Arena run #1048
meanrev-v1 • z-ai • z-ai/glm-4.7 • US • success
Run status
as_of: 2026-04-04T18:08:49.555685+00:00
started_at: 2026-04-04T20:08:19.844161+00:00
finished_at: 2026-04-04T20:09:02.480758+00:00
duration_ms: 42635
Inputs
{
"as_of": "2026-04-04T18:08:49.555685+00:00",
"dry_run": false,
"selected": [
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Severe oversold: -30.7% 1d drop, -45.2% vs MA200, -32.3% vs MA50.",
"mean_reversion_score": 85
},
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "Extreme oversold: -36.8% 1d drop, -40.6% vs MA200, -31.7% vs MA50.",
"mean_reversion_score": 82
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Deeply oversold: -38.6% 1d drop, -37.4% vs MA200, -31.9% vs MA50.",
"mean_reversion_score": 80
},
{
"symbol": "BTRW_CFD.UK",
"selection_reason": "Strong downtrend: -24.5% 1d drop, -31.6% vs MA200, -26.2% vs MA50.",
"mean_reversion_score": 78
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Oversold conditions: -21.1% 1d drop, -15.8% vs MA200, -5.5% vs MA50.",
"mean_reversion_score": 75
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"CRST_CFD.UK",
"FUTR_CFD.UK",
"MSLH_CFD.UK",
"BOY_CFD.UK",
"PHP_CFD.UK",
"SPX_CFD.UK",
"PAGE_CFD.UK",
"ICG_CFD.UK",
"JDW_CFD.UK",
"SHC_CFD.UK",
"PAG_CFD.UK",
"UTG_CFD.UK",
"CBG_CFD.UK",
"DLN_CFD.UK",
"DOM_CFD.UK",
"OCDO_CFD.UK",
"HWDN_CFD.UK",
"STJ_CFD.UK",
"BBY_CFD.UK",
"IEP_CFD.BE",
"IPO_CFD.UK",
"CMCX_CFD.UK",
"IWG_CFD.UK",
"SRP_CFD.UK",
"BYIT_CFD.UK",
"VIRI_CFD.FR",
"WKP_CFD.UK",
"UKW_CFD.UK",
"CCI_CFD.US",
"ATG_CFD.UK",
"BTRW_CFD.UK",
"CO_CFD.FR",
"ERA_CFD.FR",
"ADJ_CFD.DE",
"ITV_CFD.UK",
"DOCS_CFD.UK",
"AUTO_CFD.UK",
"PRU_CFD.UK",
"EEFT_CFD.US",
"ABDN_CFD.UK",
"ALTR_CFD.PT",
"THG_CFD.UK",
"KGF_CFD.UK",
"WTB_CFD.UK",
"AMCX_CFD.US",
"BP_CFD.UK",
"MNDI_CFD.UK",
"MSM_CFD.US",
"SBS_CFD.DE",
"BRBY_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean reversion score (85) among candidates, severe oversold signal (-30.7% 1d drop).",
"symbol": "FUTR_CFD.UK",
"position_size": 3000
},
{
"reason": "High mean reversion score (78), strong downtrend (-24.5% 1d drop) offers entry opportunity.",
"symbol": "BTRW_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Existing position with high mean reversion score (80), deeply oversold conditions persist.",
"symbol": "AUTO_CFD.UK"
},
{
"reason": "No sell signal detected, holding for mean reversion.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "No sell signal detected, holding for mean reversion.",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No sell signal detected, holding for mean reversion.",
"symbol": "HIK_CFD.UK"
},
{
"reason": "No sell signal detected, holding for mean reversion.",
"symbol": "KGF_CFD.UK"
},
{
"reason": "Existing position with high mean reversion score (82), extreme oversold conditions persist.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No sell signal detected, holding for mean reversion.",
"symbol": "VTY_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Portfolio currently holds 7 positions (limit 10). Strategy targets mean reversion by buying oversold assets. Two new high-conviction candidates (FUTR, BTRW) identified with scores >75. Existing holdings AUTO and PAGE also rank highly in the candidate list, confirming they remain valid positions. No sell signals are present for current holdings. Adding 2 positions brings total to 9, staying within constraints."
