Arena run #63
meanrev-v1 • minimax • minimax/minimax-m2.1 • US • success
Run status
as_of: 2026-02-09T17:30:55.428193+00:00
started_at: 2026-02-09T17:40:57.661026+00:00
finished_at: 2026-02-09T17:41:37.427409+00:00
duration_ms: 39763
Inputs
{
"dry_run": false,
"selected": [
{
"symbol": "FLTR_CFD.UK",
"selection_reason": "Strong oversold signal: -25.8% daily drop, -37.1% from MA200, -32.4% from MA50 with manageable 128.7% volatility",
"mean_reversion_score": 85
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Deep oversold: -37.9% daily drop, -38.3% from MA200, -34.5% from MA50 with 121.6% volatility",
"mean_reversion_score": 82
},
{
"symbol": "ICG_CFD.UK",
"selection_reason": "Clear oversold: -16.9% daily drop, -15.9% from MA200, -14.3% from MA50 with moderate 68.0% volatility",
"mean_reversion_score": 78
},
{
"symbol": "DHER_CFD.DE",
"selection_reason": "Oversold with bounce potential: -9.7% daily drop, -4.5% from MA200, -0.7% from MA50 with 106.2% volatility",
"mean_reversion_score": 75
},
{
"symbol": "G_CFD.US",
"selection_reason": "Short-term oversold: +2.1% daily but -9.5% from MA200, -12.9% from MA50 with moderate 67.2% volatility",
"mean_reversion_score": 72
}
],
"universe_symbols": [
"FLTR_CFD.UK",
"IRBT_CFD.US",
"CPG_CFD.UK",
"BPT_CFD.UK",
"BBOX_CFD.UK",
"AUTO_CFD.UK",
"ICG_CFD.UK",
"ADJ_CFD.DE",
"IPR_CFD.PT",
"HIAB_CFD.FI",
"GN_CFD.DK",
"CNA_CFD.UK",
"GSK_CFD.UK",
"AN_CFD.US",
"BDX_CFD.US",
"HLAG_CFD.DE",
"CCL_CFD.UK",
"KNEBV_CFD.FI",
"GNS_CFD.UK",
"G_CFD.US",
"HFG_CFD.DE",
"DHER_CFD.DE",
"ADM_CFD.UK",
"GO_CFD.US",
"BRNK_CFD.DE",
"BIG_CFD.FR",
"AMG_CFD.NL",
"CAST_CFD.SE",
"HMSO_CFD.UK",
"AIG_CFD.US",
"IRM_CFD.US",
"FISV_CFD.US",
"GBF_CFD.DE",
"FORTUM_CFD.FI",
"JBLU_CFD.US",
"BLND_CFD.UK",
"CPB_CFD.US",
"FLO_CFD.US",
"APO_CFD.US",
"COLM_CFD.US",
"LAD_CFD.US",
"BOY_CFD.UK",
"GLPG_CFD.NL",
"GFT_CFD.DE",
"FAST_CFD.US",
"LAND_CFD.UK",
"GEN_CFD.UK",
"BATS_CFD.UK",
"DOCS_CFD.UK",
"MAN_CFD.US"
]
}Outputs
{
"actions": {
"buy": [
{
"reason": "Highest mean reversion score (85); strongest oversold signal: -25.8% daily drop, -37.1% from MA200, -32.4% from MA50; attractive risk/reward for mean reversion play",
"symbol": "FLTR_CFD.UK",
"position_size": 3000
},
{
"reason": "Second highest mean reversion score (82); deep oversold conditions: -37.9% daily drop, -38.3% from MA200, -34.5% from MA50; strong bounce potential",
"symbol": "AUTO_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Lower mean reversion score (78) compared to top 2 candidates; prefer concentrated position sizing with strongest signals given empty portfolio",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Lower mean reversion score (75); insufficient upside vs top 2 picks with current position sizing constraints",
"symbol": "DHER_CFD.DE"
},
{
"reason": "Lower mean reversion score (72); weakest oversold signal in candidate set",
"symbol": "G_CFD.US"
}
],
"sell": []
},
"portfolio_rationale": "Empty portfolio with $10,000 equity. Selected top 2 mean reversion candidates per strategy rules: FLTR (score 85) and AUTO (score 82). Both show extreme oversold conditions with significant drops from moving averages. Fixed position size of $3,000 applied to each, deploying $6,000 total while preserving $4,000 cash buffer. Remaining candidates held due to lower scores and concentration discipline. Max 2 buys respected, no sells required for empty portfolio."
