MarketWeatherForecast

Arena run #687

meanrev-v1 • mistralai • mistralai/mistral-large-2512 • US • success
Arena
Run status
as_of: 2026-03-17T18:12:35.221859+00:00
started_at: 2026-03-17T19:31:50.064975+00:00
finished_at: 2026-03-17T19:32:10.992293+00:00
duration_ms: 20920
Inputs
{
  "as_of": "2026-03-17T18:12:35.221859+00:00",
  "dry_run": false,
  "selected": [
    {
      "symbol": "IWG_CFD.UK",
      "selection_reason": "Strong 1-day pullback (-16.57%) with oversold MA50 (-10.86%) and moderate volatility (135.8%).",
      "mean_reversion_score": 85
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-21.15%) with oversold MA50 (-5.48%) and high volatility (241.3%).",
      "mean_reversion_score": 80
    },
    {
      "symbol": "VTY_CFD.UK",
      "selection_reason": "Severe 1-day decline (-44.22%) with deeply oversold MA50 (-36.11%) and high volatility (213.1%).",
      "mean_reversion_score": 75
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Large 1-day drop (-20.82%) with oversold MA50 (-24.30%) and high volatility (153.6%).",
      "mean_reversion_score": 70
    },
    {
      "symbol": "DLTR_CFD.US",
      "selection_reason": "Slight 1-day decline (-0.10%) with oversold MA50 (-8.52%) and high volatility (3590%).",
      "mean_reversion_score": 65
    }
  ],
  "simulate_only": false,
  "strict_replay": false,
  "universe_symbols": [
    "WTB_CFD.UK",
    "ESNT_CFD.UK",
    "SAFE_CFD.UK",
    "JDW_CFD.UK",
    "UTG_CFD.UK",
    "IWG_CFD.UK",
    "KGF_CFD.UK",
    "RHIM_CFD.UK",
    "RSW_CFD.UK",
    "DLN_CFD.UK",
    "MCG_CFD.UK",
    "CCL_CFD.UK",
    "SGRO_CFD.UK",
    "ABDN_CFD.UK",
    "OCDO_CFD.UK",
    "ADJ_CFD.DE",
    "DOCS_CFD.UK",
    "VTY_CFD.UK",
    "SMIN_CFD.UK",
    "BBY_CFD.UK",
    "MAB_CFD.UK",
    "IMI_CFD.UK",
    "DOM_CFD.UK",
    "IPO_CFD.UK",
    "ATG_CFD.UK",
    "BME_CFD.UK",
    "WKP_CFD.UK",
    "HLMA_CFD.UK",
    "FUTR_CFD.UK",
    "DPLM_CFD.UK",
    "DLTR_CFD.US",
    "ASY_CFD.FR",
    "CW_CFD.US",
    "AAL_CFD.UK",
    "CO_CFD.FR"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score (75) among candidates with extreme 1-day decline (-44.22%) and deeply oversold MA50 (-36.11%).",
        "symbol": "VTY_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean-reversion score (65) with oversold MA50 (-8.52%) and high volatility (3590%).",
        "symbol": "DLTR_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Moderate unrealized gain (+2.0%). No strong mean-reversion signal to exit; holding for further upside.",
        "symbol": "BLND_CFD.UK"
      },
      {
        "reason": "No price movement since entry. No mean-reversion signal to exit; holding.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Strong unrealized gain (+5.2%). No mean-reversion signal to exit; holding for further upside.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Already held with unrealized gain (+3.4%). Candidate list shows lower mean-reversion score than current position; holding.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No price movement since entry. No mean-reversion signal to exit; holding.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "No price movement since entry. Candidate list shows strong mean-reversion score, but position is recent; holding to avoid overtrading.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "No price movement since entry. No mean-reversion signal to exit; holding.",
        "symbol": "JDW_CFD.UK"
      },
      {
        "reason": "No price movement since entry. Candidate list shows strong mean-reversion score, but position is already held; holding to avoid duplication.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price movement since entry. No mean-reversion signal to exit; holding.",
        "symbol": "STJ_CFD.UK"
      },
      {
        "reason": "Strong unrealized gain (+10.7%). No mean-reversion signal to exit; holding for further upside.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Moderate unrealized gain (+4.7%). No mean-reversion signal to exit; holding for further upside.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "Slight unrealized loss (-0.9%). No strong mean-reversion signal to exit; holding.",
        "symbol": "VSVS_CFD.UK"
      },
      {
        "reason": "Slight unrealized loss (-0.9%). No strong mean-reversion signal to exit; holding.",
        "symbol": "WIX_CFD.UK"
      },
      {
        "reason": "No price movement since entry. No mean-reversion signal to exit; holding.",
        "symbol": "WKP_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Position has appreciated significantly (+48.1% unrealized PnL). Taking profits to lock in gains and reduce exposure to potential mean reversion.",
        "symbol": "TRST_CFD.UK"
      },
      {
        "reason": "Position has appreciated (+12.8% unrealized PnL). Partial profit-taking to rebalance portfolio and free up capital for higher-scoring candidates.",
        "symbol": "OKTA_CFD.US"
      }
    ]
  },
  "portfolio_rationale": "Portfolio rebalanced to lock in profits from TRST_CFD.UK and OKTA_CFD.US, freeing capital for higher-scoring mean-reversion candidates VTY_CFD.UK and DLTR_CFD.US. Existing positions with no clear exit signals are held to avoid overtrading. Gross leverage remains within limits (max 3.0)."
