Arena run #1058
meanrev-v1 • z-ai • z-ai/glm-4.7 • EU • success
Run status
as_of: 2026-04-05T10:14:33.033169+00:00
started_at: 2026-04-05T11:31:36.860986+00:00
finished_at: 2026-04-05T11:32:34.904320+00:00
duration_ms: 58042
Inputs
{
"as_of": "2026-04-05T10:14:33.033169+00:00",
"dry_run": false,
"selected": [
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "Extreme 1d drop -36.8%, far below MA50 (-31.7%) and MA200 (-40.6%), high volatility 193% suggests oversold bounce potential.",
"mean_reversion_score": 92
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Sharp 1d decline -30.7%, trading significantly below MA50 (-32.3%) and MA200 (-45.2%), high volatility 170%.",
"mean_reversion_score": 88
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Major 1d drop -38.6%, deeply oversold vs MA50 (-31.9%) and MA200 (-37.4%), strong mean reversion setup.",
"mean_reversion_score": 85
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Significant 1d sell-off -26.8%, below MA50 (-22.1%) and MA200 (-17.6%), volatility elevated 154%.",
"mean_reversion_score": 80
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Large 1d decline -26.6%, extended below MA50 (-22.1%) and MA200 (-13.4%), volatility 169% supports reversion.",
"mean_reversion_score": 78
}
],
"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",
"MCG_CFD.UK",
"PAG_CFD.UK",
"SAFE_CFD.UK",
"LIO_CFD.UK",
"RHIM_CFD.UK",
"UTG_CFD.UK",
"CBG_CFD.UK",
"DLN_CFD.UK",
"TPK_CFD.UK",
"PZC_CFD.UK",
"DOM_CFD.UK",
"OCDO_CFD.UK",
"STJ_CFD.UK",
"BBY_CFD.UK",
"IEP_CFD.BE",
"IPO_CFD.UK",
"CMCX_CFD.UK",
"GROW_CFD.UK",
"IWG_CFD.UK",
"SRP_CFD.UK",
"BYIT_CFD.UK",
"VIRI_CFD.FR",
"HBR_CFD.UK",
"UKW_CFD.UK",
"CCI_CFD.US",
"TFF_CFD.FR",
"ATG_CFD.UK",
"BTRW_CFD.UK",
"CO_CFD.FR",
"HMSO_CFD.UK",
"ERA_CFD.FR",
"ADJ_CFD.DE",
"DOCS_CFD.UK",
"AUTO_CFD.UK",
"PRU_CFD.UK",
"EEFT_CFD.US",
"GRI_CFD.UK",
"ABDN_CFD.UK",
"ALTR_CFD.PT",
"THG_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Strong mean reversion signal (Score 80) following a significant 1d sell-off of -26.8% and elevated volatility (154%).",
"symbol": "IWG_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Strong mean reversion candidate (Score 85) already held; maintaining position for bounce.",
"symbol": "AUTO_CFD.UK"
},
{
"reason": "Existing position with no immediate exit signal; avoiding overtrading.",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "Strong mean reversion candidate (Score 78) already held; maintaining position.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Strong mean reversion candidate (Score 88) already held; maintaining position.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Existing position with marginal loss; holding for potential reversion.",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Existing position with marginal loss; holding for potential reversion.",
"symbol": "KGF_CFD.UK"
},
{
"reason": "Top mean reversion candidate (Score 92) already held; maintaining position.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Existing position with marginal loss; holding for potential reversion.",
"symbol": "VTY_CFD.UK"
}
],
"sell": [
{
"reason": "Position is profitable (+65.5) and not present in the top mean-reversion candidates, indicating it is no longer oversold. Selling to free up leverage for a new high-conviction entry.",
"symbol": "CCL_CFD.UK"
}
]
},
"portfolio_rationale": "The portfolio is currently at maximum gross leverage (3.0) and capacity (10 positions). To execute a new buy on the high-conviction candidate IWG (Score 80), we must sell an existing position. CCL is selected for sale as it is the only profitable position not appearing in the buy candidate list, suggesting it has already reverted or is no longer oversold. This rotation maintains the portfolio's focus on deeply oversold assets (PAGE, FUTR, AUTO, CBG, IWG) while respecting leverage and position limits."
