Arena run #728
meanrev-v1 • z-ai • z-ai/glm-4.7 • US • success
Run status
as_of: 2026-03-19T18:04:14.272849+00:00
started_at: 2026-03-19T18:05:11.704769+00:00
finished_at: 2026-03-19T18:07:52.879922+00:00
duration_ms: 161172
Inputs
{
"as_of": "2026-03-19T18:04:14.272849+00:00",
"dry_run": false,
"selected": [
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Extreme 1d drop -26.6%, price -22.1% below MA50, high volatility 169%.",
"mean_reversion_score": 92
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Massive 1d drop -38.6%, price -31.9% below MA50, volatility 130%.",
"mean_reversion_score": 90
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Sharp 1d drop -24.1%, price -17.0% below MA50, volatility 149%.",
"mean_reversion_score": 88
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Strong 1d drop -20.8%, price -24.3% below MA50, volatility 154%.",
"mean_reversion_score": 85
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "Significant 1d drop -17.2%, price -19.1% below MA50, volatility 91%.",
"mean_reversion_score": 82
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"CRST_CFD.UK",
"ESNT_CFD.UK",
"JDW_CFD.UK",
"INVP_CFD.UK",
"CBG_CFD.UK",
"DLN_CFD.UK",
"MCG_CFD.UK",
"CCL_CFD.UK",
"IWG_CFD.UK",
"EMG_CFD.UK",
"ABDN_CFD.UK",
"HWDN_CFD.UK",
"CPG_CFD.UK",
"DOCS_CFD.UK",
"LIO_CFD.UK",
"BBY_CFD.UK",
"MKS_CFD.UK",
"MAB_CFD.UK",
"IMI_CFD.UK",
"DOM_CFD.UK",
"IPR_CFD.PT",
"IPO_CFD.UK",
"ATG_CFD.UK",
"GDS_CFD.FR",
"BME_CFD.UK",
"GROW_CFD.UK",
"BYIT_CFD.UK",
"HLMA_CFD.UK",
"ECL_CFD.US",
"FUTR_CFD.UK",
"ALTR_CFD.PT",
"JMT_CFD.PT",
"INF_CFD.UK",
"CF_CFD.US",
"EXPN_CFD.UK",
"HMSO_CFD.UK",
"ITRK_CFD.UK",
"AMCX_CFD.US",
"AAP_CFD.US",
"DHER_CFD.DE",
"IMB_CFD.UK",
"AUTO_CFD.UK",
"CCC_CFD.UK",
"ICG_CFD.UK",
"GRI_CFD.UK",
"CNA_CFD.UK",
"CTT_CFD.PT",
"CFEB_CFD.BE",
"EXE_CFD.FR",
"AAD_CFD.DE"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean reversion score (92) with extreme 1d drop (-26.6%).",
"symbol": "CBG_CFD.UK",
"position_size": 3000
},
{
"reason": "High mean reversion score (90) with massive 1d drop (-38.6%).",
"symbol": "AUTO_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Holding existing position; loss is marginal relative to volatility.",
"symbol": "ADBE_CFD.US"
},
{
"reason": "Inactive position, no action required.",
"symbol": "BIG_CFD.FR"
},
{
"reason": "Holding existing position; awaiting mean reversion.",
"symbol": "CCL_CFD.UK"
},
{
"reason": "Inactive position, no action required.",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Inactive position, no action required.",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Inactive position, no action required.",
"symbol": "FICO_CFD.US"
},
{
"reason": "Inactive position, no action required.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Holding existing position; awaiting mean reversion.",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Holding existing position; currently oversold and candidate for reversion.",
"symbol": "IWG_CFD.UK"
},
{
"reason": "Holding existing position; awaiting mean reversion.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Inactive position, no action required.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Inactive position, no action required.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Inactive position, no action required.",
"symbol": "TRST_CFD.UK"
},
{
"reason": "Holding existing position; awaiting mean reversion despite current drawdown.",
"symbol": "TUI1_CFD.DE"
},
{
"reason": "Holding existing position; awaiting mean reversion.",
"symbol": "VTY_CFD.UK"
},
{
"reason": "Inactive position, no action required.",
"symbol": "XRX_CFD.US"
},
{
"reason": "Holding existing position; awaiting mean reversion.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Flat performance (0 PnL) indicates lack of mean-reversion momentum; freeing capital for higher-conviction opportunities.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Flat performance (0 PnL) indicates lack of mean-reversion momentum; freeing capital for higher-conviction opportunities.",
"symbol": "THG_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio is fully invested (10/10). Strategy prioritizes rotating out of flat, non-reverting positions (BYIT, THG) to capitalize on new extreme oversold signals (CBG, AUTO). CBG and AUTO show superior mean-reversion scores and recent volatility compared to existing flat holdings."
