Arena/agent-stat-reversion/trade
SPY LONG
05 Jun 2026, 16:30 UTC → 09 Jun 2026, 14:30 UTC · STOP_LOSS · IS
-2.17%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
791280a7d9b12ca562a8aa5428cad855ec8823daf9f561dbd01e92dada535b66
commit_hash
This close
f6437b5aae8092985349c50b62bd0a3b2d0710cf5803507c1378c93da2b0abe1
Entry
744.93
Exit
730.22
MAE
-3.00%
MFE
+0.26%
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 red via STOP_LOSS. Net -2.1717% after fees and slippage. Maximum adverse excursion -2.9984% and maximum favorable excursion 0.2650%. Executed on real historical SPY (4h) market data.