}Prompts & responses
#2031 • openrouter • z-ai/glm-4.7 • 2026-04-04T20:08:19.897060+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": "FUTR_CFD.UK", "name": "FUTURE PLC", "sector": "", "last_price": 368.42, "change_1d_pct": -30.74812030075188, "distance_from_ma200_pct": -45.17933560634293, "distance_from_ma50_pct": -32.26659626501075, "volatility_20d_pct": 170.38116786538166, "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": "BOY_CFD.UK", "name": "BODYCOTE PLC", "sector": "", "last_price": 775.4, "change_1d_pct": 24.163330664531625, "distance_from_ma200_pct": 28.652243313347768, "distance_from_ma50_pct": 18.63612217470385, "volatility_20d_pct": 103.46484337510964, "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": "PHP_CFD.UK", "name": "PRIMARY HEALTH PROPERTIES", "sector": "", "last_price": 107.7, "change_1d_pct": 10.518214468958442, "distance_from_ma200_pct": 11.915056783642308, "distance_from_ma50_pct": 10.278080977082226, "volatility_20d_pct": 53.84238650296991, "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": "PAGE_CFD.UK", "name": "PAGEGROUP PLC", "sector": "", "last_price": 152.7, "change_1d_pct": -36.79635761589404, "distance_from_ma200_pct": -40.61156091058385, "distance_from_ma50_pct": -31.72721647345812, "volatility_20d_pct": 193.22753953431183, "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": 1693.0, "change_1d_pct": -15.18545979199647, "distance_from_ma200_pct": -16.18296530905513, "distance_from_ma50_pct": -12.256151916578562, "volatility_20d_pct": 73.10253575454833, "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": "SHC_CFD.UK", "name": "SHAFTESBURY CAPITAL PLC", "sector": "", "last_price": 140.4, "change_1d_pct": -2.9045643153526868, "distance_from_ma200_pct": 0.26963533347688085, "distance_from_ma50_pct": -0.771073778544229, "volatility_20d_pct": 63.75522821252001, "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": "UTG_CFD.UK", "name": "UNITE GROUP PLC/THE", "sector": "", "last_price": 505.0, "change_1d_pct": -8.265213442325159, "distance_from_ma200_pct": -32.12786599325862, "distance_from_ma50_pct": -13.548388422126267, "volatility_20d_pct": 98.87339279796446, "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": "DOM_CFD.UK", "name": "DOMINO'S PIZZA GROUP PLC", "sector": "", "last_price": 183.13, "change_1d_pct": -0.3102885138813294, "distance_from_ma200_pct": -15.070952368916624, "distance_from_ma50_pct": 1.0777282376278619, "volatility_20d_pct": 87.92203351330001, "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": "HWDN_CFD.UK", "name": "HOWDEN JOINERY GROUP PLC", "sector": "", "last_price": 843.0, "change_1d_pct": -2.686229466563539, "distance_from_ma200_pct": 2.9144756901175572, "distance_from_ma50_pct": 0.6796292983215046, "volatility_20d_pct": 44.16384759940265, "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": "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": "IEP_CFD.BE", "name": "IEP Invest NV", "sector": "", "last_price": 5.4, "change_1d_pct": 0.0, "distance_from_ma200_pct": 0.9951765451794659, "distance_from_ma50_pct": 0.5657756042326989, "volatility_20d_pct": 138.39532879660115, "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": "CMCX_CFD.UK", "name": "CMC MARKETS PLC", "sector": "", "last_price": 336.5, "change_1d_pct": 6.487341772151889, "distance_from_ma200_pct": 33.727269096422944, "distance_from_ma50_pct": 13.399699398122245, "volatility_20d_pct": 207.2492443353413, "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": 177.0, "change_1d_pct": -26.786896095301127, "distance_from_ma200_pct": -17.645939421376646, "distance_from_ma50_pct": -22.14236071400294, "volatility_20d_pct": 154.02502086657427, "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": "SERCO GROUP PLC", "sector": "", "last_price": 300.0, "change_1d_pct": -0.3984063745019917, "distance_from_ma200_pct": 34.11120814305375, "distance_from_ma50_pct": 6.89280433272168, "volatility_20d_pct": 77.89780733903845, "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": "VIRI_CFD.FR", "name": "VIRIDIEN", "sector": "", "last_price": 