}Prompts & responses
#1440 • openrouter • z-ai/glm-4.7 • 2026-03-19T18:05:11.776732+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": "CRST_CFD.UK", "name": "CREST NICHOLSON HOLDINGS", "sector": "", "last_price": 167.8, "change_1d_pct": 24.85119047619049, "distance_from_ma200_pct": 1.2720261375977815, "distance_from_ma50_pct": 17.82963155418549, "volatility_20d_pct": 158.46878099582966, "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": "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": "INVP_CFD.UK", "name": "", "sector": "", "last_price": 623.5, "change_1d_pct": 8.529155787641418, "distance_from_ma200_pct": 17.34715626999408, "distance_from_ma50_pct": 9.569618971869698, "volatility_20d_pct": 76.97154585310399, "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": 372.74, "change_1d_pct": -26.625984251968504, "distance_from_ma200_pct": -13.365429078084645, "distance_from_ma50_pct": -22.129222788055436, "volatility_20d_pct": 169.0552301316783, "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": "IWG_CFD.UK", "name": "IWG PLC", "sector": "", "last_price": 189.6, "change_1d_pct": -24.09927942353883, "distance_from_ma200_pct": -11.798015594910993, "distance_from_ma50_pct": -17.03351041019402, "volatility_20d_pct": 148.96998448946707, "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": "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": "HWDN_CFD.UK", "name": "", "sector": "", "last_price": 828.0, "change_1d_pct": -3.7366010184388565, "distance_from_ma200_pct": 1.083257261467785, "distance_from_ma50_pct": -1.1118231802963119, "volatility_20d_pct": 42.82549605370831, "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": "CPG_CFD.UK", "name": "COMPASS GROUP PLC", "sector": "", "last_price": 2265.0, "change_1d_pct": 8.789625360230557, "distance_from_ma200_pct": -8.235768846509439, "distance_from_ma50_pct": 1.0610292608490113, "volatility_20d_pct": 89.75289508897275, "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": "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": "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": "MKS_CFD.UK", "name": "MARKS & SPENCER GROUP PLC", "sector": "", "last_price": 360.7, "change_1d_pct": -2.592492573588989, "distance_from_ma200_pct": 0.16685682262786994, "distance_from_ma50_pct": 1.2088381382512114, "volatility_20d_pct": 111.18292243780117, "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": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.191, "change_1d_pct": -0.520833333333337, "distance_from_ma200_pct": 22.353544088914525, "distance_from_ma50_pct": -0.27151211361738925, "volatility_20d_pct": 210.8594986289793, "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": "GDS_CFD.FR", "name": "", "sector": "", "last_price": 10.65, "change_1d_pct": -2.739726027397249, "distance_from_ma200_pct": 6.032608262777672, "distance_from_ma50_pct": 6.7048733568451535, "volatility_20d_pct": 114.5312487456098, "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": "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": "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": "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": "ECL_CFD.US", "name": "Ecolab Inc", "sector": "", "last_price": 260.1, "change_1d_pct": -5.10070052539403, "distance_from_ma200_pct": -4.70558752797281, "distance_from_ma50_pct": -9.10050387886776, "volatility_20d_pct": 50.10257578442185, "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": "ALTR_CFD.PT", "name": "Altri SGPS SA", "sector": "", "last_price": 4.66, "change_1d_pct": 1.3043478260869712, "distance_from_ma200_pct": -3.458105790027599, "distance_from_ma50_pct": 0.9663301122329493, "volatility_20d_pct": 57.897747508392996, "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": "JMT_CFD.PT", "name": "Jeronimo Martins SGPS SA", "sector": "", "last_price": 20.12, "change_1d_pct": -11.28747795414462, "distance_from_ma200_pct": -4.758681362168593, "distance_from_ma50_pct": -4.3810765778310445, "volatility_20d_pct": 47.52391822130666, "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": "INF_CFD.UK", "name": "INFORMA PLC", "sector": "", "last_price": 761.2, "change_1d_pct": -13.87191672324054, "distance_from_ma200_pct": -10.362567634339559, "distance_from_ma50_pct": -13.29928785137593, "volatility_20d_pct": 