MarketWeatherForecast

Arena run #844

meanrev-v1 • google • google/gemini-3-pro-preview • EU • success
Arena
Run status
as_of: 2026-03-25T10:07:27.710110+00:00
started_at: 2026-03-25T12:24:48.340062+00:00
finished_at: 2026-03-25T12:29:03.419219+00:00
duration_ms: 255077
Inputs
{
  "as_of": "2026-03-25T10:07:27.710110+00:00",
  "dry_run": false,
  "selected": [
    {
      "symbol": "MAB_CFD.UK",
      "selection_reason": "Significant 1D price extension (+14.38%) relative to MA50 (+10.9%), potential short-term pullback candidate in Hospitality sector.",
      "mean_reversion_score": 88
    },
    {
      "symbol": "INF_CFD.UK",
      "selection_reason": "Oversold condition with -14.49% 1D drop and price 13.8% below MA50, targeting snapback in Media sector.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "OSB_CFD.UK",
      "selection_reason": "Sharp 1D decline (-12.82%) creating mean reversion opportunity in Financials, distinct from other selections.",
      "mean_reversion_score": 84
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Technology sector candidate with -12.67% 1D move and price 14.3% below MA50, indicating oversold status.",
      "mean_reversion_score": 82
    },
    {
      "symbol": "LMP_CFD.UK",
      "selection_reason": "Real Estate candidate showing strong momentum (+11.57% 1D) potentially overextended vs MA50 (+10.77%).",
      "mean_reversion_score": 80
    }
  ],
  "simulate_only": false,
  "strict_replay": false,
  "universe_symbols": [
    "CRST_CFD.UK",
    "MSLH_CFD.UK",
    "LMP_CFD.UK",
    "SPX_CFD.UK",
    "UTG_CFD.UK",
    "PAG_CFD.UK",
    "INVP_CFD.UK",
    "RHIM_CFD.UK",
    "CBG_CFD.UK",
    "DLN_CFD.UK",
    "MCG_CFD.UK",
    "BT_CFD.UK",
    "IWG_CFD.UK",
    "PZC_CFD.UK",
    "OCDO_CFD.UK",
    "HWDN_CFD.UK",
    "LRE_CFD.UK",
    "IMI_CFD.UK",
    "BME_CFD.UK",
    "DCC_CFD.UK",
    "DOCS_CFD.UK",
    "STJ_CFD.UK",
    "TCAP_CFD.UK",
    "ABDN_CFD.UK",
    "LIO_CFD.UK",
    "SMIN_CFD.UK",
    "BBY_CFD.UK",
    "LTA_CFD.FR",
    "OSB_CFD.UK",
    "MAB_CFD.UK",
    "CABO_CFD.US",
    "KGF_CFD.UK",
    "HLMA_CFD.UK",
    "DOM_CFD.UK",
    "QDT_CFD.FR",
    "IPO_CFD.UK",
    "GROW_CFD.UK",
    "CEN_CFD.FR",
    "KSS_CFD.US",
    "BYIT_CFD.UK",
    "SRP_CFD.UK",
    "HPP_CFD.US",
    "WKP_CFD.UK",
    "HIK_CFD.UK",
    "OPTU_CFD.US",
    "HHFA_CFD.DE",
    "XRAY_CFD.US",
    "WIZZ_CFD.UK",
    "INF_CFD.UK",
    "ATG_CFD.UK"
  ]
}
Outputs
{
  "actions": {
    "buy": [
      {
        "reason": "High mean reversion score (85) due to oversold condition (-14.49% 1D drop), fitting the strategy logic.",
        "symbol": "INF_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Selected for mean reversion potential following a sharp 1D decline (-12.82%) in the Financials sector.",
        "symbol": "OSB_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Holding through drawdown; waiting for mean reversion signal to materialize.",
        "symbol": "ADBE_CFD.US"
      },
      {
        "reason": "Position relatively flat; maintaining exposure.",
        "symbol": "BRBY_CFD.UK"
      },
      {
        "reason": "Currently held and reappears as a high-score candidate, confirming the mean reversion thesis.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Holding through volatility; technicals suggest potential for recovery.",
        "symbol": "FICO_CFD.US"
      },
      {
        "reason": "Price stable at entry; holding for target.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Slightly profitable; holding for further upside.",
        "symbol": "MNDI_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "The strategy executes two buy actions on the most oversold candidates (INF and OSB) to utilize available capital and portfolio slots (currently 6 active, moving to 8). MAB and LMP were excluded as they represent overextended upside moves which do not fit the long-only mean reversion entry criteria as well as the oversold candidates. Existing positions are held to allow the mean reversion thesis to play out, as no stop-loss conditions were met."
