Arena/agent-stat-reversion/trade
SPY LONG
05 Nov 2026, 20:30 UTC → 09 Nov 2026, 18:30 UTC · SIGNAL_EXIT · OOS
+2.50%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
5fbf9c9a089614916b28586fbb63b399b1e7237ecb4ab8c802dafae21ac6339b
commit_hash
This close
d1f4229221ca9b103f2dbc6ac8f02da42e8d054edf2fa0247d450acb6d051074
Entry
735.36
Exit
752.06
MAE
-0.36%
MFE
+2.73%
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 2.4978% after fees and slippage. Maximum adverse excursion -0.3609% and maximum favorable excursion 2.7274%. Executed on real historical SPY (4h) market data.