89.53243145508786, "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": "CF_CFD.US", "name": "CF Industries Holdings Inc", "sector": "", "last_price": 129.04, "change_1d_pct": -0.3244245326741946, "distance_from_ma200_pct": 43.7420841042687, "distance_from_ma50_pct": 30.43566157889415, "volatility_20d_pct": 143.75634141044, "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": "EXPN_CFD.UK", "name": "EXPERIAN PLC", "sector": "", "last_price": 2754.0, "change_1d_pct": 9.199048374306095, "distance_from_ma200_pct": -21.2028857311516, "distance_from_ma50_pct": -3.3650303519421776, "volatility_20d_pct": 112.0169297118067, "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": "ITRK_CFD.UK", "name": "INTERTEK GROUP PLC", "sector": "", "last_price": 3754.0, "change_1d_pct": -17.239858906525573, "distance_from_ma200_pct": -20.53291718040755, "distance_from_ma50_pct": -19.06983690998375, "volatility_20d_pct": 91.43029319744596, "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": "AMCX_CFD.US", "name": "AMC Networks Inc", "sector": "", "last_price": 6.66, "change_1d_pct": -7.883817427385898, "distance_from_ma200_pct": -12.657455918899952, "distance_from_ma50_pct": -15.318889227952393, "volatility_20d_pct": 105.25793123437886, "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": 47.04, "change_1d_pct": -11.844077961019494, "distance_from_ma200_pct": -11.073974581221558, "distance_from_ma50_pct": -6.744749435988117, "volatility_20d_pct": 99.34935319107592, "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": "DHER_CFD.DE", "name": "DELIVERY HERO SE", "sector": "", "last_price": 15.592, "change_1d_pct": -7.052160953800291, "distance_from_ma200_pct": -31.008574812908552, "distance_from_ma50_pct": -27.694506507587146, "volatility_20d_pct": 126.6853140725401, "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": "IMB_CFD.UK", "name": "IMPERIAL BRANDS PLC", "sector": "", "last_price": 3171.0, "change_1d_pct": -0.06303183107468913, "distance_from_ma200_pct": 2.916798713744484, "distance_from_ma50_pct": 0.4791056694170903, "volatility_20d_pct": 45.902289536449224, "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": "AUTO_CFD.UK", "name": "AUTOTRADER GROUP PLC", "sector": "", "last_price": 490.4, "change_1d_pct": -38.63326367424575, "distance_from_ma200_pct": -37.426260695289436, "distance_from_ma50_pct": -31.896720766000808, "volatility_20d_pct": 130.06763966702516, "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": 2984.0, "change_1d_pct": -3.116883116883118, "distance_from_ma200_pct": 16.40513480838093, "distance_from_ma50_pct": 1.039727236077903, "volatility_20d_pct": 115.43723132540129, "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": "ICG_CFD.UK", "name": "ICG Plc", "sector": "", "last_price": 1719.0, "change_1d_pct": -13.356854838709676, "distance_from_ma200_pct": -15.041741119434038, "distance_from_ma50_pct": -11.540628787118589, "volatility_20d_pct": 72.59006184069659, "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": "GRI_CFD.UK", "name": "GRAINGER PLC", "sector": "", "last_price": 192.4, "change_1d_pct": 0.08322929671245038, "distance_from_ma200_pct": -4.9312468607917275, "distance_from_ma50_pct": 0.9128310349964197, "volatility_20d_pct": 71.43116862190418, "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": "CNA_CFD.UK", "name": "CENTRICA PLC", "sector": "", "last_price": 212.4, "change_1d_pct": 18.098415346121776, "distance_from_ma200_pct": 24.798392427487382, "distance_from_ma50_pct": 13.345770772586985, "volatility_20d_pct": 102.76662952129819, "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": 6.15, "change_1d_pct": -9.02366863905325, "distance_from_ma200_pct": -15.686724771994276, "distance_from_ma50_pct": -12.448038266613526, "volatility_20d_pct": 83.45800257268074, "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": "CFEB_CFD.BE", "name": "Compagnie d'Entreprises CFE SA", "sector": "", "last_price": 10.8, "change_1d_pct": -4.424778761061942, "distance_from_ma200_pct": 21.303745702421708, "distance_from_ma50_pct": 6.288332690354537, "volatility_20d_pct": 124.71900355838534, "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": "EXE_CFD.FR", "name": "Exel