Arena run #906
meanrev-v1 • openai • openai/gpt-5.2-pro • EU • success
Run status
as_of: 2026-03-28T10:05:22.022266+00:00
started_at: 2026-03-28T11:54:04.774715+00:00
finished_at: 2026-03-28T11:56:24.943722+00:00
duration_ms: 140167
Inputs
{
"as_of": "2026-03-28T10:05:22.022266+00:00",
"dry_run": false,
"selected": [
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Sharp 1D selloff (-19.6%) with large downside extension vs MA200 (-28.9%) and MA50 (-15.7%); potential oversold bounce setup (vol20d 155.6%).",
"mean_reversion_score": 88
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "Strong downside dislocation: -16.1% 1D and well below MA200 (-21.7%) and MA50 (-18.7%) with comparatively lower vol20d (94.0%) for this list.",
"mean_reversion_score": 86
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Oversold vs trend: MA200 gap -28.0% and MA50 gap -14.3% after -12.7% 1D drop; volatility (87.8%) less extreme than many peers.",
"mean_reversion_score": 84
},
{
"symbol": "PSN_CFD.UK",
"selection_reason": "Large 1D drawdown (-18.2%) with meaningful deviation below MA50 (-17.6%) and below MA200 (-10.4%); short-horizon mean-reversion candidate.",
"mean_reversion_score": 82
},
{
"symbol": "OSB_CFD.UK",
"selection_reason": "1D drop (-16.2%) and below MA50 (-11.0%) with moderate vol20d (90.3%); MA200 only mildly below (-1.8%) but fits short-term rebound profile.",
"mean_reversion_score": 75
}
],
"simulate_only": false,
"strict_replay": false,
"universe_symbols": [
"CRST_CFD.UK",
"MCG_CFD.UK",
"BOY_CFD.UK",
"LMP_CFD.UK",
"SPX_CFD.UK",
"PAGE_CFD.UK",
"ESNT_CFD.UK",
"SHC_CFD.UK",
"PAG_CFD.UK",
"INVP_CFD.UK",
"RHIM_CFD.UK",
"CBG_CFD.UK",
"DLN_CFD.UK",
"TPK_CFD.UK",
"EMG_CFD.UK",
"PZC_CFD.UK",
"DOM_CFD.UK",
"OCDO_CFD.UK",
"HWDN_CFD.UK",
"LRE_CFD.UK",
"STJ_CFD.UK",
"ABDN_CFD.UK",
"UN0_CFD.DE",
"LIO_CFD.UK",
"CPG_CFD.UK",
"MAB_CFD.UK",
"TRST_CFD.UK",
"KGF_CFD.UK",
"PSN_CFD.UK",
"IPO_CFD.UK",
"MRNA_CFD.US",
"GROW_CFD.UK",
"GRG_CFD.UK",
"IWG_CFD.UK",
"SRP_CFD.UK",
"BYIT_CFD.UK",
"OSB_CFD.UK",
"SYNT_CFD.UK",
"WKP_CFD.UK",
"HIK_CFD.UK",
"ATG_CFD.UK",
"ROR_CFD.UK",
"COTY_CFD.US",
"UKW_CFD.UK",
"HMSO_CFD.UK",
"NVAX_CFD.US",
"SAVE_CFD.FR",
"ITRK_CFD.UK",
"SGRO_CFD.UK"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Top-ranked candidate (score 88): sharp 1D selloff with large downside extension vs MA200/MA50 per provided rationale; initiate fixed-size mean-reversion position.",
"symbol": "HIK_CFD.UK",
"position_size": 3000
},
{
"reason": "High-ranked candidate (score 86): strong downside dislocation vs MA200/MA50 with comparatively lower listed vol than some peers; add as second fixed-size mean-reversion position.",
"symbol": "ITRK_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Keep existing drawdown position for mean-reversion; no new information provided that justifies forcing a rotation, and avoiding churn.",
"symbol": "ADBE_CFD.US"
},
{
"reason": "Hold: currently underwater and consistent with mean-reversion profile; no provided signal to exit versus other held drawdowns.",
"symbol": "CSGP_CFD.US"
},
{
"reason": "Hold: already in a sizable drawdown; maintain position for potential rebound rather than realizing losses without a clear, provided edge.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Hold: underwater; no explicit risk/event flag supplied to justify trimming, and rotation would increase churn.",
"symbol": "FICO_CFD.US"
},
{
"reason": "Hold: modest drawdown; no higher-conviction replacement identified beyond the two new buys after freeing two slots.",
"symbol": "IWG_CFD.UK"
},
{
"reason": "Hold: already owned and also appears in the candidate list as a mean-reversion setup; maintain exposure.",
"symbol": "PSN_CFD.UK"
},
{
"reason": "Hold: underwater; absent additional data, prefer stability and avoid unnecessary turnover.",
"symbol": "ULTA_CFD.US"