}
Prompts & responses
#1662 • openrouter • google/gemini-3-pro-preview • 2026-03-25T12:24:48.386697+00:00
System prompt
You are an Arena strategy executor. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices, fundamentals, earnings dates, or sentiment. If a field is null/empty, treat it as unknown. You are a constrained selector (no narrative).
User prompt
{"task": "stage1_universe_scan", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "selection_rules": {"horizon": "2-10 trading days", "target": "short-term mean reversion in liquid equities", "constraints": ["Select exactly 5 candidates", "Avoid earnings within 5 trading days (if known)", "Avoid highly binary/event-driven moves (if known)", "Avoid sector concentration: max 1 per sector unless clearly justified (sector may be unknown)"]}, "universe": [{"symbol": "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": "MSLH_CFD.UK", "name": "MARSHALLS PLC", "sector": "", "last_price": 179.0, "change_1d_pct": 2.052451539338662, "distance_from_ma200_pct": -18.41965657865713, "distance_from_ma50_pct": 4.539832012082234, "volatility_20d_pct": 102.90810964969117, "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": "LMP_CFD.UK", "name": "LONDONMETRIC PROPERTY PLC", "sector": "", "last_price": 214.0, "change_1d_pct": 11.57455683003128, "distance_from_ma200_pct": 12.507879494597773, "distance_from_ma50_pct": 10.77384329331672, "volatility_20d_pct": 54.89150861607771, "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": "SPX_CFD.UK", "name": "SPIRAX-SARCO ENGINEERING PLC", "sector": "", "last_price": 7608.71, "change_1d_pct": 10.91413994169097, "distance_from_ma200_pct": 15.905097055024719, "distance_from_ma50_pct": 8.459177525660632, "volatility_20d_pct": 84.71063298478786, "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": "PAG_CFD.UK", "name": "PARAGON BANKING GROUP PLC", "sector": "", "last_price": 852.5, "change_1d_pct": -3.399433427762044, "distance_from_ma200_pct": -1.3404962254783492, "distance_from_ma50_pct": 0.699141440891915, "volatility_20d_pct": 71.52779356208148, "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": "INVESTEC PLC", "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": "RHIM_CFD.UK", "name": "RHI MAGNESITA NV", "sector": "", "last_price": 2550.0, "change_1d_pct": -6.764168190127973, "distance_from_ma200_pct": -2.35709026809392, "distance_from_ma50_pct": 0.9429816244979738, "volatility_20d_pct": 151.25590362229855, "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": "BT_CFD.UK", "name": "BT GROUP PLC", "sector": "", "last_price": 217.3, "change_1d_pct": 4.521404521404526, "distance_from_ma200_pct": 12.48931662093067, "distance_from_ma50_pct": 10.274676813493189, "volatility_20d_pct": 92.38992239372133, "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": "PZC_CFD.UK", "name": "PZ CUSSONS PLC", "sector": "", "last_price": 77.7, "change_1d_pct": -13.858093126385807, "distance_from_ma200_pct": 2.9808107121248817, "distance_from_ma50_pct": 2.5905093876257723, "volatility_20d_pct": 92.73478468401771, "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, 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"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": 2676.0, "change_1d_pct": 1.5945330296127658, "distance_from_ma200_pct": 20.655603593859716, "distance_from_ma50_pct": 2.743599661176499, "volatility_20d_pct": 90.40898907393799, "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": 168.5, "change_1d_pct": -5.123873873873874, "distance_from_ma200_pct": -22.143264248764517, "distance_from_ma50_pct": -2.809133288189092, "volatility_20d_pct": 127.41578734735941, "market_cap_usd": null, 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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": "STJ_CFD.UK", "name": "ST