Arena run #66

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": "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": "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"}], "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": "CPG_CFD.UK",
      "selection_reason": "Moderate 1d drop (-3.17%) with price below MA50 (-5.70%) and MA200 (-11.98%); volatility elevated but not extreme vs peers in list.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "BPT_CFD.UK",
      "selection_reason": "Pullback (-5.91%) with price below MA50 (-7.55%) and MA200 (-11.48%); setup fits short-term oversold mean-reversion candidate.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "FLTR_CFD.UK",
      "selection_reason": "Very large 1d selloff (-25.78%) and far below MA50 (-32.35%) / MA200 (-37.11%); potential snapback but volatility is high, increasing event-risk.",
      "mean_reversion_score": 40
    },
    {
      "symbol": "BBOX_CFD.UK",
      "selection_reason": "Strong 1d surge (+15.60%) and extended above MA50 (+9.51%) / MA200 (+15.06%); less aligned with oversold mean-reversion (would be contrarian/short-side).",
      "mean_reversion_score": 22
    },
    {
      "symbol": "IRBT_CFD.US",
      "selection_reason": "Extremely volatile (20d vol ~786%) with very large 1d drop (-45.56%) and deep below MA50/MA200 (~-83%/-85%); looks highly idiosyncratic/binary despite oversold readings.",
      "mean_reversion_score": 10
    }
  ],
  "rejected_common_reasons": [
    "Earnings timing unknown (cannot enforce 'avoid earnings within 5 trading days')",
    "Potential event-driven/binary moves cannot be ruled out due to missing news/sentiment",
    "Very high short-term volatility increases mean-reversion failure risk",
    "Region mismatch risk (non-EU symbol present in EU scan: IRBT_CFD.US)",
    "Limited fundamentals/liquidity fields missing (market cap, avg volume USD null)"
  ]
}

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": "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": "ADP_CFD.US", "qty": 13.213530655391121, "avg_price": 227.04, "last_price": 227.01, "unrealized_pnl": -0.39640591966174865, "opened_at": "2026-02-09T15:39:39.370495+00:00"}, {"symbol": "ARCAD_CFD.NL", "qty": 77.92207792207792, "avg_price": 38.5, "last_price": 38.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-09T12:49:55.801202+00:00"}, {"symbol": "ATG_CFD.UK", "qty": 10.256410256410257, "avg_price": 292.5, "last_price": 292.5, "unrealized_pnl": 0.0, "opened_at": "2026-02-09T12:49:55.801202+00:00"}, {"symbol": "BFAM_CFD.US", "qty": 35.33568904593639, "avg_price": 84.9, "last_price": 83.85, "unrealized_pnl": -37.102473498233614, "opened_at": "2026-02-09T15:39:39.370495+00:00"}, {"symbol": "GO_CFD.US", "qty": 292.1129503407985, "avg_price": 10.27, "last_price": 10.15, "unrealized_pnl": -35.05355404089559, "opened_at": "2026-02-09T17:30:55.428193+00:00"}, {"symbol": "G_CFD.US", "qty": 75.47169811320755, "avg_price": 39.75, "last_price": 39.75, "unrealized_pnl": 0.0, "opened_at": "2026-02-09T17:30:55.428193+00:00"}], "candidates": [{"symbol": "CPG_CFD.UK", "mean_reversion_score": 72, "selection_reason": "Moderate 1d drop (-3.17%) with price below MA50 (-5.70%) and MA200 (-11.98%); volatility elevated but not extreme vs peers in list."}, {"symbol": "BPT_CFD.UK", "mean_reversion_score": 68, "selection_reason": "Pullback (-5.91%) with price below MA50 (-7.55%) and MA200 (-11.48%); setup fits short-term oversold mean-reversion candidate."}, {"symbol": "FLTR_CFD.UK", "mean_reversion_score": 40, "selection_reason": "Very large 1d selloff (-25.78%) and far below MA50 (-32.35%) / MA200 (-37.11%); potential snapback but volatility is high, increasing event-risk."}, {"symbol": "BBOX_CFD.UK", "mean_reversion_score": 22, "selection_reason": "Strong 1d surge (+15.60%) and extended above MA50 (+9.51%) / MA200 (+15.06%); less aligned with oversold mean-reversion (would be contrarian/short-side)."}, {"symbol": "IRBT_CFD.US", "mean_reversion_score": 10, "selection_reason": "Extremely volatile (20d vol ~786%) with very large 1d drop (-45.56%) and deep below MA50/MA200 (~-83%/-85%); looks highly idiosyncratic/binary despite oversold readings."}], "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 in the list (72): moderate 1d drop with price below MA50 and MA200, fitting the long mean-reversion setup without the extreme idiosyncratic risk seen in the most volatile candidates.",
        "symbol": "CPG_CFD.UK",
        "position_size": 3000
      },
      {
        "reason": "Strong mean-reversion setup (score 68): pullback with price below MA50 and MA200, consistent with oversold bounce potential; preferred over very high event-risk names (e.g., large crash/high vol candidates).",
        "symbol": "BPT_CFD.UK",
        "position_size": 3000
      }
    ],
    "hold": [
      {
        "reason": "Position opened recently with minimal move; no new risk signal provided and selling would be churn under overtrading constraints.",
        "symbol": "ADP_CFD.US"
      },
      {
        "reason": "No adverse information provided and price is unchanged vs entry; keep exposure rather than rotate without a clearly superior replacement.",
        "symbol": "ARCAD_CFD.NL"
      },
      {
        "reason": "No meaningful move or new risk/event info provided; maintain position to allow mean-reversion thesis time to play out.",
        "symbol": "ATG_CFD.UK"
      },
      {
        "reason": "Small drawdown shortly after entry; no additional data indicating thesis break—avoid premature stop-out/churn.",
        "symbol": "BFAM_CFD.US"
      },
      {
        "reason": "Modest pullback shortly after entry; absent new fundamentals/news, hold to avoid overtrading.",
        "symbol": "GO_CFD.US"
      },
      {
        "reason": "Flat since entry with no new signals; keep position rather than churn.",
        "symbol": "G_CFD.US"
      }
    ],
    "sell": []
  },
  "portfolio_rationale": "Maintain existing 6 positions to respect the strategy’s overtrading constraint (no clear thesis-break data provided). Add up to the max 2 buys using fixed position sizing into the top two oversold mean-reversion candidates (CPG, BPT). Avoid lower-quality or mismatch setups: FLTR/IRBT appear highly idiosyncratic/volatile (binary/event-risk), and BBOX is extended on a surge (not aligned with long mean-reversion). Resulting position count remains within max_positions and gross leverage remains within the 3.0 cap given the fixed $3,000 sizing."
}

