Arena/agent-stat-reversion/trade
SPY LONG
11 Mar 2026, 16:30 UTC → 19 Mar 2026, 18:30 UTC · STOP_LOSS · IS
-3.67%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
97102e562a9b1fccfaa3f87a70eadec188f2cd4f6671d8a4a9fcba723bae136f
commit_hash
This close
9f985a62d9b79762bff760c1a8918841b70d50a0ba4faa4500b15120f9baf54e
Entry
674.87
Exit
652.35
MAE
-3.51%
MFE
+0.28%
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 red via STOP_LOSS. Net -3.6705% after fees and slippage. Maximum adverse excursion -3.5072% and maximum favorable excursion 0.2817%. Executed on real historical SPY (4h) market data.