Industries SA", "sector": "", "last_price": 34.6, "change_1d_pct": -3.492134330023422, "distance_from_ma200_pct": -9.8106349161871, "distance_from_ma50_pct": -8.68852441711081, "volatility_20d_pct": 95.13083924322898, "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": "AAD_CFD.DE", "name": "AMADEUS FIRE AG", "sector": "", "last_price": 24.15, "change_1d_pct": -2.1117911718211646, "distance_from_ma200_pct": -53.92560960568049, "distance_from_ma50_pct": -28.082877113738046, "volatility_20d_pct": 66.17135003583597, "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": "Extreme 1d drop -26.6%, price -22.1% below MA50, high volatility 169%.",
"mean_reversion_score": 92
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Massive 1d drop -38.6%, price -31.9% below MA50, volatility 130%.",
"mean_reversion_score": 90
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Sharp 1d drop -24.1%, price -17.0% below MA50, volatility 149%.",
"mean_reversion_score": 88
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Strong 1d drop -20.8%, price -24.3% below MA50, volatility 154%.",
"mean_reversion_score": 85
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "Significant 1d drop -17.2%, price -19.1% below MA50, volatility 91%.",
"mean_reversion_score": 82
}
],
"rejected_common_reasons": [
"Insufficient price deviation from moving averages.",
"Low volatility indicating lack of reversion potential.",
"Region mismatch (US strategy applied to EU symbols)."
]
}#1441 • openrouter • z-ai/glm-4.7 • 2026-03-19T18:05:27.042479+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": "ADBE_CFD.US", "qty": 12.025494047380446, "avg_price": 249.47, "last_price": 246.59, "unrealized_pnl": -34.63342285645563, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "BIG_CFD.FR", "qty": 0.0, "avg_price": 0.453, "last_price": 0.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T18:07:22.382508+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 10.252904989747094, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 1.5416238437821173, "avg_price": 1945.9999999999998, "last_price": 1849.0, "unrealized_pnl": -149.537512846865, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 349.425, "last_price": 374.67, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "ERA_CFD.FR", "qty": 0.0, "avg_price": 47.4, "last_price": 52.1, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "FICO_CFD.US", "qty": 0.0, "avg_price": 1127.4099999999999, "last_price": 1160.795, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 400.6, "last_price": 414.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 2.3529411764705883, "avg_price": 1275.0, "last_price": 1260.0, "unrealized_pnl": -35.294117647058826, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 16.216216216216218, "avg_price": 185.0, "last_price": 177.0, "unrealized_pnl": -129.72972972972974, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 13.824884792626728, "avg_price": 217.0, "last_price": 204.3, "unrealized_pnl": -175.5760368663593, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 0.0, "avg_price": 205.8, "last_price": 152.7, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 442.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-21T09:33:26.900894+00:00"}, {"symbol": "THG_CFD.UK", "qty": 85.76329331046313, "avg_price": 34.98, "last_price": 34.98, "unrealized_pnl": 0.0, "opened_at": "2026-02-24T18:14:37.115518+00:00"}, {"symbol": "TRST_CFD.UK", "qty": 0.0, "avg_price": 134.3, "last_price": 139.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "TUI1_CFD.DE", "qty": 405.51500405515003, "avg_price": 7.398000000000001, "last_price": 6.666, "unrealized_pnl": -296.8369829683699, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 7.792207792207792, "avg_price": 385.0, "last_price": 354.7, "unrealized_pnl": -236.1038961038962, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "XRX_CFD.US", "qty": 0.0, "avg_price": 1.73, "last_price": 1.83, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T18:07:22.382508+00:00"}, {"symbol": "ZS_CFD.US", "qty": 18.778167250876315, "avg_price": 159.76, "last_price": 157.05, "unrealized_pnl": -50.88883324987443, "opened_at": "2026-02-22T17:33:48.338981+00:00"}], "candidates": [{"symbol": "CBG_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Extreme 1d drop -26.6%, price -22.1% below MA50, high volatility 169%."