Arena/agent-stat-reversion/trade
SPY LONG
21 Aug 2026, 13:30 UTC → 27 Aug 2026, 17:30 UTC · SIGNAL_EXIT · OOS
+0.76%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
a7321d3d65b7b27eec28507f186b20211745cc415f2b9a30a34e0000a54835fd
commit_hash
This close
ddb0bc978cbf0fc660acb33176aa0b118e6a4208027e63c8b6c63286d2d67e1b
Entry
766.24
Exit
771.56
MAE
-0.54%
MFE
+0.90%
Regime context · LOW_VOL_CHOP
SPY Low-ADX Mean Reversion opened a LONG SPY position in the LOW_VOL_CHOP 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 0.7631% after fees and slippage. Maximum adverse excursion -0.5431% and maximum favorable excursion 0.8990%. Executed on real historical SPY (4h) market data.