}
Prompts & responses
#1358 • openrouter • mistralai/mistral-large-2512 • 2026-03-17T19:31:50.152731+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": "US", "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": "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": "ESNT_CFD.UK", "name": "ESSENTRA PLC", "sector": "", "last_price": 108.4, "change_1d_pct": 4.230769230769238, "distance_from_ma200_pct": 7.40452119530135, "distance_from_ma50_pct": 9.771484932749797, "volatility_20d_pct": 98.9832071461764, "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": "JDW_CFD.UK", "name": "WETHERSPOON (J.D.) PLC", "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": "IWG_CFD.UK", "name": "IWG PLC", "sector": "", "last_price": 205.4, "change_1d_pct": -16.5718927701056, "distance_from_ma200_pct": -4.40871742234894, "distance_from_ma50_pct": -10.856111173800208, "volatility_20d_pct": 135.80434164824575, "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": "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": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 25.72, "change_1d_pct": 2.9623698959167166, "distance_from_ma200_pct": -7.132760074308242, "distance_from_ma50_pct": 8.327577202351844, "volatility_20d_pct": 232.19808875565576, "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": "CCL_CFD.UK", "name": "CARNIVAL PLC", "sector": "", "last_price": 1989.0, "change_1d_pct": -3.9594398841139578, "distance_from_ma200_pct": 4.932242734391812, "distance_from_ma50_pct": -4.47172238108916, "volatility_20d_pct": 163.30913338012496, "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": "ABDN_CFD.UK", "name": "Aberdeen Group Plc", "sector": "", "last_price": 215.2, "change_1d_pct": -0.6463527239150557, "distance_from_ma200_pct": 13.219747060140353, "distance_from_ma50_pct": 3.663782514155023, "volatility_20d_pct": 74.75396598460024, "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": "ADJ_CFD.DE", "name": "ADLER GROUP SA", "sector": "", "last_price": 0.192, "change_1d_pct": 3.7837837837837895, "distance_from_ma200_pct": -7.07579130771464, "distance_from_ma50_pct": 0.6289308176100628, "volatility_20d_pct": 281.9328754959748, "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": "DOCS_CFD.UK", "name": "DR. MARTENS PLC", "sector": "", "last_price": 65.6, "change_1d_pct": -1.501501501501501, "distance_from_ma200_pct": -13.08259339811949, "distance_from_ma50_pct": -12.14348468939509, "volatility_20d_pct": 121.2025974369199, "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": "VTY_CFD.UK", "name": "VISTRY GROUP PLC", "sector": "", "last_price": 403.2, "change_1d_pct": -44.21693414499169, "distance_from_ma200_pct": -35.825419675413826, "distance_from_ma50_pct": -36.113069725802745, "volatility_20d_pct": 213.0917779123437, "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": "BBY_CFD.UK", "name": "BALFOUR BEATTY PLC", "sector": "", "last_price": 759.18, "change_1d_pct": 5.222453222453205, "distance_from_ma200_pct": 33.313724414201815, "distance_from_ma50_pct": 8.832962232591, "volatility_20d_pct": 54.25956465831767, "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": "MAB_CFD.UK", "name": "MITCHELLS & BUTLERS PLC", "sector": "", "last_price": 292.81, "change_1d_pct": 14.37890625, "distance_from_ma200_pct": 11.595067041457764, "distance_from_ma50_pct": 10.935906392690597, "volatility_20d_pct": 118.87119977937589, "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": "IMI_CFD.UK", "name": "IMI PLC", "sector": "", "last_price": 2774.0, "change_1d_pct": 4.7583081570997, "distance_from_ma200_pct": 25.227479847754264, "distance_from_ma50_pct": 6.661876238540865, "volatility_20d_pct": 87.69330898337377, "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": "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": "BME_CFD.UK", "name": "B&M EUROPEAN VALUE RETAIL SA", "sector": "", "last_price": 180.0, "change_1d_pct": -0.5799502899751507, "distance_from_ma200_pct": -17.510144533683704, "distance_from_ma50_pct": 3.6906975618860693, "volatility_20d_pct": 107.67302074828436, "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": "HLMA_CFD.UK", "name": "HALMA PLC", "sector": "", "last_price": 3904.0, "change_1d_pct": 7.548209366391179, "distance_from_ma200_pct": 16.52280895184093, "distance_from_ma50_pct": 5.778818225170168, "volatility_20d_pct": 86.60562444492528, "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": "DLTR_CFD.US", "name": "Dollar Tree Inc", "sector": "", "last_price": 115.79, "change_1d_pct": -0.10352859977568185, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -8.524831570032731, "volatility_20d_pct": 3589.913318697127, "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": 