Arena run #59

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": "FLTR_CFD.UK", "name": "FLUTTER ENTERTAINMENT PLC-DI", "sector": "", "last_price": 12305.0, "change_1d_pct": -25.78407720144753, "distance_from_ma200_pct": -37.10737840264257, "distance_from_ma50_pct": -32.350543135250895, "volatility_20d_pct": 128.69185529878447, "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": "IRBT_CFD.US", "name": "IROBOT CORP", "sector": "", "last_price": 0.49, "change_1d_pct": -45.55555555555556, "distance_from_ma200_pct": -85.08802629376588, "distance_from_ma50_pct": -82.85994123408423, "volatility_20d_pct": 786.5727671965057, "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": "", "sector": "", "last_price": 2202.0, "change_1d_pct": -3.16622691292876, "distance_from_ma200_pct": -11.975119419721757, "distance_from_ma50_pct": -5.6971915407383005, "volatility_20d_pct": 75.58872399381154, "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": "AUTO_CFD.UK", "name": "AUTOTRADER GROUP PLC", "sector": "", "last_price": 487.5, "change_1d_pct": -37.876721929835746, "distance_from_ma200_pct": -38.2752275317555, "distance_from_ma50_pct": -34.54270662081388, "volatility_20d_pct": 121.55657728615927, "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": 1714.0, "change_1d_pct": -16.876818622696412, "distance_from_ma200_pct": -15.871458066903788, "distance_from_ma50_pct": -14.252272815048862, "volatility_20d_pct": 67.97233404982396, "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": "IPR_CFD.PT", "name": "Impresa SGPS SA", "sector": "", "last_price": 0.187, "change_1d_pct": -3.6082474226804107, "distance_from_ma200_pct": 25.51177931404791, "distance_from_ma50_pct": -9.80127339378738, "volatility_20d_pct": 435.30530941050216, "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": "HIAB_CFD.FI", "name": "", "sector": "", "last_price": 50.85, "change_1d_pct": 0.5934718100890191, "distance_from_ma200_pct": 0.9514049517210132, "distance_from_ma50_pct": 2.1373931725220174, "volatility_20d_pct": 95.89223468715024, "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": "GN_CFD.DK", "name": "", "sector": "", "last_price": 97.18, "change_1d_pct": -9.092609915809168, "distance_from_ma200_pct": -7.089781979356669, "distance_from_ma50_pct": -9.820792255612298, "volatility_20d_pct": 97.13892488265931, "market_cap_usd": null, "avg_daily_volume_usd": null, "days_to_next_earnings": null, "earnings_confirmed": null, 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"data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "APO_CFD.US", "name": "", "sector": "", "last_price": 134.76, "change_1d_pct": 6.31952662721893, "distance_from_ma200_pct": -1.6772363394397138, "distance_from_ma50_pct": -4.283926433006558, "volatility_20d_pct": 74.67847082473573, "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": "COLM_CFD.US", "name": "", "sector": "", "last_price": 62.5, "change_1d_pct": 8.866051210590498, "distance_from_ma200_pct": 9.73565996342729, "distance_from_ma50_pct": 12.066214098467643, "volatility_20d_pct": 110.0219728259903, "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": "LAD_CFD.US", "name": "", "sector": "", "last_price": 336.54, "change_1d_pct": 2.291793313069923, "distance_from_ma200_pct": 4.930704858774293, "distance_from_ma50_pct": 0.9131782043847236, "volatility_20d_pct": 58.57386000925162, "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": "", "sector": "", "last_price": 759.0, "change_1d_pct": 21.927710843373504, "distance_from_ma200_pct": 26.070718696943686, "distance_from_ma50_pct": 16.477642431132388, "volatility_20d_pct": 101.78150509898363, "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": "GLPG_CFD.NL", "name": "", "sector": "", "last_price": 28.14, "change_1d_pct": -0.7757404795486589, "distance_from_ma200_pct": 4.243630775283291, "distance_from_ma50_pct": 0.7129359216629494, "volatility_20d_pct": 77.02536911739296, "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": "GFT_CFD.DE", "name": "", "sector": "", "last_price": 18.96, "change_1d_pct": -1.3373575480043587, "distance_from_ma200_pct": -4.668047706200595, "distance_from_ma50_pct": -2.4607064808069623, "volatility_20d_pct": 64.1358414550162, "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": "FAST_CFD.US", "name": "", "sector": "", "last_price": 47.18, "change_1d_pct": 1.7029532226773059, "distance_from_ma200_pct": 7.899683939459079, "distance_from_ma50_pct": 10.777697946456666, "volatility_20d_pct": 58.36547691535282, "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": "LAND_CFD.UK", "name": "", "sector": "", "last_price": 656.5, "change_1d_pct": 9.599332220367284, "distance_from_ma200_pct": 10.893575022206159, "distance_from_ma50_pct": 5.268727891963665, "volatility_20d_pct": 67.84943580280434, "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": "GEN_CFD.UK", "name": "", "sector": "", "last_price": 363.0, "change_1d_pct": 11.349693251533743, "distance_from_ma200_pct": -0.8072323824217409, "distance_from_ma50_pct": 5.082033461824809, "volatility_20d_pct": 111.85373896752925, "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": "BATS_CFD.UK", "name": "", "sector": "", "last_price": 4517.0, "change_1d_pct": -0.9647007235255467, "distance_from_ma200_pct": 14.841537301819052, "distance_from_ma50_pct": 5.258472817704307, "volatility_20d_pct": 41.94183879296525, "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": "", "sector": "", "last_price": 68.35, "change_1d_pct": -8.805870580386932, "distance_from_ma200_pct": -8.608516188727766, "distance_from_ma50_pct": -14.353737234509135, "volatility_20d_pct": 116.53374073151934, "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": "MAN_CFD.US", "name": "", "sector": "", "last_price": 34.93, "change_1d_pct": 0.0, "distance_from_ma200_pct": -5.399897356315753, "distance_from_ma50_pct": 14.207057100258957, "volatility_20d_pct": 98.3451732511559, "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": "IRBT_CFD.US",
      "selection_reason": "Extreme oversold: -45.56% 1d change, -82.86% below MA50, -85.09% below MA200, high volatility suggests potential bounce.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "FLTR_CFD.UK",
      "selection_reason": "Large drop: -25.78% 1d, -32.35% below MA50, -37.11% below MA200, oversold condition.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "AUTO_CFD.UK",
      "selection_reason": "Sharp decline: -37.88% 1d, -34.54% below MA50, -38.28% below MA200, oversold.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Down -16.88% 1d, -14.25% below MA50, -15.87% below MA200, oversold.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "DOCS_CFD.UK",
      "selection_reason": "Recent drop -8.81% 1d, -14.35% below MA50, -8.61% below MA200, oversold relative to MA50.",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": "Stocks with positive 1d change or near/above moving averages not considered for mean reversion; insufficient oversold condition; some with unknown earnings risk but we ignore due to lack of data."
}

