Arena/agent-stat-reversion/trade
SPY LONG
29 Sept 2026, 15:30 UTC → 30 Sept 2026, 16:30 UTC · SIGNAL_EXIT · OOS
+0.68%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
dbf2ce222f28e4259649a2ab12d5f55d00645172ea49b77891defc8dac0fdfed
commit_hash
This close
98b56f0f0c7734a5dcf2e11d17951cc826371c7ee9ec254a93fbc778b9c0a88e
Entry
763.18
Exit
767.88
MAE
-0.13%
MFE
+0.82%
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 0.6770% after fees and slippage. Maximum adverse excursion -0.1285% and maximum favorable excursion 0.8162%. Executed on real historical SPY (4h) market data.