127.1, "change_1d_pct": 32.258064516129025, "distance_from_ma200_pct": 86.88026988392838, "distance_from_ma50_pct": 29.097132641971314, "volatility_20d_pct": 297.97668648307325, "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": "UKW_CFD.UK", "name": "GREENCOAT UK WIND PLC", "sector": "", "last_price": 98.75, "change_1d_pct": -0.05060728744938903, "distance_from_ma200_pct": -11.408996180942744, "distance_from_ma50_pct": -4.589556348683388, "volatility_20d_pct": 64.15684506219812, "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": "CCI_CFD.US", "name": "Crown Castle", "sector": "", "last_price": 86.64, "change_1d_pct": 7.533821521658202, "distance_from_ma200_pct": -7.285087120877709, "distance_from_ma50_pct": 1.1468918111177562, "volatility_20d_pct": 60.76128339441084, "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"}, {"symbol": "BTRW_CFD.UK", "name": "Barratt Redrow Plc", "sector": "", "last_price": 265.0, "change_1d_pct": -24.458380843785633, "distance_from_ma200_pct": -31.60081201451096, "distance_from_ma50_pct": -26.246873145735073, "volatility_20d_pct": 135.16950343577923, "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": 0.161, "change_1d_pct": 0.6250000000000089, "distance_from_ma200_pct": -54.63319103371514, "distance_from_ma50_pct": -21.973441892022873, "volatility_20d_pct": 159.06564182763353, "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": "ERA_CFD.FR", "name": "Eramet", "sector": "", "last_price": 51.0, "change_1d_pct": -2.48565965583174, "distance_from_ma200_pct": -8.912346440281095, "distance_from_ma50_pct": -13.452237514212495, "volatility_20d_pct": 5407.090847691928, "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": 0.174, "change_1d_pct": 0.5780346820809301, "distance_from_ma200_pct": -13.818722139673124, "distance_from_ma50_pct": -5.793178126691922, "volatility_20d_pct": 294.59302160430366, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ITV_CFD.UK", "name": "ITV PLC", "sector": "", "last_price": 77.2, "change_1d_pct": -8.313539192399045, "distance_from_ma200_pct": -3.1613066700786008, "distance_from_ma50_pct": -5.057064147973234, "volatility_20d_pct": 145.60286782433963, "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": 64.4, "change_1d_pct": -3.7369207772795177, "distance_from_ma200_pct": -14.81943439575366, "distance_from_ma50_pct": -12.617301774248702, "volatility_20d_pct": 126.3056770096304, "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": "PRU_CFD.UK", "name": "PRUDENTIAL PLC", "sector": "", "last_price": 1083.5, "change_1d_pct": 1.5939990623534905, "distance_from_ma200_pct": 3.4579741725546453, "distance_from_ma50_pct": -3.3089489241012404, "volatility_20d_pct": 106.75001496511642, "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": "EEFT_CFD.US", "name": "Euronet Worldwide Inc", "sector": "", "last_price": 64.79, "change_1d_pct": -3.124999999999989, "distance_from_ma200_pct": -21.62251909989893, "distance_from_ma50_pct": -8.277791305431137, "volatility_20d_pct": 71.85042530060264, "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": 206.2, "change_1d_pct": 0.4873294346978474, "distance_from_ma200_pct": null, "distance_from_ma50_pct": -3.567353199768042, "volatility_20d_pct": 5122.525857900045, "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": 4.615, "change_1d_pct": 0.654307524536546, "distance_from_ma200_pct": null, "distance_from_ma50_pct": 0.7136154332976874, "volatility_20d_pct": 2215.5809254008673, "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": "THG_CFD.UK", "name": "THG PLC", "sector": "", "last_price": 34.98, "change_1d_pct": -1.4092446448703444, "distance_from_ma200_pct": 2.565906951786978, "distance_from_ma50_pct": -19.407978103299726, "volatility_20d_pct": 5100.825736148672, "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": 288.9, "change_1d_pct": -19.683069224353634, "distance_from_ma200_pct": -1.601320156743069, "distance_from_ma50_pct": -11.033453146133033, "volatility_20d_pct": 