}Prompts & responses
#116 • openrouter • minimax/minimax-m2.1 • 2026-02-09T17:40:57.710206+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": "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, "news_sentiment_score": null, "news_headlines_last_3": [], "data_quality_note": "snapshot_ok_prices_technicals_only"}, {"symbol": "CNA_CFD.UK", "name": "", "sector": "", "last_price": 192.7, "change_1d_pct": 0.7055134570159272, "distance_from_ma200_pct": 16.426638680771987, "distance_from_ma50_pct": 9.909539942735247, "volatility_20d_pct": 64.829903014991, "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": "GSK_CFD.UK", "name": "", "sector": "", "last_price": 2206.0, "change_1d_pct": 7.82013685239491, "distance_from_ma200_pct": 37.82643341052696, "distance_from_ma50_pct": 18.709576321970523, "volatility_20d_pct": 52.83958173805724, "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": "AN_CFD.US", "name": "", "sector": "", "last_price": 211.0, "change_1d_pct": 1.0633202414024323, "distance_from_ma200_pct": 3.2016477047904557, "distance_from_ma50_pct": -0.40639853488844135, "volatility_20d_pct": 69.70272862144698, "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": 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{"symbol": "KNEBV_CFD.FI", "name": "", "sector": "", "last_price": 58.96, "change_1d_pct": -4.688005172971222, "distance_from_ma200_pct": 4.6450251194206205, "distance_from_ma50_pct": -2.242746381937044, "volatility_20d_pct": 60.30749330046405, "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": "GNS_CFD.UK", "name": "", "sector": "", "last_price": 3135.0, "change_1d_pct": 28.747433264887068, "distance_from_ma200_pct": 43.087566327191595, "distance_from_ma50_pct": 23.102919223751872, "volatility_20d_pct": 112.46982035808782, "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": "G_CFD.US", "name": "", "sector": 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39.59489582959776, "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": "", "sector": "", "last_price": 354.4, "change_1d_pct": 14.84121840570316, "distance_from_ma200_pct": 22.618938467367066, "distance_from_ma50_pct": 10.444001089481446, "volatility_20d_pct": 86.87319350894128, "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": "AIG_CFD.US", "name": "", "sector": "", "last_price": 75.98, "change_1d_pct": 2.5509515454177345, "distance_from_ma200_pct": -5.288888833487682, "distance_from_ma50_pct": -3.262195354853825, "volatility_20d_pct": 64.93804366301129, "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": "IRM_CFD.US", "name": "", "sector": "", "last_price": 96.27, "change_1d_pct": 8.693688607880778, "distance_from_ma200_pct": 1.1043022101797417, "distance_from_ma50_pct": 10.49210131254561, "volatility_20d_pct": 65.77697558288025, "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": "FISV_CFD.US", "name": "", "sector": "", "last_price": 60.16, "change_1d_pct": 3.5277921183961336, "distance_from_ma200_pct": -50.07145690758406, "distance_from_ma50_pct": -8.60809644762589, "volatility_20d_pct": 56.02902546917359, "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": "GBF_CFD.DE", "name": "", "sector": "", "last_price": 129.193, "change_1d_pct": 6.594884488448849, "distance_from_ma200_pct": 37.10633188056778, "distance_from_ma50_pct": 15.679463848567021, "volatility_20d_pct": 52.866684685412245, "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": "FORTUM_CFD.FI", "name": "", "sector": "", "last_price": 19.35, "change_1d_pct": 1.229400993983809, "distance_from_ma200_pct": 15.779487644354152, "distance_from_ma50_pct": 3.7418923164519224, "volatility_20d_pct": 64.51240491617641, "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": "JBLU_CFD.US", "name": "", "sector": "", "last_price": 6.17, "change_1d_pct": 10.77199281867145, "distance_from_ma200_pct": 29.773159881794943, "distance_from_ma50_pct": 23.365457671851875, "volatility_20d_pct": 129.86265850928896, "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": "snapshot_ok_prices_technicals_only"}, {"symbol": "CPB_CFD.US", "name": "", "sector": "", "last_price": 28.52, "change_1d_pct": 6.0617329862402425, "distance_from_ma200_pct": -9.001860165340947, "distance_from_ma50_pct": 2.027674827926673, "volatility_20d_pct": 57.55424281400177, "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": "FLO_CFD.US", "name": "", "sector": "", "last_price": 11.75, "change_1d_pct": 5.004468275245766, "distance_from_ma200_pct": -15.301275166333884, "distance_from_ma50_pct": 7.243255083786648, "volatility_20d_pct": 61.10312135408288, "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": "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"]}}Output JSON
{
"selected_stocks": [
{
"symbol": "FLTR_CFD.UK",
"selection_reason": "Strong oversold signal: -25.8% daily drop, -37.1% from MA200, -32.4% from MA50 with manageable 128.7% volatility",
"mean_reversion_score": 85