},
{
"reason": "Hold: underwater; keep for mean-reversion rather than rotating without more comparative signal on current holdings.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Position is essentially flat/neutral versus other available candidates with materially higher mean-reversion scores; rotate capital to fresher oversold setups.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Position is essentially flat/neutral; with max positions already reached, free a slot to allocate to higher-scoring mean-reversion candidates showing sharper downside dislocation.",
"symbol": "PAGE_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio is at the max 10 positions, so new entries require rotation. To avoid overtrading while still improving mean-reversion exposure, exit two essentially flat/neutral holdings (CBG, PAGE) and redeploy into the two highest-scoring oversold candidates (HIK, ITRK). Maintain existing drawdown positions to allow mean-reversion to play out, staying within limits (2 sells, 2 buys) and keeping gross leverage roughly unchanged."
}Prompts & responses
#1771 • openrouter • openai/gpt-5.2-pro • 2026-03-28T11:54:04.822161+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": "MCG_CFD.UK", "name": "MOBICO GROUP PLC", "sector": "", "last_price": 23.88, "change_1d_pct": -4.250200481154776, "distance_from_ma200_pct": -13.633157923289751, "distance_from_ma50_pct": 0.9358119246278163, "volatility_20d_pct": 236.12122528317374, "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": "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": "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": "ESNT_CFD.UK", "name": "ESSENTRA PLC", "sector": "", "last_price": 108.4, "change_1d_pct": 4.230769230769238, "distance_from_ma200_pct": 7.40452119530135, "distance_from_ma50_pct": 9.771484932749797, "volatility_20d_pct": 98.9832071461764, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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": "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": "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": "EMG_CFD.UK", "name": "MAN GROUP PLC/JERSEY", "sector": "", "last_price": 269.6, "change_1d_pct": 2.353834472285521, "distance_from_ma200_pct": 42.186331073171914, "distance_from_ma50_pct": 15.516783354614262, "volatility_20d_pct": 86.92367167139048, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "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, 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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": "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": "UN0_CFD.DE", "name": "UNIPER SE", "sector": "", "last_price": 40.447, "change_1d_pct": 3.1811224489795897, "distance_from_ma200_pct": 15.001665444298329, "distance_from_ma50_pct": 11.761744419373343, "volatility_20d_pct": 121.66431841152988, "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": "CPG_CFD.UK", "name": "COMPASS GROUP PLC", "sector": "", "last_price": 2141.0, "change_1d_pct": -3.904847396768407, "distance_from_ma200_pct": -12.763815098729692, "distance_from_ma50_pct": -3.1255472094411263, "volatility_20d_pct": 96.30888746538716, "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": "TRST_CFD.UK", "name": "TRUSTPILOT AS", "sector": "", "last_price": 193.5, "change_1d_pct": 44.080416976917334, "distance_from_ma200_pct": -9.566423578720663, "distance_from_ma50_pct": 7.968463165177786, "volatility_20d_pct": 306.1390586005606, "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": "PSN_CFD.UK", "name": "PERSIMMON PLC", "sector": "", "last_price": 1125.0, "change_1d_pct": -18.181818181818176, "distance_from_ma200_pct": -10.441765693528215, "distance_from_ma50_pct": -17.60321899687448, "volatility_20d_pct": 