108.51503014907387, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "WTB_CFD.UK", "name": "WHITBREAD PLC", "sector": "", "last_price": 2327.0, "change_1d_pct": -2.472757753562449, "distance_from_ma200_pct": -18.59489684456923, "distance_from_ma50_pct": -16.233663944578723, "volatility_20d_pct": 117.15948435652328, "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": 7.25, "change_1d_pct": 6.932153392330376, "distance_from_ma200_pct": -5.0612191448962225, "distance_from_ma50_pct": -4.019275577208226, "volatility_20d_pct": 95.18204163977562, "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": "BP_CFD.UK", "name": "BP PLC", "sector": "", "last_price": 599.9, "change_1d_pct": -0.024997916840263645, "distance_from_ma200_pct": 34.942946171845875, "distance_from_ma50_pct": 19.418351608713902, "volatility_20d_pct": 57.450503642923834, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "MNDI_CFD.UK", "name": "MONDI PLC", "sector": "", "last_price": 850.0, "change_1d_pct": -8.58249085824908, "distance_from_ma200_pct": -13.160753441822449, "distance_from_ma50_pct": -3.5043803335115586, "volatility_20d_pct": 114.67736271483679, "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": "MSM_CFD.US", "name": "", "sector": "", "last_price": 91.29, "change_1d_pct": 1.0403984504704145, "distance_from_ma200_pct": 3.495187456777815, "distance_from_ma50_pct": 0.6101189820182595, "volatility_20d_pct": 67.00050721439972, "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": "SBS_CFD.DE", "name": "Stratec SE", "sector": "", "last_price": 17.74, "change_1d_pct": 4.004221140880571, "distance_from_ma200_pct": -26.531612941700722, "distance_from_ma50_pct": -11.33635209564079, "volatility_20d_pct": 86.48165309892673, "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": "BRBY_CFD.UK", "name": "BURBERRY GROUP PLC", "sector": "", "last_price": 1106.0, "change_1d_pct": 5.786704925872788, "distance_from_ma200_pct": -7.436242527422432, "distance_from_ma50_pct": -2.755466927626671, "volatility_20d_pct": 136.53537118978804, "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": "FUTR_CFD.UK",
"selection_reason": "Severe oversold: -30.7% 1d drop, -45.2% vs MA200, -32.3% vs MA50.",
"mean_reversion_score": 85
},
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "Extreme oversold: -36.8% 1d drop, -40.6% vs MA200, -31.7% vs MA50.",
"mean_reversion_score": 82
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Deeply oversold: -38.6% 1d drop, -37.4% vs MA200, -31.9% vs MA50.",
"mean_reversion_score": 80
},
{
"symbol": "BTRW_CFD.UK",
"selection_reason": "Strong downtrend: -24.5% 1d drop, -31.6% vs MA200, -26.2% vs MA50.",
"mean_reversion_score": 78
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Oversold conditions: -21.1% 1d drop, -15.8% vs MA200, -5.5% vs MA50.",
"mean_reversion_score": 75
}
],
"rejected_common_reasons": [
"Insufficient price deviation from mean",
"Region mismatch (US strategy requires US symbols)",
"High volatility risk without clear mean reversion signal"
]
}#2032 • openrouter • z-ai/glm-4.7 • 2026-04-04T20:08:24.807181+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": 0.0, "avg_price": 249.47, "last_price": 236.65, "unrealized_pnl": 0.0, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "AUTO_CFD.UK", "qty": 6.2137531068765535, "avg_price": 482.8, "last_price": 482.8, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T18:04:14.272849+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": 0.0, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-19T18:04:14.272849+00:00"}, {"symbol": "CCL_CFD.UK", "qty": 1.5416238437821173, "avg_price": 1945.9999999999998, "last_price": 1988.5, "unrealized_pnl": 65.51901336074033, "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": 1266.0, "unrealized_pnl": -21.176470588235293, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 0.0, "avg_price": 185.0, "last_price": 172.