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Deep oversold: -37.9% daily drop, -38.3% from MA200, -34.5% from MA50 with 121.6% volatility",
"mean_reversion_score": 82
},
{
"symbol": "ICG_CFD.UK",
"selection_reason": "Clear oversold: -16.9% daily drop, -15.9% from MA200, -14.3% from MA50 with moderate 68.0% volatility",
"mean_reversion_score": 78
},
{
"symbol": "DHER_CFD.DE",
"selection_reason": "Oversold with bounce potential: -9.7% daily drop, -4.5% from MA200, -0.7% from MA50 with 106.2% volatility",
"mean_reversion_score": 75
},
{
"symbol": "G_CFD.US",
"selection_reason": "Short-term oversold: +2.1% daily but -9.5% from MA200, -12.9% from MA50 with moderate 67.2% volatility",
"mean_reversion_score": 72
}
],
"rejected_common_reasons": [
"Extreme volatility (IRBT at 787%) suggests binary event rather than tradable mean reversion",
"Stocks showing positive momentum (BBOX, GSK, CCL, GNS, HMSO, JBLU, BOY) not suitable for mean reversion buys",
"Minimal price movement (HIAB, BATS, MAN) lacks mean reversion opportunity",
"Unknown sector data prevents proper concentration risk assessment"
]
}#117 • openrouter • minimax/minimax-m2.1 • 2026-02-09T17:41:21.191714+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": "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": "FLTR_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Strong oversold signal: -25.8% daily drop, -37.1% from MA200, -32.4% from MA50 with manageable 128.7% volatility"}, {"symbol": "AUTO_CFD.UK", "mean_reversion_score": 82, "selection_reason": "Deep oversold: -37.9% daily drop, -38.3% from MA200, -34.5% from MA50 with 121.6% volatility"}, {"symbol": "ICG_CFD.UK", "mean_reversion_score": 78, "selection_reason": "Clear oversold: -16.9% daily drop, -15.9% from MA200, -14.3% from MA50 with moderate 68.0% volatility"}, {"symbol": "DHER_CFD.DE", "mean_reversion_score": 75, "selection_reason": "Oversold with bounce potential: -9.7% daily drop, -4.5% from MA200, -0.7% from MA50 with 106.2% volatility"}, {"symbol": "G_CFD.US", "mean_reversion_score": 72, "selection_reason": "Short-term oversold: +2.1% daily but -9.5% from MA200, -12.9% from MA50 with moderate 67.2% volatility"}], "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": "Highest mean reversion score (85); strongest oversold signal: -25.8% daily drop, -37.1% from MA200, -32.4% from MA50; attractive risk/reward for mean reversion play",
"symbol": "FLTR_CFD.UK",
"position_size": 3000
},
{
"reason": "Second highest mean reversion score (82); deep oversold conditions: -37.9% daily drop, -38.3% from MA200, -34.5% from MA50; strong bounce potential",
"symbol": "AUTO_CFD.UK",
"position_size": 3000
}
],
"hold": [
{
"reason": "Lower mean reversion score (78) compared to top 2 candidates; prefer concentrated position sizing with strongest signals given empty portfolio",
"symbol": "ICG_CFD.UK"
},
{
"reason": "Lower mean reversion score (75); insufficient upside vs top 2 picks with current position sizing constraints",
"symbol": "DHER_CFD.DE"
},
{
"reason": "Lower mean reversion score (72); weakest oversold signal in candidate set",
"symbol": "G_CFD.US"
}
],
"sell": []
},
"portfolio_rationale": "Empty portfolio with $10,000 equity. Selected top 2 mean reversion candidates per strategy rules: FLTR (score 85) and AUTO (score 82). Both show extreme oversold conditions with significant drops from moving averages. Fixed position size of $3,000 applied to each, deploying $6,000 total while preserving $4,000 cash buffer. Remaining candidates held due to lower scores and concentration discipline. Max 2 buys respected, no sells required for empty portfolio."
}Selection logs
#58 • stage1 • 2026-02-09T17:41:21.188243+00:00
{
"selected_stocks": [
{
"symbol": "FLTR_CFD.UK",
"selection_reason": "Strong oversold signal: -25.8% daily drop, -37.1% from MA200, -32.4% from MA50 with manageable 128.7% volatility",
"mean_reversion_score": 85
},
{
"symbol": "AUTO_CFD.UK",
"selection_reason": "Deep oversold: -37.9% daily drop, -38.3% from MA200, -34.5% from MA50 with 121.6% volatility",
"mean_reversion_score": 82
},
{
"symbol": "ICG_CFD.UK",
"selection_reason": "Clear oversold: -16.9% daily drop, -15.9% from MA200, -14.3% from MA50 with moderate 68.0% volatility",
"mean_reversion_score": 78
},
{
"symbol": "DHER_CFD.DE",
"selection_reason": "Oversold with bounce potential: -9.7% daily drop, -4.5% from MA200, -0.7% from MA50 with 106.2% volatility",
"mean_reversion_score": 75
},
{
"symbol": "G_CFD.US",
"selection_reason": "Short-term oversold: +2.1% daily but -9.5% from MA200, -12.9% from MA50 with moderate 67.2% volatility",
"mean_reversion_score": 72
}
],
"rejected_common_reasons": [
"Extreme volatility (IRBT at 787%) suggests binary event rather than tradable mean reversion",
"Stocks showing positive momentum (BBOX, GSK, CCL, GNS, HMSO, JBLU, BOY) not suitable for mean reversion buys",
"Minimal price movement (HIAB, BATS, MAN) lacks mean reversion opportunity",
"Unknown sector data prevents proper concentration risk assessment"
]
}