JAMES'S PLACE PLC", "sector": "", "last_price": 1280.0, "change_1d_pct": -14.836992681304062, "distance_from_ma200_pct": 4.633703562254432, "distance_from_ma50_pct": -6.669417974449299, "volatility_20d_pct": 125.87476157380789, "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": "TCAP_CFD.UK", "name": "TP ICAP GROUP PLC", "sector": "", "last_price": 280.0, "change_1d_pct": 12.676056338028175, "distance_from_ma200_pct": 4.459662807939169, "distance_from_ma50_pct": 8.616550990039862, "volatility_20d_pct": 83.88167277686827, "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": 202.6, "change_1d_pct": -7.741347905282336, "distance_from_ma200_pct": 6.460345885775287, "distance_from_ma50_pct": -2.3285905331046353, "volatility_20d_pct": 82.55854119558269, "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": "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": "LTA_CFD.FR", "name": "ALTAMIR", "sector": "", "last_price": 26.13, "change_1d_pct": -4.635036496350365, "distance_from_ma200_pct": -7.971797740818576, "distance_from_ma50_pct": -8.569741028077814, "volatility_20d_pct": 79.25399931048894, "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": 544.0, "change_1d_pct": -12.82051282051282, "distance_from_ma200_pct": 1.2037008184198061, "distance_from_ma50_pct": -8.431783193394438, "volatility_20d_pct": 87.0803157010617, "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": "CABO_CFD.US", "name": "Cable One Inc", "sector": "", "last_price": 94.24, "change_1d_pct": -4.003259651624735, "distance_from_ma200_pct": -27.404159470506396, "distance_from_ma50_pct": -3.626680192746645, "volatility_20d_pct": 159.60714028290116, "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": 298.6, "change_1d_pct": -16.592178770949715, "distance_from_ma200_pct": 1.7661505198389493, "distance_from_ma50_pct": -8.10124743477527, "volatility_20d_pct": 106.76236046208503, "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": 3658.0, "change_1d_pct": -5.478036175710599, "distance_from_ma200_pct": 8.890890613176584, "distance_from_ma50_pct": -0.8317338451695466, "volatility_20d_pct": 89.73890792125391, "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": "QDT_CFD.FR", "name": "", "sector": "", "last_price": 12.4, "change_1d_pct": -3.7267080745341685, "distance_from_ma200_pct": -17.10520686261927, "distance_from_ma50_pct": -13.576202789258351, "volatility_20d_pct": 75.72548033286846, "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": "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": "CEN_CFD.FR", "name": "Groupe Crit SA", "sector": "", "last_price": 59.4, "change_1d_pct": -2.941176470588247, "distance_from_ma200_pct": -3.677141345119539, "distance_from_ma50_pct": -3.0022596880983854, "volatility_20d_pct": 51.89642657284126, "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": "KSS_CFD.US", "name": "KOHLS CORP", "sector": "", "last_price": 12.69, "change_1d_pct": 0.5546751188589605, "distance_from_ma200_pct": -19.556769846149948, "distance_from_ma50_pct": -24.251468411250666, "volatility_20d_pct": 143.73397179503831, "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": "SRP_CFD.UK", "name": "", "sector": "", "last_price": 310.8, "change_1d_pct": 2.8457974851092027, "distance_from_ma200_pct": 39.79374126148558, "distance_from_ma50_pct": 11.383876574623253, "volatility_20d_pct": 75.94490281091494, "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": "HPP_CFD.US", "name": "HUDSON PACIFIC PROPERTIES IN", "sector": "", "last_price": 5.84, "change_1d_pct": -3.1509121061359946, "distance_from_ma200_pct": -59.67992488314773, "distance_from_ma50_pct": -22.394089193642696, "volatility_20d_pct": 184.7522103723787, "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": "HIK_CFD.UK", "name": "HIKMA