125.39714948121237, "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": "MRNA_CFD.US", "name": "MODERNA INC", "sector": "", "last_price": 51.1, "change_1d_pct": -2.4995229917954553, "distance_from_ma200_pct": 54.45369185128317, "distance_from_ma50_pct": 5.162641948986857, "volatility_20d_pct": 139.59044391419934, "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": "GRG_CFD.UK", "name": "GREGGS PLC", "sector": "", "last_price": 1529.0, "change_1d_pct": -2.9206349206349236, "distance_from_ma200_pct": -8.939548634961259, "distance_from_ma50_pct": -6.2632574039152455, "volatility_20d_pct": 114.30891013276798, "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": "", "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": "OSB_CFD.UK", "name": "OSB GROUP PLC", "sector": "", "last_price": 528.5, "change_1d_pct": -16.244057052297943, "distance_from_ma200_pct": -1.8378243844316744, "distance_from_ma50_pct": -10.974869814433564, "volatility_20d_pct": 90.32554714918702, "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": "SYNT_CFD.UK", "name": "SYNTHOMER PLC", "sector": "", "last_price": 35.8, "change_1d_pct": 79.17917917917916, "distance_from_ma200_pct": -51.1200405785585, "distance_from_ma50_pct": -25.007017499759108, "volatility_20d_pct": 569.2067525949132, "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": "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": "ROR_CFD.UK", "name": "ROTORK PLC", "sector": "", "last_price": 315.64, "change_1d_pct": -7.815420560747666, "distance_from_ma200_pct": -3.440121571713639, "distance_from_ma50_pct": -7.465605958975752, "volatility_20d_pct": 114.53961834922319, "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": "COTY_CFD.US", "name": "Coty Inc", "sector": "", "last_price": 2.05, "change_1d_pct": -3.7558685446009377, "distance_from_ma200_pct": -45.233292814875185, "distance_from_ma50_pct": -22.100623195014435, "volatility_20d_pct": 76.36828551252826, "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": 100.7, "change_1d_pct": 1.6658253407370038, "distance_from_ma200_pct": -9.705655680854775, "distance_from_ma50_pct": -2.946868470357833, "volatility_20d_pct": 63.21786303082545, "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": "NVAX_CFD.US", "name": "NOVAVAX INC", "sector": "", "last_price": 8.46, "change_1d_pct": -5.58035714285714, "distance_from_ma200_pct": 5.51983486021117, "distance_from_ma50_pct": -9.603795358379275, "volatility_20d_pct": 5680.899851521342, "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": "SAVE_CFD.FR", "name": "Savencia SA", "sector": "", "last_price": 59.6, "change_1d_pct": 2.082762400657723, "distance_from_ma200_pct": -2.7499570859709888, "distance_from_ma50_pct": -0.39214742496987975, "volatility_20d_pct": 60.38214199106066, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "ITRK_CFD.UK", "name": "INTERTEK GROUP PLC", "sector": "", "last_price": 3680.0, "change_1d_pct": -16.058394160583944, "distance_from_ma200_pct": -21.670213271256124, "distance_from_ma50_pct": -18.651920853624304, "volatility_20d_pct": 94.04798039634566, "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": "SGRO_CFD.UK", "name": "SEGRO PLC", "sector": "", "last_price": 735.4, "change_1d_pct": -2.051145444858815, "distance_from_ma200_pct": 8.121221031738735, "distance_from_ma50_pct": 0.6415109419246168, "volatility_20d_pct": 82.62107653630062, "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": "HIK_CFD.UK",
"selection_reason": "Sharp 1D selloff (-19.6%) with large downside extension vs MA200 (-28.9%) and MA50 (-15.7%); potential oversold bounce setup (vol20d 155.6%).",
"mean_reversion_score": 88
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "Strong downside dislocation: -16.1% 1D and well below MA200 (-21.7%) and MA50 (-18.7%) with comparatively lower vol20d (94.0%) for this list.",
"mean_reversion_score": 86