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "KGF_CFD.UK", "qty": 10.384215991692628, "avg_price": 288.9, "last_price": 285.0, "unrealized_pnl": -40.498442367601015, "opened_at": "2026-03-26T10:11:44.579260+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 217.0, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 45.14672686230248, "avg_price": 132.9, "last_price": 132.9, "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": 0.0, "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": 0.0, "avg_price": 7.398000000000001, "last_price": 6.723, "unrealized_pnl": 0.0, "opened_at": "2026-03-02T10:31:26.559356+00:00"}, {"symbol": "VTY_CFD.UK", "qty": 8.85608856088561, "avg_price": 338.75, "last_price": 336.5, "unrealized_pnl": -19.926199261992622, "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": 0.0, "avg_price": 141.32, "last_price": 133.07, "unrealized_pnl": 0.0, "opened_at": "2026-02-22T17:33:48.338981+00:00"}], "candidates": [{"symbol": "FUTR_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Severe oversold: -30.7% 1d drop, -45.2% vs MA200, -32.3% vs MA50."}, {"symbol": "PAGE_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Extreme oversold: -36.8% 1d drop, -40.6% vs MA200, -31.7% vs MA50."}, {"symbol": "AUTO_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Deeply oversold: -38.6% 1d drop, -37.4% vs MA200, -31.9% vs MA50."}, {"symbol": "BTRW_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Strong downtrend: -24.5% 1d drop, -31.6% vs MA200, -26.2% vs MA50."}, {"symbol": "OCDO_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Oversold conditions: -21.1% 1d drop, -15.8% vs MA200, -5.5% vs MA50."}], "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 (85) among candidates, severe oversold signal (-30.7% 1d drop).",
"symbol": "FUTR_CFD.UK",
"position_size": 3000
},
{
"reason": "High mean reversion score (78), strong downtrend (-24.5% 1d drop) offers entry opportunity.",
"symbol": "BTRW_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Existing position with high mean reversion score (80), deeply oversold conditions persist.",
"symbol": "AUTO_CFD.UK"
},
{
"reason": "No sell signal detected, holding for mean reversion.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "No sell signal detected, holding for mean reversion.",
"symbol": "CCL_CFD.UK"
},
{
"reason": "No sell signal detected, holding for mean reversion.",
"symbol": "HIK_CFD.UK"
},
{
"reason": "No sell signal detected, holding for mean reversion.",
"symbol": "KGF_CFD.UK"
},
{
"reason": "Existing position with high mean reversion score (82), extreme oversold conditions persist.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "No sell signal detected, holding for mean reversion.",
"symbol": "VTY_CFD.UK"
}
],
"sell": []
},
"portfolio_rationale": "Portfolio currently holds 7 positions (limit 10). Strategy targets mean reversion by buying oversold assets. Two new high-conviction candidates (FUTR, BTRW) identified with scores >75. Existing holdings AUTO and PAGE also rank highly in the candidate list, confirming they remain valid positions. No sell signals are present for current holdings. Adding 2 positions brings total to 9, staying within constraints."
}Selection logs
#988 • stage1 • 2026-04-04T20:08:24.803690+00:00
{
"selected_stocks": [
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Severe oversold: -30.7% 1d drop, -45.2% vs MA200, -32.3% vs MA50.",
"mean_reversion_score": 85
},
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "Extreme oversold: -36.8% 1d drop, -40.6% vs MA200, -31.7% vs MA50.",
"mean_reversion_score": 82
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Deeply oversold: -38.6% 1d drop, -37.4% vs MA200, -31.9% vs MA50.",
"mean_reversion_score": 80
},
{
"symbol": "BTRW_CFD.UK",
"selection_reason": "Strong downtrend: -24.5% 1d drop, -31.6% vs MA200, -26.2% vs MA50.",
"mean_reversion_score": 78
},
{
"symbol": "OCDO_CFD.UK",
"selection_reason": "Oversold conditions: -21.1% 1d drop, -15.8% vs MA200, -5.5% vs MA50.",
"mean_reversion_score": 75
}
],
"rejected_common_reasons": [
"Insufficient price deviation from mean",
"Region mismatch (US strategy requires US symbols)",
"High volatility risk without clear mean reversion signal"
]
}