PHARMACEUTICALS PLC", "sector": "", "last_price": 1267.0, "change_1d_pct": -19.55555555555556, "distance_from_ma200_pct": -28.881851790845626, "distance_from_ma50_pct": -15.711709832205766, "volatility_20d_pct": 155.5956600941246, "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": "OPTU_CFD.US", "name": "Optimum Communications Inc.", "sector": "", "last_price": 1.28, "change_1d_pct": -3.759398496240607, "distance_from_ma200_pct": -37.65828949931813, "distance_from_ma50_pct": -18.81263478371178, "volatility_20d_pct": 145.35266291068936, "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": "HHFA_CFD.DE", "name": "HAMBURGER HAFEN UND LOGISTIK", "sector": "", "last_price": 22.9, "change_1d_pct": 0.0, "distance_from_ma200_pct": 8.286007461804346, "distance_from_ma50_pct": 0.3750256416550135, "volatility_20d_pct": 55.586552774997564, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "XRAY_CFD.US", "name": "DENTSPLY SIRONA INC", "sector": "", "last_price": 11.71, "change_1d_pct": 3.536693191865603, "distance_from_ma200_pct": -11.177186721330745, "distance_from_ma50_pct": -7.076766811090474, "volatility_20d_pct": 140.2617625831256, "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": "WIZZ_CFD.UK", "name": "WIZZ AIR HOLDINGS PLC", "sector": "", "last_price": 913.5, "change_1d_pct": -8.923230309072782, "distance_from_ma200_pct": -23.338442565282858, "distance_from_ma50_pct": -24.408324468102716, "volatility_20d_pct": 185.6607172574384, "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": 756.4, "change_1d_pct": -14.492425955234012, "distance_from_ma200_pct": -10.927806304012677, "distance_from_ma50_pct": -13.84600805409979, "volatility_20d_pct": 89.53684626030801, "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": 326.5, "change_1d_pct": 12.006861063464846, "distance_from_ma200_pct": -24.987260470422935, "distance_from_ma50_pct": 5.84429056770146, "volatility_20d_pct": 172.45012969704524, "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": "MAB_CFD.UK",
      "selection_reason": "Significant 1D price extension (+14.38%) relative to MA50 (+10.9%), potential short-term pullback candidate in Hospitality sector.",
      "mean_reversion_score": 88
    },
    {
      "symbol": "INF_CFD.UK",
      "selection_reason": "Oversold condition with -14.49% 1D drop and price 13.8% below MA50, targeting snapback in Media sector.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "OSB_CFD.UK",
      "selection_reason": "Sharp 1D decline (-12.82%) creating mean reversion opportunity in Financials, distinct from other selections.",
      "mean_reversion_score": 84
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Technology sector candidate with -12.67% 1D move and price 14.3% below MA50, indicating oversold status.",
      "mean_reversion_score": 82
    },
    {
      "symbol": "LMP_CFD.UK",
      "selection_reason": "Real Estate candidate showing strong momentum (+11.57% 1D) potentially overextended vs MA50 (+10.77%).",
      "mean_reversion_score": 80
    }
  ],
  "rejected_common_reasons": [
    "Move too extreme (>20%) indicating binary event risk (e.g., CBG, IWG, OCDO, CRST)",
    "Region mismatch (US symbols in EU scan)",
    "Sector concentration limits (e.g., TCAP rejected for OSB, ATG rejected for BYIT)",
    "Insufficient volatility or deviation for mean reversion strategy"
  ]
}
#1663 • openrouter • google/gemini-3-pro-preview • 2026-03-25T12:28:36.344021+00:00
System prompt
You are an Arena portfolio manager. You must follow the strategy rules strictly and output ONLY valid JSON. You are NOT allowed to invent prices/fundamentals/news/earnings. If a field is null/empty, treat it as unknown. Avoid overtrading: if changes are marginal, prefer HOLD. Do not churn.
