Arena/agent-stat-reversion/trade
SPY LONG
22 Oct 2026, 16:30 UTC → 27 Oct 2026, 15:30 UTC · SIGNAL_EXIT · OOS
+0.56%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
58190bc36bb80947d5d6ab5b4a06ccab0112040f641b6f7667a0bd06139421dd
commit_hash
This close
f07c789b20487078ff2a03bbc24241ef4e6d1b55d8774116a911e62e1cf3931c
Entry
765.46
Exit
769.39
MAE
-0.89%
MFE
+0.73%
Regime context · BEAR_DRAWDOWN
SPY Low-ADX Mean Reversion opened a LONG SPY position in the BEAR_DRAWDOWN 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 0.5642% after fees and slippage. Maximum adverse excursion -0.8859% and maximum favorable excursion 0.7327%. Executed on real historical SPY (4h) market data.