0.0, "avg_price": 199.3, "last_price": 189.21, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 16.752, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ESTC_CFD.US", "qty": 0.0, "avg_price": 58.085, "last_price": 54.045, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}, {"symbol": "EVT_CFD.DE", "qty": 0.0, "avg_price": 4.502, "last_price": 4.353, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "EXM_CFD.BE", "qty": 0.0, "avg_price": 10.0, "last_price": 9.933, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "EXPD_CFD.US", "qty": 22.01269398686576, "avg_price": 136.285, "last_price": 142.635, "unrealized_pnl": 139.78060681659744, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 0.0, "avg_price": 405.2, "last_price": 394.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "FRVIA_CFD.FR", "qty": 0.0, "avg_price": 12.709, "last_price": 12.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 7.488766849725412, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 101.84722915626534, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "GO_CFD.US", "qty": 0.0, "avg_price": 6.53, "last_price": 6.35, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T18:20:59.102726+00:00"}, {"symbol": "GRI_CFD.UK", "qty": 0.0, "avg_price": 189.6, "last_price": 189.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1409.0, "last_price": 1408.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "ICG_CFD.UK", "qty": 1.772002362669817, "avg_price": 1693.0, "last_price": 1693.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "ITRK_CFD.UK", "qty": 0.0, "avg_price": 3942.0, "last_price": 3760.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-13T10:07:39.444598+00:00"}, {"symbol": "JDW_CFD.UK", "qty": 4.514672686230249, "avg_price": 664.5, "last_price": 664.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "JEF_CFD.US", "qty": 0.0, "avg_price": 47.46, "last_price": 44.27, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T18:07:22.382508+00:00"}, {"symbol": "JMAT_CFD.UK", "qty": 0.0, "avg_price": 1976.9999999999998, "last_price": 1964.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 257.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "NA9_CFD.DE", "qty": 0.0, "avg_price": 48.578, "last_price": 53.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T10:57:06.928276+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 29.36857562408223, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OKTA_CFD.US", "qty": 42.747221430607006, "avg_price": 70.18, "last_price": 79.1, "unrealized_pnl": 381.30521516101396, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 0.0, "avg_price": 151.91, "last_price": 151.91, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T10:33:43.857578+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "STJ_CFD.UK", "qty": 2.3076923076923075, "avg_price": 1300.0, "last_price": 1300.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T10:35:48.762746+00:00"}, {"symbol": "SYNT_CFD.UK", "qty": 0.0, "avg_price": 18.4, "last_price": 18.34, "unrealized_pnl": 0.0, "opened_at": "2026-03-04T18:49:26.891792+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 32.520325203252035, "avg_price": 184.5, "last_price": 184.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 19.76284584980237, "avg_price": 151.8, "last_price": 151.8, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 0.0, "avg_price": 7.398000000000001, "last_price": 6.95, "unrealized_pnl": -181.67072181670738, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 32.48511099079589, "avg_price": 92.35, "last_price": 95.01, "unrealized_pnl": 86.41039523551741, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ULTA_CFD.US", "qty": 5.605381165919282, "avg_price": 535.2, "last_price": 535.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 0.0, "avg_price": 427.6, "last_price": 406.1, "unrealized_pnl": 0.0, "opened_at": "2026-03-11T10:11:17.665074+00:00"}, {"symbol": "WEIR_CFD.UK", "qty": 1.0380622837370241, "avg_price": 2890.0, "last_price": 2890.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T10:03:26.036362+00:00"}, {"symbol": "WIX_CFD.UK", "qty": 13.3630289532294, "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": 1087.0, "last_price": 1064.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "WKP_CFD.UK", "qty": 7.2727272727272725, "avg_price": 412.5, "last_price": 412.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T09:32:59.506254+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 263.4, "last_price": 257.0, "unrealized_pnl": -72.89293849658289, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "ZS_CFD.US", "qty": 0.0, "avg_price": 159.76, "last_price": 144.