User prompt
{"task": "stage2_portfolio_management", "region": "EU", "strategy": {"key": "meanrev-v1", "name": "Two-Stage LLM Mean-Reversion (Arena v1)", "rules": {"max_positions": 10, "max_buys_per_run": 2, "avoid_overtrading": true, "max_sells_per_run": 2, "max_gross_leverage": 3.0, "fixed_position_size": 3000.0, "universe_symbols_eu": [], "universe_symbols_us": []}}, "portfolio_constraints": {"initial_equity": 10000.0, "max_positions": 10, "fixed_position_size": 3000.0, "max_gross_leverage": 3.0, "overtrading_rules": ["Max 2 SELL actions per run unless risk event forces more", "Max 2 BUY actions per run", "If no clear improvement vs current holdings, output HOLD for everything"]}, "current_portfolio": [{"symbol": "AAL_CFD.UK", "qty": 0.0, "avg_price": 3035.0, "last_price": 3291.0, "unrealized_pnl": 0.0, "opened_at": "2026-03-09T10:19:46.508085+00:00"}, {"symbol": "ADBE_CFD.US", "qty": 11.775788977861517, "avg_price": 254.76, "last_price": 238.69, "unrealized_pnl": -189.23692887423448, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "AML_CFD.UK", "qty": 0.0, "avg_price": 36.92, "last_price": 40.7, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T18:25:08.105367+00:00"}, {"symbol": "ATE_CFD.FR", "qty": 0.0, "avg_price": 62.35, "last_price": 57.25, "unrealized_pnl": -245.38893344025666, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "BRBY_CFD.UK", "qty": 2.8222013170272815, "avg_price": 1063.0, "last_price": 1053.0, "unrealized_pnl": -28.222013170272817, "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": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.6, "last_price": 108.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 0.0, "avg_price": 1945.9999999999998, "last_price": 1832.5, "unrealized_pnl": 0.0, "opened_at": "2026-03-06T18:02:13.212382+00:00"}, {"symbol": "FICO_CFD.US", "qty": 2.6609662855571625, "avg_price": 1127.4099999999999, "last_price": 993.365, "unrealized_pnl": -356.68922574750945, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "HAIN_CFD.US", "qty": 0.0, "avg_price": 0.63, "last_price": 0.71, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T18:25:08.105367+00:00"}, {"symbol": "HIK_CFD.UK", "qty": 0.0, "avg_price": 1408.0, "last_price": 1234.0, "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": "2026-03-09T18:18:45.954380+00:00"}, {"symbol": "LIO_CFD.UK", "qty": 0.0, "avg_price": 250.0, "last_price": 270.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-26T10:33:24.101894+00:00"}, {"symbol": "MKS_CFD.UK", "qty": 0.0, "avg_price": 397.6, "last_price": 355.5, "unrealized_pnl": -317.65593561368223, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "MNDI_CFD.UK", "qty": 3.658536585365854, "avg_price": 820.0, "last_price": 821.4, "unrealized_pnl": 5.121951219512112, "opened_at": "2026-03-16T10:12:30.296045+00:00"}, {"symbol": "PZC_CFD.UK", "qty": 0.0, "avg_price": 81.8, "last_price": 73.1, "unrealized_pnl": 0.0, "opened_at": "2026-03-01T10:30:13.622938+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 211.4, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T10:21:39.078796+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 101.7, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "WIZZ_CFD.UK", "qty": 0.0, "avg_price": 1299.0, "last_price": 927.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}], "candidates": [{"symbol": "MAB_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Significant 1D price extension (+14.38%) relative to MA50 (+10.9%), potential short-term pullback candidate in Hospitality sector."}, {"symbol": "INF_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Oversold condition with -14.49% 1D drop and price 13.8% below MA50, targeting snapback in Media sector."}, {"symbol": "OSB_CFD.UK", "mean_reversion_score": 84, "selection_reason": "Sharp 1D decline (-12.82%) creating mean reversion opportunity in Financials, distinct from other selections."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Technology sector candidate with -12.67% 1D move and price 14.3% below MA50, indicating oversold status."}, {"symbol": "LMP_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Real Estate candidate showing strong momentum (+11.57% 1D) potentially overextended vs MA50 (+10.77%)."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}
