Arena run #55

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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"last_price": 0.8, "change_1d_pct": -3.6144578313252906, "distance_from_ma200_pct": -28.624323046313894, "distance_from_ma50_pct": -13.358026295839021, "volatility_20d_pct": 123.9561977008674, "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": "CHT_CFD.US", "name": "", "sector": "", "last_price": 41.54, "change_1d_pct": -0.09620009620009418, "distance_from_ma200_pct": -4.015786329990223, "distance_from_ma50_pct": -0.521102745368518, "volatility_20d_pct": 24.954564057486404, "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": "CCC_CFD.UK", "name": "", "sector": "", "last_price": 3022.0, "change_1d_pct": 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"snapshot_ok_prices_technicals_only"}, {"symbol": "BMY_CFD.US", "name": "", "sector": "", "last_price": 61.29, "change_1d_pct": 8.95999999999999, "distance_from_ma200_pct": 26.071032974085394, "distance_from_ma50_pct": 12.944480481188814, "volatility_20d_pct": 59.99831583729795, "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": "ABBV_CFD.US", "name": "", "sector": "", "last_price": 220.89, "change_1d_pct": -2.6187012299960455, "distance_from_ma200_pct": 5.255884875631356, "distance_from_ma50_pct": -1.3116450382395617, "volatility_20d_pct": 73.26499613206305, "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": "BARC_CFD.UK", "name": "", "sector": "", "last_price": 472.2, "change_1d_pct": -3.5440710856909474, "distance_from_ma200_pct": 22.127754114052635, "distance_from_ma50_pct": 0.8337899539478721, "volatility_20d_pct": 38.329163839573816, "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": "BRNK_CFD.DE", "name": "", "sector": "", "last_price": 1.99, "change_1d_pct": 0.25188916876575096, "distance_from_ma200_pct": 2.44372030290394, "distance_from_ma50_pct": 6.4091458393489065, "volatility_20d_pct": 103.1424091021338, "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": "BERY_CFD.US", "name": "", "sector": "", "last_price": 67.88, "change_1d_pct": -2.2887577371527357, "distance_from_ma200_pct": 0.1607618592304405, "distance_from_ma50_pct": -2.3899226366799975, "volatility_20d_pct": 69.71811673774233, "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": "BPOST_CFD.BE", "name": "", "sector": "", "last_price": 2.24, "change_1d_pct": -0.22271714922048602, "distance_from_ma200_pct": 8.12428500403053, "distance_from_ma50_pct": 8.528183412629975, "volatility_20d_pct": 57.61765640562978, "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": "ADP_CFD.US", "name": "", "sector": "", "last_price": 227.04, "change_1d_pct": -4.246973978322311, "distance_from_ma200_pct": -20.605390888363573, "distance_from_ma50_pct": -11.252526121167827, "volatility_20d_pct": 39.801787220025965, "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": "AZN_CFD.SE", "name": "", "sector": "", "last_price": 1703.0, "change_1d_pct": 1.2786202795123325, "distance_from_ma200_pct": 12.016370307834535, "distance_from_ma50_pct": -0.11144348642149193, "volatility_20d_pct": 38.270563233973185, "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": "AIZ_CFD.US", "name": "", "sector": "", "last_price": 243.94, "change_1d_pct": 1.0815066506443483, "distance_from_ma200_pct": 14.607418850087406, "distance_from_ma50_pct": 3.7723729135133777, "volatility_20d_pct": 35.24213160208557, "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": "BCP_CFD.PT", "name": "", "sector": "", "last_price": 0.924, "change_1d_pct": -1.2820512820512886, "distance_from_ma200_pct": 22.27397840355707, "distance_from_ma50_pct": 4.529616724738683, "volatility_20d_pct": 48.570699966330075, "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": "BMO_CFD.US", "name": "", "sector": "", "last_price": 143.19, "change_1d_pct": 2.34436423415052, "distance_from_ma200_pct": 19.3192826177079, "distance_from_ma50_pct": 7.758880192655027, "volatility_20d_pct": 37.643495462157084, "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": "CAG_CFD.US", "name": "", "sector": "", "last_price": 19.18, "change_1d_pct": 1.1070110701107083, "distance_from_ma200_pct": -0.7341429521500187, "distance_from_ma50_pct": 9.129806433992972, "volatility_20d_pct": 55.37971406673143, "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"]}}

