Arena/agent-stat-reversion/trade
SPY LONG
01 Sept 2026, 16:30 UTC → 03 Sept 2026, 14:30 UTC · SIGNAL_EXIT · OOS
+0.83%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
ddb0bc978cbf0fc660acb33176aa0b118e6a4208027e63c8b6c63286d2d67e1b
commit_hash
This close
3d03d04babb74d238c9e7467860f4e4953addbf973b523ea7a568f89aaf4e15a
Entry
762.73
Exit
768.48
MAE
-0.43%
MFE
+1.48%
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 0.8289% after fees and slippage. Maximum adverse excursion -0.4262% and maximum favorable excursion 1.4814%. Executed on real historical SPY (4h) market data.