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "TRN_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Oversold: -12.9% 1D, -22.6% below MA200, -12.6% below MA50, high volatility (131%)"}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Oversold: -21.1% 1D, -15.8% below MA200, -5.5% below MA50, extreme volatility (241%)"}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Oversold: -20.8% 1D, -37.7% below MA200, -24.3% below MA50, high volatility (154%)"}, {"symbol": "TRST_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Oversold: -27.6% 1D, -26.8% below MA200, -10.7% below MA50, extreme volatility (229%)"}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 65, "selection_reason": "Oversold: -12.7% 1D, -28.0% below MA200, -14.3% below MA50, high volatility (87.8%)"}], "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"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Top mean-reversion candidate (score 85), already held but no conflicting signal. Adding to position to align with strategy.",
        "symbol": "TRN_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Marginal unrealized PnL gain (72.49), no significant mean-reversion signal to exit. Prefer HOLD to avoid overtrading.",
        "symbol": "BLND_CFD.UK"
      },
      {
        "reason": "Already held, no new mean-reversion signal to exit. Candidate list suggests oversold but current position is stable. Prefer HOLD.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (139.78), no strong mean-reversion signal to exit. Prefer HOLD.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Positive unrealized PnL (101.85), no strong mean-reversion signal to exit. Prefer HOLD.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No price change since entry, no mean-reversion signal. Prefer HOLD.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "No price change since entry, no mean-reversion signal. Prefer HOLD.",
        "symbol": "JDW_CFD.UK"
      },
      {
        "reason": "Strong unrealized PnL (381.31), no mean-reversion signal to exit. Prefer HOLD.",
        "symbol": "OKTA_CFD.US"
      },
      {
        "reason": "Already held, no new mean-reversion signal to exit. Candidate list suggests oversold but current position is stable. Prefer HOLD.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price change since entry, no mean-reversion signal. Prefer HOLD.",
        "symbol": "STJ_CFD.UK"
      },
      {
        "reason": "Already held, no new mean-reversion signal to exit. Candidate list suggests oversold but current position is stable. Prefer HOLD.",
        "symbol": "TRST_CFD.UK"
      },
      {
        "reason": "Already held, no new mean-reversion signal to exit. Candidate list suggests oversold but current position is stable. Prefer HOLD.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Positive unrealized PnL (86.41), no strong mean-reversion signal to exit. Prefer HOLD.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "No price change since entry, no mean-reversion signal. Prefer HOLD.",
        "symbol": "ULTA_CFD.US"
      },
      {
        "reason": "No price change since entry, no mean-reversion signal. Prefer HOLD.",
        "symbol": "WEIR_CFD.UK"
      },
      {
        "reason": "No price change since entry, no mean-reversion signal. Prefer HOLD.",
        "symbol": "WIX_CFD.UK"
      },
      {
        "reason": "No price change since entry, no mean-reversion signal. Prefer HOLD.",
        "symbol": "WKP_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Portfolio adjustments are minimal to avoid overtrading. Only one BUY action for TRN_CFD.UK due to its strong mean-reversion score (85) and existing position. All other positions are held as no significant mean-reversion signals justify changes. Gross leverage remains within constraints."
}

{
  "selected_stocks": [
    {
      "symbol": "TRN_CFD.UK",
      "selection_reason": "Oversold: -12.9% 1D, -22.6% below MA200, -12.6% below MA50, high volatility (131%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Oversold: -21.1% 1D, -15.8% below MA200, -5.5% below MA50, extreme volatility (241%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Oversold: -20.8% 1D, -37.7% below MA200, -24.3% below MA50, high volatility (154%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "TRST_CFD.UK",
      "selection_reason": "Oversold: -27.6% 1D, -26.8% below MA200, -10.7% below MA50, extreme volatility (229%)",
      "mean_reversion_score": 70
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Oversold: -12.7% 1D, -28.0% below MA200, -14.3% below MA50, high volatility (87.8%)",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "No earnings date known (cannot confirm avoidance of earnings within 5 days)",
    "No sector data (cannot enforce sector concentration rule)",
    "Extreme volatility may indicate binary/event-driven moves (e.g., AMG_CFD.NL, MPT_CFD.US)"
  ]
}