Arena run #47

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).

{"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": "ATG_CFD.UK", "name": "ATG_CFD.UK", "sector": "", "last_price": 292.5, "change_1d_pct": -1.0152284263959421, "distance_from_ma200_pct": -33.84107948739843, "distance_from_ma50_pct": -5.828037166534672, "volatility_20d_pct": 158.17820784721184, "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": "BPT_CFD.UK", "name": "", "sector": "", "last_price": 274.2, "change_1d_pct": -5.912225920461179, "distance_from_ma200_pct": -11.483684525527371, "distance_from_ma50_pct": -7.545463557334964, "volatility_20d_pct": 77.69917499624198, "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": "BBOX_CFD.UK", "name": "", "sector": "", "last_price": 166.0, "change_1d_pct": 15.598885793871876, "distance_from_ma200_pct": 15.063751209988908, "distance_from_ma50_pct": 9.510960991667927, "volatility_20d_pct": 57.84262866116462, "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": "", "sector": "", "last_price": 304.8, "change_1d_pct": -9.92907801418439, "distance_from_ma200_pct": -27.18690998374248, "distance_from_ma50_pct": -13.74157791784395, "volatility_20d_pct": 86.40989379380683, "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": "", "sector": "", "last_price": 0.186, "change_1d_pct": 3.3333333333333437, "distance_from_ma200_pct": -13.132822716233882, "distance_from_ma50_pct": -6.098546042003239, "volatility_20d_pct": 289.85428872043053, "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": "", "sector": "", "last_price": 202.7, "change_1d_pct": 9.037116729424422, "distance_from_ma200_pct": 7.5002220805031605, "distance_from_ma50_pct": 9.900238559965292, "volatility_20d_pct": 80.0133471383762, "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": "CAR_CFD.US", "name": "", "sector": "", "last_price": 119.97, "change_1d_pct": 2.0239816310910763, "distance_from_ma200_pct": -15.465983461011612, "distance_from_ma50_pct": -5.580040925546992, "volatility_20d_pct": 75.0434760491137, "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": "ASGN_CFD.US", "name": "", "sector": "", "last_price": 50.97, "change_1d_pct": 2.2877784467188356, "distance_from_ma200_pct": 2.411605443065312, "distance_from_ma50_pct": 4.189663207986838, "volatility_20d_pct": 78.90566495955204, "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": "BDX_CFD.US", "name": "", "sector": "", "last_price": 208.67, "change_1d_pct": 1.379779429626371, "distance_from_ma200_pct": 11.477413629979605, "distance_from_ma50_pct": 4.4471762673110815, "volatility_20d_pct": 44.713843204767905, "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": "BFAM_CFD.US", "name": "", "sector": "", "last_price": 84.9, "change_1d_pct": -3.8287267784322565, "distance_from_ma200_pct": -23.001508227229895, "distance_from_ma50_pct": -13.575119406813807, "volatility_20d_pct": 50.45718157512095, "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": "BLND_CFD.UK", "name": "", "sector": "", "last_price": 419.0, "change_1d_pct": 1.305609284332676, "distance_from_ma200_pct": 12.579768072243436, "distance_from_ma50_pct": 5.858069340825067, "volatility_20d_pct": 83.6517211804937, "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": 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          "content": "```json\n{\n  \"selected_stocks\": [\n    {\n      \"symbol\": \"BFAM_CFD.US\",\n      \"mean_reversion_score\": 78,\n      \"selection_reason\": \"Down 3.8% today, -23% from MA200, -13.6% from MA50; moderate volatility (50.5%) supports reversion; deep oversold on both MAs\"\n    },\n    {\n      \"symbol\": \"AJG_CFD.US\",\n      \"mean_reversion_score\": 75,\n      \"selection_reason\": \"Down 2.8% today, -18.1% from MA200, -5.8% from MA50; moderate volatility (59.1%); steady pullback below both MAs favors bounce\"\n    },\n    {\n      \"symbol\": \"ADP_CFD.US\",\n      \"mean_reversion_score\": 74,\n      \"selection_reason\": \"Down 4.2% today, -20.6% from MA200, -11.3% from MA50; low volatility (39.8%) for this universe; sharp single-day drop in otherwise lower-vol name\"\n    },\n    {\n      \"symbol\": \"BRO_CFD.US\",\n      \"mean_reversion_score\": 72,\n      \"selection_reason\": \"Up 2.8% today but still -21.5% from MA200, -6.6% from MA50; moderate volatility (57.5%); deeply oversold with early bounce signal\"\n    },\n    {\n      \"symbol\": \"BAR_CFD.BE\",\n      \"mean_reversion_score\": 68,\n      \"selection_reason\": \"Down 2.2% today, -9.5% from MA200, -14.8% from MA50; moderate volatility (77.9%); significant MA50 gap suggests short-term snapback potential\"\n    }\n  ],\n  \"rejected_common_reasons\": [\n    \"Excessive volatility (>100% 20d) increases risk of momentum continuation rather than reversion (ATG, ADJ, AGFB, CABO, AMBUb, CE, BRNK, BIG)\",\n    \"Large single-day spike >+8% suggests momentum/event-driven move, not mean-reversion setup (BOY, BMY, ARW, CE, CABO, BBOX, BT_CFD.UK)\",\n    \"Trading near or above MA200 and MA50 — no meaningful dislocation to revert from (ALL, CBRE, AIZ, CCK, BDX, BLND, BPOST, CAG, AZN)\",\n    \"Unknown sector for all symbols; diversification enforced by selecting across different price/vol profiles and geographies\",\n    \"Very low price / penny-stock characteristics reduce confidence in orderly mean reversion (ADJ, BIG, AGFB)\"\n  ]\n}\n```",
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}