}Prompts & responses
#2050 • openrouter • z-ai/glm-4.7 • 2026-04-05T11:31:36.908920+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": "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": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 19.51, "change_1d_pct": -21.646586345381515, "distance_from_ma200_pct": -29.294942649537013, "distance_from_ma50_pct": -17.188746837807088, "volatility_20d_pct": 260.52106739031456, "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": "SAFE_CFD.UK", "name": "SAFESTORE HOLDINGS PLC", "sector": "", "last_price": 708.0, "change_1d_pct": 0.14144271570013522, "distance_from_ma200_pct": 7.079918522466522, "distance_from_ma50_pct": -2.535991476029087, "volatility_20d_pct": 107.99712610776675, "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": 257.5, "change_1d_pct": 3.8306451612903247, "distance_from_ma200_pct": -20.8874735683513, "distance_from_ma50_pct": 0.10846703807232405, "volatility_20d_pct": 141.21527367452939, "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": "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": "TPK_CFD.UK", "name": "TRAVIS PERKINS PLC", "sector": "", "last_price": 601.57, "change_1d_pct": -1.21029986533977, "distance_from_ma200_pct": 0.5267641208837714, "distance_from_ma50_pct": -4.983077425595306, "volatility_20d_pct": 108.19399806448348, "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": "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": "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": "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": "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": "HBR_CFD.UK", "name": "HARBOUR ENERGY PLC", "sector": "", "last_price": 294.8, "change_1d_pct": 3.2936229852838173, "distance_from_ma200_pct": 33.38470243062854, "distance_from_ma50_pct": 15.459330743200915, "volatility_20d_pct": 160.28632234498426, "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": "TFF_CFD.FR", "name": "TFF Group", "sector": "", "last_price": 16.2, "change_1d_pct": 7.284768211920523, "distance_from_ma200_pct": -10.471615633645426, "distance_from_ma50_pct": -4.571496566341082, "volatility_20d_pct": 104.31410919918365, "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": "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": "ERA_CFD.FR", "name": "Eramet", "sector": "", "last_price": 51.95, "change_1d_pct": 2.9528339278636517, "distance_from_ma200_pct": -7.215615638678486, "distance_from_ma50_pct": -11.840073311045863, "volatility_20d_pct": 94.50049855306494, "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": "DOCS_CFD.UK", "name": "DR. MARTENS PLC", "sector": "", "last_price": 63.38, "change_1d_pct": -1.5838509316770222, "distance_from_ma200_pct": -16.16856757768428, "distance_from_ma50_pct": -14.001313454221787, "volatility_20d_pct": 5214.649421846573, "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": "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": "ABDN_CFD.UK", "name": "Aberdeen Group Plc", "sector": "", "last_price": 193.2, "change_1d_pct": -11.780821917808225, "distance_from_ma200_pct": 1.3805491026614547, "distance_from_ma50_pct": -6.772144752169284, "volatility_20d_pct": 87.08429925175024, "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": 4.92, "change_1d_pct": 7.894736842105243, "distance_from_ma200_pct": 2.9427611047934343, "distance_from_ma50_pct": 5.366856555446109, "volatility_20d_pct": 64.77855600418211, "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": 35.48, "change_1d_pct": -20.090090090090097, "distance_from_ma200_pct": 4.031971945380275, "distance_from_ma50_pct": -18.256005234564732, "volatility_20d_pct": 150.3458448856807, "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": "PAGE_CFD.UK",
"selection_reason": "Extreme 1d drop -36.8%, far below MA50 (-31.7%) and MA200 (-40.6%), high volatility 193% suggests oversold bounce potential.",
"mean_reversion_score": 92
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Sharp 1d decline -30.7%, trading significantly below MA50 (-32.3%) and MA200 (-45.2%), high volatility 170%.",
"mean_reversion_score": 88
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Major 1d drop -38.6%, deeply oversold vs MA50 (-31.9%) and MA200 (-37.4%), strong mean reversion setup.",
"mean_reversion_score": 85
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Significant 1d sell-off -26.8%, below MA50 (-22.1%) and MA200 (-17.6%), volatility elevated 154%.",
"mean_reversion_score": 80
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Large 1d decline -26.6%, extended below MA50 (-22.1%) and MA200 (-13.4%), volatility 169% supports reversion.",
"mean_reversion_score": 78
}
],
"rejected_common_reasons": [
"Insufficient price deviation from moving averages for mean reversion signal.",
"Positive daily momentum not aligned with short-term mean reversion strategy.",
"Low volatility or lack of significant oversold conditions."
