Arena/agent-stat-reversion/trade
SPY LONG
23 Jul 2026, 16:30 UTC → 31 Jul 2026, 14:30 UTC · SIGNAL_EXIT · IS
+0.098%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
c6e3de656e50acda753e526576b61b76932b880cb3457aaaa1174714b94165f6
commit_hash
This close
a7321d3d65b7b27eec28507f186b20211745cc415f2b9a30a34e0000a54835fd
Entry
739.63
Exit
740.29
MAE
-1.42%
MFE
+0.93%
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 0.0982% after fees and slippage. Maximum adverse excursion -1.4243% and maximum favorable excursion 0.9282%. Executed on real historical SPY (4h) market data.