{
  "selected_stocks": [
    {
      "symbol": "BFAM_CFD.US",
      "selection_reason": "Oversold: -23% from 200MA, -13.6% from 50MA, -3.8% 1D; high volatility (50.5%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "AJG_CFD.US",
      "selection_reason": "Oversold: -18.1% from 200MA, -5.8% from 50MA; -2.8% 1D; high volatility (59.1%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "BRO_CFD.US",
      "selection_reason": "Oversold: -21.5% from 200MA, -6.6% from 50MA; +2.8% 1D; moderate volatility (57.5%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "ADP_CFD.US",
      "selection_reason": "Oversold: -20.6% from 200MA, -11.3% from 50MA; -4.2% 1D; moderate volatility (39.8%)",
      "mean_reversion_score": 70
    },
    {
      "symbol": "BERY_CFD.US",
      "selection_reason": "Oversold: -2.4% from 50MA; -2.3% 1D; moderate volatility (69.7%)",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Extreme volatility (>100%)",
    "No confirmed earnings data (risk of event-driven move)",
    "Sector concentration (unknown sectors)"
  ]
}

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": [{"symbol": "BFAM_CFD.US", "mean_reversion_score": 85, "selection_reason": "Oversold: -23% from 200MA, -13.6% from 50MA, -3.8% 1D; high volatility (50.5%)"}, {"symbol": "AJG_CFD.US", "mean_reversion_score": 80, "selection_reason": "Oversold: -18.1% from 200MA, -5.8% from 50MA; -2.8% 1D; high volatility (59.1%)"}, {"symbol": "BRO_CFD.US", "mean_reversion_score": 75, "selection_reason": "Oversold: -21.5% from 200MA, -6.6% from 50MA; +2.8% 1D; moderate volatility (57.5%)"}, {"symbol": "ADP_CFD.US", "mean_reversion_score": 70, "selection_reason": "Oversold: -20.6% from 200MA, -11.3% from 50MA; -4.2% 1D; moderate volatility (39.8%)"}, {"symbol": "BERY_CFD.US", "mean_reversion_score": 65, "selection_reason": "Oversold: -2.4% from 50MA; -2.3% 1D; moderate volatility (69.7%)"}], "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"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Highest mean-reversion score (85) with strong oversold signals (-23% from 200MA, -13.6% from 50MA) and high volatility (50.5%), aligning with strategy rules for max 2 buys per run.",
        "symbol": "BFAM_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "Second-highest mean-reversion score (80) with significant oversold conditions (-18.1% from 200MA, -5.8% from 50MA) and high volatility (59.1%), within max buys limit.",
        "symbol": "AJG_CFD.US",
        "position_size": 3000
      }
    ],
    "hold": [],
    "sell": []
  },
  "portfolio_rationale": "Initiating positions in top 2 mean-reversion candidates (BFAM_CFD.US, AJG_CFD.US) due to strong oversold signals and high volatility, adhering to max_buys_per_run=2 and fixed_position_size=$3000. No sells as portfolio is empty. Remaining candidates (BRO_CFD.US, ADP_CFD.US, BERY_CFD.US) are marginal vs. selected names and would exceed max_buys_per_run if added."
}

{
  "selected_stocks": [
    {
      "symbol": "BFAM_CFD.US",
      "selection_reason": "Oversold: -23% from 200MA, -13.6% from 50MA, -3.8% 1D; high volatility (50.5%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "AJG_CFD.US",
      "selection_reason": "Oversold: -18.1% from 200MA, -5.8% from 50MA; -2.8% 1D; high volatility (59.1%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "BRO_CFD.US",
      "selection_reason": "Oversold: -21.5% from 200MA, -6.6% from 50MA; +2.8% 1D; moderate volatility (57.5%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "ADP_CFD.US",
      "selection_reason": "Oversold: -20.6% from 200MA, -11.3% from 50MA; -4.2% 1D; moderate volatility (39.8%)",
      "mean_reversion_score": 70
    },
    {
      "symbol": "BERY_CFD.US",
      "selection_reason": "Oversold: -2.4% from 50MA; -2.3% 1D; moderate volatility (69.7%)",
      "mean_reversion_score": 65
    }
  ],
  "rejected_common_reasons": [
    "Extreme volatility (>100%)",
    "No confirmed earnings data (risk of event-driven move)",
    "Sector concentration (unknown sectors)"
  ]
}