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Oversold vs trend: MA200 gap -28.0% and MA50 gap -14.3% after -12.7% 1D drop; volatility (87.8%) less extreme than many peers.",
"mean_reversion_score": 84
},
{
"symbol": "PSN_CFD.UK",
"selection_reason": "Large 1D drawdown (-18.2%) with meaningful deviation below MA50 (-17.6%) and below MA200 (-10.4%); short-horizon mean-reversion candidate.",
"mean_reversion_score": 82
},
{
"symbol": "OSB_CFD.UK",
"selection_reason": "1D drop (-16.2%) and below MA50 (-11.0%) with moderate vol20d (90.3%); MA200 only mildly below (-1.8%) but fits short-term rebound profile.",
"mean_reversion_score": 75
}
],
"rejected_common_reasons": [
"Very large 1D gaps (e.g., >25% up/down) that are likely event-driven/binary moves for a short-horizon mean-reversion setup",
"Extremely high/possibly erroneous volatility readings (e.g., multi-thousand % vol20d), suggesting unstable signals/data-quality risk",
"Already strongly extended above key moving averages (overbought) without additional confirmatory inputs (earnings/news unknown)",
"Earnings timing and news catalysts are unknown (cannot confirm 'no earnings within 5 trading days')",
"Missing/blank identifiers (e.g., empty name/sector) reducing confidence in diversification and screening"
]
}#1772 • openrouter • openai/gpt-5.2-pro • 2026-03-28T11:55:11.231740+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": 12.025494047380446, "avg_price": 249.47, "last_price": 235.0, "unrealized_pnl": -174.00889886559506, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "AMH_CFD.US", "qty": 0.0, "avg_price": 29.674999999999997, "last_price": 28.435000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-20T17:33:34.647633+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 0.0, "avg_price": 28.6, "last_price": 30.0, "unrealized_pnl": 146.8531468531467, "opened_at": "2026-02-23T10:32:09.961595+00:00"}, {"symbol": "BYIT_CFD.UK", "qty": 0.0, "avg_price": 292.6, "last_price": 292.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "CABO_CFD.US", "qty": 0.0, "avg_price": 94.325, "last_price": 108.6, "unrealized_pnl": 0.0, "opened_at": "2026-02-27T18:23:55.960577+00:00"}, {"symbol": "CBG_CFD.UK", "qty": 8.748396127376648, "avg_price": 342.92, "last_price": 342.92, "unrealized_pnl": 0.0, "opened_at": "2026-03-20T10:26:40.341409+00:00"}, {"symbol": "CRWD_CFD.US", "qty": 0.0, "avg_price": 350.45000000000005, "last_price": 382.96500000000003, "unrealized_pnl": 0.0, "opened_at": "2026-02-23T18:14:12.978497+00:00"}, {"symbol": "CSGP_CFD.US", "qty": 63.51222610352493, "avg_price": 47.235, "last_price": 39.815, "unrealized_pnl": -471.26071768815507, "opened_at": "2026-03-03T18:03:34.247734+00:00"}, {"symbol": "DSY_CFD.FR", "qty": 0.0, "avg_price": 17.881, "last_price": 17.45, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T09:30:55.514112+00:00"}, {"symbol": "ETSY_CFD.US", "qty": 0.0, "avg_price": 44.13, "last_price": 50.769999999999996, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "EZJ_CFD.UK", "qty": 6.857142857142857, "avg_price": 437.5, "last_price": 351.6, "unrealized_pnl": -589.0285714285712, "opened_at": "2026-03-03T10:20:03.276878+00:00"}, {"symbol": "FBIN_CFD.US", "qty": 0.0, "avg_price": 50.974999999999994, "last_price": 54.185, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "FICO_CFD.US", "qty": 2.6609662855571625, "avg_price": 1127.4099999999999, "last_price": 1014.37, "unrealized_pnl": -300.7956289193813, "opened_at": "2026-03-14T18:06:47.909233+00:00"}, {"symbol": "FLO_CFD.US", "qty": 0.0, "avg_price": 9.875, "last_price": 9.885000000000002, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T00:47:27.070066+00:00"}, {"symbol": "FUTR_CFD.UK", "qty": 0.0, "avg_price": 414.2, "last_price": 414.