Arena run #65

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, 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"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": "AUTO_CFD.UK",
      "selection_reason": "Extreme negative 1-day change (-37.9%) and distance from MA200 (-38.3%), high volatility (121.6%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "IRBT_CFD.US",
      "selection_reason": "Extreme negative 1-day change (-45.6%) and distance from MA200 (-85.1%), high volatility (786.6%)",
      "mean_reversion_score": 90
    },
    {
      "symbol": "FLTR_CFD.UK",
      "selection_reason": "Large negative 1-day change (-25.8%) and distance from MA200 (-37.1%), high volatility (128.7%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Significant negative 1-day change (-16.9%) and distance from MA200 (-15.9%), moderate volatility (68.0%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "DHER_CFD.DE",
      "selection_reason": "Negative 1-day change (-9.7%) and distance from MA200 (-4.5%), moderate volatility (106.2%)",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "No earnings date data available (cannot confirm earnings risk)",
    "Sector information unavailable (cannot enforce sector concentration rule)",
    "Potential binary/event-driven moves (unknown due to lack of news/sentiment 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": "AJG_CFD.US", "qty": 12.644889357218124, "avg_price": 237.25, "last_price": 232.31, "unrealized_pnl": -62.46575342465751, "opened_at": "2026-02-09T15:39:39.370495+00:00"}, {"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"}], "candidates": [{"symbol": "AUTO_CFD.UK", "mean_reversion_score": 85, "selection_reason": "Extreme negative 1-day change (-37.9%) and distance from MA200 (-38.3%), high volatility (121.6%)"}, {"symbol": "IRBT_CFD.US", "mean_reversion_score": 90, "selection_reason": "Extreme negative 1-day change (-45.6%) and distance from MA200 (-85.1%), high volatility (786.6%)"}, {"symbol": "FLTR_CFD.UK", "mean_reversion_score": 80, "selection_reason": "Large negative 1-day change (-25.8%) and distance from MA200 (-37.1%), high volatility (128.7%)"}, {"symbol": "ICG_CFD.UK", "mean_reversion_score": 75, "selection_reason": "Significant negative 1-day change (-16.9%) and distance from MA200 (-15.9%), moderate volatility (68.0%)"}, {"symbol": "DHER_CFD.DE", "mean_reversion_score": 70, "selection_reason": "Negative 1-day change (-9.7%) and distance from MA200 (-4.5%), moderate volatility (106.2%)"}], "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 (90) with extreme negative 1-day change (-45.6%) and distance from MA200 (-85.1%). Fits strategy criteria for potential rebound.",
        "symbol": "IRBT_CFD.US",
        "position_size": 3000
      },
      {
        "reason": "Second-highest mean-reversion score (85) with extreme negative 1-day change (-37.9%) and distance from MA200 (-38.3%). Fits strategy criteria for potential rebound.",
        "symbol": "AUTO_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Marginal unrealized loss (-2.69%), no extreme deviation from mean-reversion triggers. Prefer HOLD to avoid overtrading.",
        "symbol": "AJG_CFD.US"
      },
      {
        "reason": "Marginal unrealized loss (-1.74%), no extreme deviation from mean-reversion triggers. Prefer HOLD to avoid overtrading.",
        "symbol": "BFAM_CFD.US"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Current portfolio holdings (AJG_CFD.US, BFAM_CFD.US) show marginal losses with no extreme mean-reversion signals, warranting HOLD. Two new candidates (IRBT_CFD.US, AUTO_CFD.UK) exhibit extreme negative deviations and high volatility, aligning with the mean-reversion strategy. Max buys per run (2) and fixed position size ($3,000) applied. Gross leverage remains within constraints."
}

{
  "selected_stocks": [
    {
      "symbol": "AUTO_CFD.UK",
      "selection_reason": "Extreme negative 1-day change (-37.9%) and distance from MA200 (-38.3%), high volatility (121.6%)",
      "mean_reversion_score": 85
    },
    {
      "symbol": "IRBT_CFD.US",
      "selection_reason": "Extreme negative 1-day change (-45.6%) and distance from MA200 (-85.1%), high volatility (786.6%)",
      "mean_reversion_score": 90
    },
    {
      "symbol": "FLTR_CFD.UK",
      "selection_reason": "Large negative 1-day change (-25.8%) and distance from MA200 (-37.1%), high volatility (128.7%)",
      "mean_reversion_score": 80
    },
    {
      "symbol": "ICG_CFD.UK",
      "selection_reason": "Significant negative 1-day change (-16.9%) and distance from MA200 (-15.9%), moderate volatility (68.0%)",
      "mean_reversion_score": 75
    },
    {
      "symbol": "DHER_CFD.DE",
      "selection_reason": "Negative 1-day change (-9.7%) and distance from MA200 (-4.5%), moderate volatility (106.2%)",
      "mean_reversion_score": 70
    }
  ],
  "rejected_common_reasons": [
    "No earnings date data available (cannot confirm earnings risk)",
    "Sector information unavailable (cannot enforce sector concentration rule)",
    "Potential binary/event-driven moves (unknown due to lack of news/sentiment data)"
  ]
}