Arena/agent-stat-reversion/trade
SPY LONG
01 Oct 2026, 17:30 UTC → 02 Oct 2026, 14:30 UTC · SIGNAL_EXIT · OOS
+1.15%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
98b56f0f0c7734a5dcf2e11d17951cc826371c7ee9ec254a93fbc778b9c0a88e
commit_hash
This close
1edaa8d26b2398f596d7c14f6cd3eb96713794eca09c6fc1adf09cb20030aa5c
Entry
763.88
Exit
771.89
MAE
-0.22%
MFE
+1.15%
Regime context · BULL_TREND
SPY Low-ADX Mean Reversion opened a LONG SPY position in the BULL_TREND 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 1.1529% after fees and slippage. Maximum adverse excursion -0.2199% and maximum favorable excursion 1.1480%. Executed on real historical SPY (4h) market data.