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.

{"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": [], "candidates": [], "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"}}

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      {
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          "role": "assistant",
          "content": "```json\n{\n  \"actions\": {\n    \"sell\": [],\n    \"hold\": [],\n    \"buy\": []\n  },\n  \"portfolio_rationale\": \"The portfolio is currently empty and no candidate securities have been provided for evaluation. Without any candidates to analyze for mean-reversion signals (e.g., oversold conditions, price dislocations, or fundamental mispricings), there are no actionable trades to execute. The strategy requires identifiable mean-reversion opportunities with supporting data before committing capital. Remaining in cash until valid candidates with sufficient data are presented.\"\n}\n```",
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        "finish_reason": "stop",
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}

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        "message": {
          "role": "assistant",
          "content": "```json\n{\n  \"selected_stocks\": [\n    {\n      \"symbol\": \"BFAM_CFD.US\",\n      \"mean_reversion_score\": 78,\n      \"selection_reason\": \"Down 3.8% today, -23% from MA200, -13.6% from MA50; moderate volatility (50.5%) supports reversion; deep oversold on both MAs\"\n    },\n    {\n      \"symbol\": \"AJG_CFD.US\",\n      \"mean_reversion_score\": 75,\n      \"selection_reason\": \"Down 2.8% today, -18.1% from MA200, -5.8% from MA50; moderate volatility (59.1%); steady pullback below both MAs favors bounce\"\n    },\n    {\n      \"symbol\": \"ADP_CFD.US\",\n      \"mean_reversion_score\": 74,\n      \"selection_reason\": \"Down 4.2% today, -20.6% from MA200, -11.3% from MA50; low volatility (39.8%) for this universe; sharp single-day drop in otherwise lower-vol name\"\n    },\n    {\n      \"symbol\": \"BRO_CFD.US\",\n      \"mean_reversion_score\": 72,\n      \"selection_reason\": \"Up 2.8% today but still -21.5% from MA200, -6.6% from MA50; moderate volatility (57.5%); deeply oversold with early bounce signal\"\n    },\n    {\n      \"symbol\": \"BAR_CFD.BE\",\n      \"mean_reversion_score\": 68,\n      \"selection_reason\": \"Down 2.2% today, -9.5% from MA200, -14.8% from MA50; moderate volatility (77.9%); significant MA50 gap suggests short-term snapback potential\"\n    }\n  ],\n  \"rejected_common_reasons\": [\n    \"Excessive volatility (>100% 20d) increases risk of momentum continuation rather than reversion (ATG, ADJ, AGFB, CABO, AMBUb, CE, BRNK, BIG)\",\n    \"Large single-day spike >+8% suggests momentum/event-driven move, not mean-reversion setup (BOY, BMY, ARW, CE, CABO, BBOX, BT_CFD.UK)\",\n    \"Trading near or above MA200 and MA50 — no meaningful dislocation to revert from (ALL, CBRE, AIZ, CCK, BDX, BLND, BPOST, CAG, AZN)\",\n    \"Unknown sector for all symbols; diversification enforced by selecting across different price/vol profiles and geographies\",\n    \"Very low price / penny-stock characteristics reduce confidence in orderly mean reversion (ADJ, BIG, AGFB)\"\n  ]\n}\n```",
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