}, {"symbol": "AUTO_CFD.UK", "mean_reversion_score": 90, "selection_reason": "Massive 1d drop -38.6%, price -31.9% below MA50, volatility 130%."}, {"symbol": "IWG_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Sharp 1d drop -24.1%, price -17.0% below MA50, volatility 149%."}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Strong 1d drop -20.8%, price -24.3% below MA50, volatility 154%."}, {"symbol": "ITRK_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Significant 1d drop -17.2%, price -19.1% below MA50, volatility 91%."}], "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 (92) with extreme 1d drop (-26.6%).",
"symbol": "CBG_CFD.UK",
"position_size": 3000
},
{
"reason": "High mean reversion score (90) with massive 1d drop (-38.6%).",
"symbol": "AUTO_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Holding existing position; loss is marginal relative to volatility.",
"symbol": "ADBE_CFD.US"
},
{
"reason": "Inactive position, no action required.",
"symbol": "BIG_CFD.FR"
},
{
"reason": "Holding existing position; awaiting mean reversion.",
"symbol": "CCL_CFD.UK"
},
{
"reason": "Inactive position, no action required.",
"symbol": "CRWD_CFD.US"
},
{
"reason": "Inactive position, no action required.",
"symbol": "ERA_CFD.FR"
},
{
"reason": "Inactive position, no action required.",
"symbol": "FICO_CFD.US"
},
{
"reason": "Inactive position, no action required.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Holding existing position; awaiting mean reversion.",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Holding existing position; currently oversold and candidate for reversion.",
"symbol": "IWG_CFD.UK"
},
{
"reason": "Holding existing position; awaiting mean reversion.",
"symbol": "OCDO_CFD.UK"
},
{
"reason": "Inactive position, no action required.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Inactive position, no action required.",
"symbol": "RMV_CFD.UK"
},
{
"reason": "Inactive position, no action required.",
"symbol": "TRST_CFD.UK"
},
{
"reason": "Holding existing position; awaiting mean reversion despite current drawdown.",
"symbol": "TUI1_CFD.DE"
},
{
"reason": "Holding existing position; awaiting mean reversion.",
"symbol": "VTY_CFD.UK"
},
{
"reason": "Inactive position, no action required.",
"symbol": "XRX_CFD.US"
},
{
"reason": "Holding existing position; awaiting mean reversion.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Flat performance (0 PnL) indicates lack of mean-reversion momentum; freeing capital for higher-conviction opportunities.",
"symbol": "BYIT_CFD.UK"
},
{
"reason": "Flat performance (0 PnL) indicates lack of mean-reversion momentum; freeing capital for higher-conviction opportunities.",
"symbol": "THG_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio is fully invested (10/10). Strategy prioritizes rotating out of flat, non-reverting positions (BYIT, THG) to capitalize on new extreme oversold signals (CBG, AUTO). CBG and AUTO show superior mean-reversion scores and recent volatility compared to existing flat holdings."
}Selection logs
#717 • stage1 • 2026-03-19T18:05:27.038409+00:00
{
"selected_stocks": [
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Extreme 1d drop -26.6%, price -22.1% below MA50, high volatility 169%.",
"mean_reversion_score": 92
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Massive 1d drop -38.6%, price -31.9% below MA50, volatility 130%.",
"mean_reversion_score": 90
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Sharp 1d drop -24.1%, price -17.0% below MA50, volatility 149%.",
"mean_reversion_score": 88
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Strong 1d drop -20.8%, price -24.3% below MA50, volatility 154%.",
"mean_reversion_score": 85
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "Significant 1d drop -17.2%, price -19.1% below MA50, volatility 91%.",
"mean_reversion_score": 82
}
],
"rejected_common_reasons": [
"Insufficient price deviation from moving averages.",
"Low volatility indicating lack of reversion potential.",
"Region mismatch (US strategy applied to EU symbols)."
]
}