Output JSON
{
  "actions": {
    "buy": [
      {
        "reason": "High mean reversion score (85) due to oversold condition (-14.49% 1D drop), fitting the strategy logic.",
        "symbol": "INF_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Selected for mean reversion potential following a sharp 1D decline (-12.82%) in the Financials sector.",
        "symbol": "OSB_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Holding through drawdown; waiting for mean reversion signal to materialize.",
        "symbol": "ADBE_CFD.US"
      },
      {
        "reason": "Position relatively flat; maintaining exposure.",
        "symbol": "BRBY_CFD.UK"
      },
      {
        "reason": "Currently held and reappears as a high-score candidate, confirming the mean reversion thesis.",
        "symbol": "BYIT_CFD.UK"
      },
      {
        "reason": "Holding through volatility; technicals suggest potential for recovery.",
        "symbol": "FICO_CFD.US"
      },
      {
        "reason": "Price stable at entry; holding for target.",
        "symbol": "ICG_CFD.UK"
      },
      {
        "reason": "Slightly profitable; holding for further upside.",
        "symbol": "MNDI_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "The strategy executes two buy actions on the most oversold candidates (INF and OSB) to utilize available capital and portfolio slots (currently 6 active, moving to 8). MAB and LMP were excluded as they represent overextended upside moves which do not fit the long-only mean reversion entry criteria as well as the oversold candidates. Existing positions are held to allow the mean reversion thesis to play out, as no stop-loss conditions were met."
}
Selection logs
#823 • stage1 • 2026-03-25T12:28:36.340764+00:00
{
  "selected_stocks": [
    {
      "symbol": "MAB_CFD.UK",
      "selection_reason": "Significant 1D price extension (+14.38%) relative to MA50 (+10.9%), potential short-term pullback candidate in Hospitality sector.",
      "mean_reversion_score": 88
    },
    {
      "symbol": "INF_CFD.UK",
      "selection_reason": "Oversold condition with -14.49% 1D drop and price 13.8% below MA50, targeting snapback in Media sector.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "OSB_CFD.UK",
      "selection_reason": "Sharp 1D decline (-12.82%) creating mean reversion opportunity in Financials, distinct from other selections.",
      "mean_reversion_score": 84
    },
    {
      "symbol": "BYIT_CFD.UK",
      "selection_reason": "Technology sector candidate with -12.67% 1D move and price 14.3% below MA50, indicating oversold status.",
      "mean_reversion_score": 82
    },
    {
      "symbol": "LMP_CFD.UK",
      "selection_reason": "Real Estate candidate showing strong momentum (+11.57% 1D) potentially overextended vs MA50 (+10.77%).",
      "mean_reversion_score": 80
    }
  ],
  "rejected_common_reasons": [
    "Move too extreme (>20%) indicating binary event risk (e.g., CBG, IWG, OCDO, CRST)",
    "Region mismatch (US symbols in EU scan)",
    "Sector concentration limits (e.g., TCAP rejected for OSB, ATG rejected for BYIT)",
    "Insufficient volatility or deviation for mean reversion strategy"
  ]
}