44.6, "change_1d_pct": 0.5636978579481422, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -1.1656251385010918, "volatility_20d_pct": 4780.971545500114, "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": "CW_CFD.US", "name": "Curtiss-Wright Corporation", "sector": "", "last_price": 684.22, "change_1d_pct": 1.96107650582662, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 13.161251227173265, "volatility_20d_pct": 4308.002175856081, "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": "AAL_CFD.UK", "name": "ANGLO AMERICAN PLC", "sector": "", "last_price": 3586.0, "change_1d_pct": 0.055803571428580945, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 11.748904636364198, "volatility_20d_pct": 4209.946938281094, "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": "CO_CFD.FR", "name": "Casino Guichard Perrachon", "sector": "", "last_price": 0.2196, "change_1d_pct": -3.0891438658429027, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -7.3057895892076345, "volatility_20d_pct": 3846.671951006259, "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": "IWG_CFD.UK",
      "selection_reason": "Strong 1-day pullback (-16.57%) with oversold MA50 (-10.86%) and moderate volatility (135.8%).",
      "mean_reversion_score": 85
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-21.15%) with oversold MA50 (-5.48%) and high volatility (241.3%).",
      "mean_reversion_score": 80
    },
    {
      "symbol": "VTY_CFD.UK",
      "selection_reason": "Severe 1-day decline (-44.22%) with deeply oversold MA50 (-36.11%) and high volatility (213.1%).",
      "mean_reversion_score": 75
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Large 1-day drop (-20.82%) with oversold MA50 (-24.30%) and high volatility (153.6%).",
      "mean_reversion_score": 70
    },
    {
      "symbol": "DLTR_CFD.US",
      "selection_reason": "Slight 1-day decline (-0.10%) with oversold MA50 (-8.52%) and high volatility (3590%).",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "No earnings date confirmed (unknown risk).",
    "Extreme volatility may indicate binary/event-driven moves (e.g., VTY_CFD.UK).",
    "Sector concentration (unknown sectors, unable to verify).",
    "Insufficient pullback magnitude (e.g., <5% from MA50)."
  ]
}
#1359 • openrouter • mistralai/mistral-large-2512 • 2026-03-17T19:31:57.145950+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": "US", "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": 143.435, "unrealized_pnl": 157.3907620060903, "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": "IWG_CFD.UK", "qty": 16.216216216216218, "avg_price": 185.0, "last_price": 185.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-16T18:18:58.833148+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": 79.15, "unrealized_pnl": 383.4425762325448, "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": 48.78048780487805, "avg_price": 184.50000000000003, "last_price": 204.2, "unrealized_pnl": 960.9756097560957, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 19.76284584980237, "avg_price": 151.8, "last_price": 224.82, "unrealized_pnl": 1443.0830039525688, "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": 96.7, "unrealized_pnl": 141.3102328099624, "opened_at": "2026-02-20T09:33:44.817899+00:00"}, {"symbol": "ULTA_CFD.US", "qty": 0.0, "avg_price": 535.2, "last_price": 523.22, "unrealized_pnl": 0.0, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "VSVS_CFD.UK", "qty": 7.0588235294117645, "avg_price": 425.0, "last_price": 421.0, "unrealized_pnl": -28.235294117647058, "opened_at": "2026-03-16T18:18:58.833148+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": 0.0, "avg_price": 2890.0, "last_price": 2842.0, "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": 222.5, "unrealized_pnl": -26.7260579064588, "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": "IWG_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Strong 1-day pullback (-16.57%) with oversold MA50 (-10.86%) and moderate volatility (135.8%)."}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Extreme 1-day drop (-21.15%) with oversold MA50 (-5.48%) and high volatility (241.3%)."}, {"symbol": "VTY_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Severe 1-day decline (-44.22%) with deeply oversold MA50 (-36.11%) and high volatility (213.1%)."}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Large 1-day drop (-20.82%) with oversold MA50 (-24.30%) and high volatility (153.6%)."}, {"symbol": "DLTR_CFD.US", "mean_reversion_score": 65, "selection_reason": "Slight 1-day decline (-0.10%) with oversold MA50 (-8.52%) and high volatility (3590%)."}], "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": "Highest mean-reversion score (75) among candidates with extreme 1-day decline (-44.22%) and deeply oversold MA50 (-36.11%).",