]
}#2051 • openrouter • z-ai/glm-4.7 • 2026-04-05T11:32:00.624863+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": "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": "BTRW_CFD.UK", "qty": 11.547344110854503, "avg_price": 259.8, "last_price": 259.8, "unrealized_pnl": 0.0, "opened_at": "2026-04-04T18:08:49.555685+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": 10.55594651653765, "avg_price": 284.2, "last_price": 284.2, "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": "PAGE_CFD.UK", "mean_reversion_score": 92, "selection_reason": "Extreme 1d drop -36.8%, far below MA50 (-31.7%) and MA200 (-40.6%), high volatility 193% suggests oversold bounce potential."}, {"symbol": "FUTR_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Sharp 1d decline -30.7%, trading significantly below MA50 (-32.3%) and MA200 (-45.2%), high volatility 170%."}, {"symbol": "AUTO_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Major 1d drop -38.6%, deeply oversold vs MA50 (-31.9%) and MA200 (-37.4%), strong mean reversion setup."}, {"symbol": "IWG_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Significant 1d sell-off -26.8%, below MA50 (-22.1%) and MA200 (-17.6%), volatility elevated 154%."}, {"symbol": "CBG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Large 1d decline -26.6%, extended below MA50 (-22.1%) and MA200 (-13.4%), volatility 169% supports reversion."}], "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": "Strong mean reversion signal (Score 80) following a significant 1d sell-off of -26.8% and elevated volatility (154%).",
"symbol": "IWG_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Strong mean reversion candidate (Score 85) already held; maintaining position for bounce.",
"symbol": "AUTO_CFD.UK"
},
{
"reason": "Existing position with no immediate exit signal; avoiding overtrading.",
"symbol": "BTRW_CFD.UK"
},
{
"reason": "Strong mean reversion candidate (Score 78) already held; maintaining position.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Strong mean reversion candidate (Score 88) already held; maintaining position.",
"symbol": "FUTR_CFD.UK"
},
{
"reason": "Existing position with marginal loss; holding for potential reversion.",
"symbol": "HIK_CFD.UK"
},
{
"reason": "Existing position with marginal loss; holding for potential reversion.",
"symbol": "KGF_CFD.UK"
},
{
"reason": "Top mean reversion candidate (Score 92) already held; maintaining position.",
"symbol": "PAGE_CFD.UK"
},
{
"reason": "Existing position with marginal loss; holding for potential reversion.",
"symbol": "VTY_CFD.UK"
}
],
"sell": [
{
"reason": "Position is profitable (+65.5) and not present in the top mean-reversion candidates, indicating it is no longer oversold. Selling to free up leverage for a new high-conviction entry.",
"symbol": "CCL_CFD.UK"
}
]
},
"portfolio_rationale": "The portfolio is currently at maximum gross leverage (3.0) and capacity (10 positions). To execute a new buy on the high-conviction candidate IWG (Score 80), we must sell an existing position. CCL is selected for sale as it is the only profitable position not appearing in the buy candidate list, suggesting it has already reverted or is no longer oversold. This rotation maintains the portfolio's focus on deeply oversold assets (PAGE, FUTR, AUTO, CBG, IWG) while respecting leverage and position limits."
}Selection logs
#997 • stage1 • 2026-04-05T11:32:00.622448+00:00
{
"selected_stocks": [
{
"symbol": "PAGE_CFD.UK",
"selection_reason": "Extreme 1d drop -36.8%, far below MA50 (-31.7%) and MA200 (-40.6%), high volatility 193% suggests oversold bounce potential.",
"mean_reversion_score": 92
},
{
"symbol": "FUTR_CFD.UK",
"selection_reason": "Sharp 1d decline -30.7%, trading significantly below MA50 (-32.3%) and MA200 (-45.2%), high volatility 170%.",
"mean_reversion_score": 88
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Major 1d drop -38.6%, deeply oversold vs MA50 (-31.9%) and MA200 (-37.4%), strong mean reversion setup.",
"mean_reversion_score": 85
},
{
"symbol": "IWG_CFD.UK",
"selection_reason": "Significant 1d sell-off -26.8%, below MA50 (-22.1%) and MA200 (-17.6%), volatility elevated 154%.",
"mean_reversion_score": 80
},
{
"symbol": "CBG_CFD.UK",
"selection_reason": "Large 1d decline -26.6%, extended below MA50 (-22.1%) and MA200 (-13.4%), volatility 169% supports reversion.",
"mean_reversion_score": 78
}
],
"rejected_common_reasons": [
"Insufficient price deviation from moving averages for mean reversion signal.",
"Positive daily momentum not aligned with short-term mean reversion strategy.",
"Low volatility or lack of significant oversold conditions."
]
}