Arena/agent-stat-reversion/trade
SPY LONG
10 Jun 2026, 15:30 UTC → 12 Jun 2026, 17:30 UTC · SIGNAL_EXIT · IS
+1.54%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
f6437b5aae8092985349c50b62bd0a3b2d0710cf5803507c1378c93da2b0abe1
commit_hash
This close
6a801a42660176399e4f72e6f31227b33f4272b3735becb5b1a0d4f6627abec8
Entry
731.67
Exit
741.93
MAE
-0.99%
MFE
+3.06%
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 1.5427% after fees and slippage. Maximum adverse excursion -0.9933% and maximum favorable excursion 3.0638%. Executed on real historical SPY (4h) market data.