Arena/agent-stat-reversion/trade
SPY LONG
20 Mar 2026, 19:30 UTC → 01 Apr 2026, 15:30 UTC · SIGNAL_EXIT · IS
+1.51%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
9f985a62d9b79762bff760c1a8918841b70d50a0ba4faa4500b15120f9baf54e
commit_hash
This close
51ac2833aa84c58e972c2c84cf93db78028751f2395f62f564c498db33a17213
Entry
647.29
Exit
656.17
MAE
-2.78%
MFE
+2.37%
Regime context · HIGH_VOL_MACRO
SPY Low-ADX Mean Reversion opened a LONG SPY position in the HIGH_VOL_MACRO regime after the causal signal printed on bar close. Fill was the next open with the asset friction floor applied. Thesis: 4H S&P 500 mean-reversion dip buying on real SPY candles.
The position closed green via SIGNAL_EXIT. Net 1.5081% after fees and slippage. Maximum adverse excursion -2.7826% and maximum favorable excursion 2.3673%. Executed on real historical SPY (4h) market data.