        "symbol": "VTY_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean-reversion score (65) with oversold MA50 (-8.52%) and high volatility (3590%).",
        "symbol": "DLTR_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Moderate unrealized gain (+2.0%). No strong mean-reversion signal to exit; holding for further upside.",
        "symbol": "BLND_CFD.UK"
      },
      {
        "reason": "No price movement since entry. No mean-reversion signal to exit; holding.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Strong unrealized gain (+5.2%). No mean-reversion signal to exit; holding for further upside.",
        "symbol": "EXPD_CFD.US"
      },
      {
        "reason": "Already held with unrealized gain (+3.4%). Candidate list shows lower mean-reversion score than current position; holding.",
        "symbol": "FUTR_CFD.UK"
      },
      {
        "reason": "No price movement since entry. No mean-reversion signal to exit; holding.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "No price movement since entry. Candidate list shows strong mean-reversion score, but position is recent; holding to avoid overtrading.",
        "symbol": "IWG_CFD.UK"
      },
      {
        "reason": "No price movement since entry. No mean-reversion signal to exit; holding.",
        "symbol": "JDW_CFD.UK"
      },
      {
        "reason": "No price movement since entry. Candidate list shows strong mean-reversion score, but position is already held; holding to avoid duplication.",
        "symbol": "OCDO_CFD.UK"
      },
      {
        "reason": "No price movement since entry. No mean-reversion signal to exit; holding.",
        "symbol": "STJ_CFD.UK"
      },
      {
        "reason": "Strong unrealized gain (+10.7%). No mean-reversion signal to exit; holding for further upside.",
        "symbol": "TRN_CFD.UK"
      },
      {
        "reason": "Moderate unrealized gain (+4.7%). No mean-reversion signal to exit; holding for further upside.",
        "symbol": "UKW_CFD.UK"
      },
      {
        "reason": "Slight unrealized loss (-0.9%). No strong mean-reversion signal to exit; holding.",
        "symbol": "VSVS_CFD.UK"
      },
      {
        "reason": "Slight unrealized loss (-0.9%). No strong mean-reversion signal to exit; holding.",
        "symbol": "WIX_CFD.UK"
      },
      {
        "reason": "No price movement since entry. No mean-reversion signal to exit; holding.",
        "symbol": "WKP_CFD.UK"
      }
    ],
    "sell": [
      {
        "reason": "Position has appreciated significantly (+48.1% unrealized PnL). Taking profits to lock in gains and reduce exposure to potential mean reversion.",
        "symbol": "TRST_CFD.UK"
      },
      {
        "reason": "Position has appreciated (+12.8% unrealized PnL). Partial profit-taking to rebalance portfolio and free up capital for higher-scoring candidates.",
        "symbol": "OKTA_CFD.US"
      }
    ]
  },
  "portfolio_rationale": "Portfolio rebalanced to lock in profits from TRST_CFD.UK and OKTA_CFD.US, freeing capital for higher-scoring mean-reversion candidates VTY_CFD.UK and DLTR_CFD.US. Existing positions with no clear exit signals are held to avoid overtrading. Gross leverage remains within limits (max 3.0)."
}
Selection logs
#676 • stage1 • 2026-03-17T19:31:57.135618+00:00
{
  "selected_stocks": [
    {
      "symbol": "IWG_CFD.UK",
      "selection_reason": "Strong 1-day pullback (-16.57%) with oversold MA50 (-10.86%) and moderate volatility (135.8%).",
      "mean_reversion_score": 85
    },
    {
      "symbol": "OCDO_CFD.UK",
      "selection_reason": "Extreme 1-day drop (-21.15%) with oversold MA50 (-5.48%) and high volatility (241.3%).",
      "mean_reversion_score": 80
    },
    {
      "symbol": "VTY_CFD.UK",
      "selection_reason": "Severe 1-day decline (-44.22%) with deeply oversold MA50 (-36.11%) and high volatility (213.1%).",
      "mean_reversion_score": 75
    },
    {
      "symbol": "FUTR_CFD.UK",
      "selection_reason": "Large 1-day drop (-20.82%) with oversold MA50 (-24.30%) and high volatility (153.6%).",
      "mean_reversion_score": 70
    },
    {
      "symbol": "DLTR_CFD.US",
      "selection_reason": "Slight 1-day decline (-0.10%) with oversold MA50 (-8.52%) and high volatility (3590%).",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "No earnings date confirmed (unknown risk).",
    "Extreme volatility may indicate binary/event-driven moves (e.g., VTY_CFD.UK).",
    "Sector concentration (unknown sectors, unable to verify).",
    "Insufficient pullback magnitude (e.g., <5% from MA50)."
  ]
}