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "IWG_CFD.UK", "qty": 16.216216216216218, "avg_price": 185.0, "last_price": 172.2, "unrealized_pnl": -207.56756756756778, "opened_at": "2026-03-17T10:04:29.123574+00:00"}, {"symbol": "MLCO_CFD.US", "qty": 0.0, "avg_price": 5.51, "last_price": 6.06, "unrealized_pnl": 0.0, "opened_at": "2026-02-16T17:30:52.485845+00:00"}, {"symbol": "OCDO_CFD.UK", "qty": 0.0, "avg_price": 204.3, "last_price": 204.3, "unrealized_pnl": 0.0, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "PAGE_CFD.UK", "qty": 22.57336343115124, "avg_price": 132.9, "last_price": 132.9, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "PAYC_CFD.US", "qty": 0.0, "avg_price": 121.22, "last_price": 134.24, "unrealized_pnl": 322.2240554363969, "opened_at": "2026-02-19T17:33:27.020111+00:00"}, {"symbol": "PSN_CFD.UK", "qty": 2.4691358024691357, "avg_price": 1215.0, "last_price": 1089.0, "unrealized_pnl": -311.1111111111111, "opened_at": "2026-03-12T18:01:52.554929+00:00"}, {"symbol": "RMV_CFD.UK", "qty": 0.0, "avg_price": 424.3, "last_price": 424.3, "unrealized_pnl": 0.0, "opened_at": "2026-02-18T09:36:37.284518+00:00"}, {"symbol": "TMV_CFD.DE", "qty": 0.0, "avg_price": 4.781, "last_price": 4.467, "unrealized_pnl": 0.0, "opened_at": "2026-02-19T09:33:49.074031+00:00"}, {"symbol": "TRN_CFD.UK", "qty": 0.0, "avg_price": 184.5, "last_price": 204.2, "unrealized_pnl": 0.0, "opened_at": "2026-03-05T10:27:11.178069+00:00"}, {"symbol": "UKW_CFD.UK", "qty": 0.0, "avg_price": 92.35, "last_price": 92.35, "unrealized_pnl": 0.0, "opened_at": "2026-02-25T17:57:28.313088+00:00"}, {"symbol": "ULTA_CFD.US", "qty": 5.605381165919282, "avg_price": 535.2, "last_price": 510.23, "unrealized_pnl": -139.96636771300464, "opened_at": "2026-03-15T18:15:23.812047+00:00"}, {"symbol": "WPP_CFD.UK", "qty": 0.0, "avg_price": 232.09999999999997, "last_price": 232.0, "unrealized_pnl": 0.0, "opened_at": "2026-02-28T10:51:05.818250+00:00"}, {"symbol": "ZS_CFD.US", "qty": 18.778167250876315, "avg_price": 159.76, "last_price": 133.3, "unrealized_pnl": -496.8703054581869, "opened_at": "2026-02-21T17:32:49.140800+00:00"}], "candidates": [{"symbol": "HIK_CFD.UK", "mean_reversion_score": 88, "selection_reason": "Sharp 1D selloff (-19.6%) with large downside extension vs MA200 (-28.9%) and MA50 (-15.7%); potential oversold bounce setup (vol20d 155.6%)."}, {"symbol": "ITRK_CFD.UK", "mean_reversion_score": 86, "selection_reason": "Strong downside dislocation: -16.1% 1D and well below MA200 (-21.7%) and MA50 (-18.7%) with comparatively lower vol20d (94.0%) for this list."}, {"symbol": "BYIT_CFD.UK", "mean_reversion_score": 84, "selection_reason": "Oversold vs trend: MA200 gap -28.0% and MA50 gap -14.3% after -12.7% 1D drop; volatility (87.8%) less extreme than many peers."}, {"symbol": "PSN_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Large 1D drawdown (-18.2%) with meaningful deviation below MA50 (-17.6%) and below MA200 (-10.4%); short-horizon mean-reversion candidate."}, {"symbol": "OSB_CFD.UK", "mean_reversion_score": 75, "selection_reason": "1D drop (-16.2%) and below MA50 (-11.0%) with moderate vol20d (90.3%); MA200 only mildly below (-1.8%) but fits short-term rebound profile."}], "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": "Top-ranked candidate (score 88): sharp 1D selloff with large downside extension vs MA200/MA50 per provided rationale; initiate fixed-size mean-reversion position.",
"symbol": "HIK_CFD.UK",
"position_size": 3000
},
{
"reason": "High-ranked candidate (score 86): strong downside dislocation vs MA200/MA50 with comparatively lower listed vol than some peers; add as second fixed-size mean-reversion position.",
"symbol": "ITRK_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Keep existing drawdown position for mean-reversion; no new information provided that justifies forcing a rotation, and avoiding churn.",