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": [{"symbol": "BFAM_CFD.US", "qty": 35.33568904593639, "avg_price": 84.9, "last_price": 83.42, "unrealized_pnl": -52.296819787986, "opened_at": "2026-02-09T15:39:39.370495+00:00"}, {"symbol": "BPT_CFD.UK", "qty": 10.940919037199125, "avg_price": 274.2, "last_price": 274.2, "unrealized_pnl": 0.0, "opened_at": "2026-02-09T15:39:39.370495+00:00"}], "candidates": [{"symbol": "IRBT_CFD.US", "mean_reversion_score": 85, "selection_reason": "Extreme oversold: -45.56% 1d change, -82.86% below MA50, -85.09% below MA200, high volatility suggests potential bounce."}, {"symbol": "FLTR_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large drop: -25.78% 1d, -32.35% below MA50, -37.11% below MA200, oversold condition."}, {"symbol": "AUTO_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Sharp decline: -37.88% 1d, -34.54% below MA50, -38.28% below MA200, oversold."}, {"symbol": "ICG_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Down -16.88% 1d, -14.25% below MA50, -15.87% below MA200, oversold."}, {"symbol": "DOCS_CFD.UK", "mean_reversion_score": 70, "selection_reason": "Recent drop -8.81% 1d, -14.35% below MA50, -8.61% below MA200, oversold relative to MA50."}], "output_schema": {"actions": {"sell": [{"symbol": "string", "reason": "string"}], "hold": [{"symbol": "string", "reason": "string"}], "buy": [{"symbol": "string", "position_size": "number (currency amount)", "reason": "string"}]}, "portfolio_rationale": "string"}}

{
  "actions": {
    "buy": [
      {
        "reason": "Extreme oversold: -45.56% 1d change, -82.86% below MA50, -85.09% below MA200, high volatility suggests potential bounce. Mean reversion score 85, highest among candidates.",
        "symbol": "IRBT_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "Large drop: -25.78% 1d, -32.35% below MA50, -37.11% below MA200, oversold condition. Mean reversion score 80, second highest.",
        "symbol": "FLTR_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "No clear improvement; current unrealized loss -52.3, but mean reversion score not provided, no extreme overbought signal; hold to avoid overtrading.",
        "symbol": "BFAM_CFD.US"
      },
      {
        "reason": "No clear improvement; price unchanged, no mean reversion score; hold to avoid overtrading.",
        "symbol": "BPT_CFD.UK"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Current portfolio has two positions with no strong reason to sell. Overtrading rules limit to max 2 buys and 2 sells. The top two mean reversion candidates (IRBT and FLTR) are added with fixed position size of 3000 each, staying within max positions (4 total) and gross leverage (total long 6000 + existing positions 35.3357*83.42≈2947 + 10.9409*274.2≈3000 => total ~11947, equity 10000, gross leverage 1.19 < 3). No sells needed as existing positions are not overbought and we have capacity."
}

{
  "selected_stocks": [
    {
      "symbol": "IRBT_CFD.US",
      "selection_reason": "Extreme oversold: -45.56% 1d change, -82.86% below MA50, -85.09% below MA200, high volatility suggests potential bounce.",
      "mean_reversion_score": 85
    },
    {
      "symbol": "FLTR_CFD.UK",
      "selection_reason": "Large drop: -25.78% 1d, -32.35% below MA50, -37.11% below MA200, oversold condition.",
      "mean_reversion_score": 80
    },
    {
      "symbol": "AUTO_CFD.UK",
      "selection_reason": "Sharp decline: -37.88% 1d, -34.54% below MA50, -38.28% below MA200, oversold.",
      "mean_reversion_score": 78
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Down -16.88% 1d, -14.25% below MA50, -15.87% below MA200, oversold.",
      "mean_reversion_score": 75
    },
    {
      "symbol": "DOCS_CFD.UK",
      "selection_reason": "Recent drop -8.81% 1d, -14.35% below MA50, -8.61% below MA200, oversold relative to MA50.",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": "Stocks with positive 1d change or near/above moving averages not considered for mean reversion; insufficient oversold condition; some with unknown earnings risk but we ignore due to lack of data."
}