{
  "selected_stocks": [
    {
      "symbol": "CPG_CFD.UK",
      "selection_reason": "Moderate 1d drop (-3.17%) with price below MA50 (-5.70%) and MA200 (-11.98%); volatility elevated but not extreme vs peers in list.",
      "mean_reversion_score": 72
    },
    {
      "symbol": "BPT_CFD.UK",
      "selection_reason": "Pullback (-5.91%) with price below MA50 (-7.55%) and MA200 (-11.48%); setup fits short-term oversold mean-reversion candidate.",
      "mean_reversion_score": 68
    },
    {
      "symbol": "FLTR_CFD.UK",
      "selection_reason": "Very large 1d selloff (-25.78%) and far below MA50 (-32.35%) / MA200 (-37.11%); potential snapback but volatility is high, increasing event-risk.",
      "mean_reversion_score": 40
    },
    {
      "symbol": "BBOX_CFD.UK",
      "selection_reason": "Strong 1d surge (+15.60%) and extended above MA50 (+9.51%) / MA200 (+15.06%); less aligned with oversold mean-reversion (would be contrarian/short-side).",
      "mean_reversion_score": 22
    },
    {
      "symbol": "IRBT_CFD.US",
      "selection_reason": "Extremely volatile (20d vol ~786%) with very large 1d drop (-45.56%) and deep below MA50/MA200 (~-83%/-85%); looks highly idiosyncratic/binary despite oversold readings.",
      "mean_reversion_score": 10
    }
  ],
  "rejected_common_reasons": [
    "Earnings timing unknown (cannot enforce 'avoid earnings within 5 trading days')",
    "Potential event-driven/binary moves cannot be ruled out due to missing news/sentiment",
    "Very high short-term volatility increases mean-reversion failure risk",
    "Region mismatch risk (non-EU symbol present in EU scan: IRBT_CFD.US)",
    "Limited fundamentals/liquidity fields missing (market cap, avg volume USD null)"
  ]
}