"symbol": "ADBE_CFD.US"
},
{
"reason": "Hold: currently underwater and consistent with mean-reversion profile; no provided signal to exit versus other held drawdowns.",
"symbol": "CSGP_CFD.US"
},
{
"reason": "Hold: already in a sizable drawdown; maintain position for potential rebound rather than realizing losses without a clear, provided edge.",
"symbol": "EZJ_CFD.UK"
},
{
"reason": "Hold: underwater; no explicit risk/event flag supplied to justify trimming, and rotation would increase churn.",
"symbol": "FICO_CFD.US"
},
{
"reason": "Hold: modest drawdown; no higher-conviction replacement identified beyond the two new buys after freeing two slots.",
"symbol": "IWG_CFD.UK"
},
{
"reason": "Hold: already owned and also appears in the candidate list as a mean-reversion setup; maintain exposure.",
"symbol": "PSN_CFD.UK"
},
{
"reason": "Hold: underwater; absent additional data, prefer stability and avoid unnecessary turnover.",
"symbol": "ULTA_CFD.US"
},
{
"reason": "Hold: underwater; keep for mean-reversion rather than rotating without more comparative signal on current holdings.",
"symbol": "ZS_CFD.US"
}
],
"sell": [
{
"reason": "Position is essentially flat/neutral versus other available candidates with materially higher mean-reversion scores; rotate capital to fresher oversold setups.",
"symbol": "CBG_CFD.UK"
},
{
"reason": "Position is essentially flat/neutral; with max positions already reached, free a slot to allocate to higher-scoring mean-reversion candidates showing sharper downside dislocation.",
"symbol": "PAGE_CFD.UK"
}
]
},
"portfolio_rationale": "Portfolio is at the max 10 positions, so new entries require rotation. To avoid overtrading while still improving mean-reversion exposure, exit two essentially flat/neutral holdings (CBG, PAGE) and redeploy into the two highest-scoring oversold candidates (HIK, ITRK). Maintain existing drawdown positions to allow mean-reversion to play out, staying within limits (2 sells, 2 buys) and keeping gross leverage roughly unchanged."
}Selection logs
#870 • stage1 • 2026-03-28T11:55:11.229112+00:00
{
"selected_stocks": [
{
"symbol": "HIK_CFD.UK",
"selection_reason": "Sharp 1D selloff (-19.6%) with large downside extension vs MA200 (-28.9%) and MA50 (-15.7%); potential oversold bounce setup (vol20d 155.6%).",
"mean_reversion_score": 88
},
{
"symbol": "ITRK_CFD.UK",
"selection_reason": "Strong downside dislocation: -16.1% 1D and well below MA200 (-21.7%) and MA50 (-18.7%) with comparatively lower vol20d (94.0%) for this list.",
"mean_reversion_score": 86
},
{
"symbol": "BYIT_CFD.UK",
"selection_reason": "Oversold vs trend: MA200 gap -28.0% and MA50 gap -14.3% after -12.7% 1D drop; volatility (87.8%) less extreme than many peers.",
"mean_reversion_score": 84
},
{
"symbol": "PSN_CFD.UK",
"selection_reason": "Large 1D drawdown (-18.2%) with meaningful deviation below MA50 (-17.6%) and below MA200 (-10.4%); short-horizon mean-reversion candidate.",
"mean_reversion_score": 82
},
{
"symbol": "OSB_CFD.UK",
"selection_reason": "1D drop (-16.2%) and below MA50 (-11.0%) with moderate vol20d (90.3%); MA200 only mildly below (-1.8%) but fits short-term rebound profile.",
"mean_reversion_score": 75
}
],
"rejected_common_reasons": [
"Very large 1D gaps (e.g., >25% up/down) that are likely event-driven/binary moves for a short-horizon mean-reversion setup",
"Extremely high/possibly erroneous volatility readings (e.g., multi-thousand % vol20d), suggesting unstable signals/data-quality risk",
"Already strongly extended above key moving averages (overbought) without additional confirmatory inputs (earnings/news unknown)",
"Earnings timing and news catalysts are unknown (cannot confirm 'no earnings within 5 trading days')",
"Missing/blank identifiers (e.g., empty name/sector) reducing confidence in diversification and screening"
]
}