Arena/agent-stat-reversion/trade
SPY LONG
18 Jun 2026, 13:30 UTC → 18 Jun 2026, 17:30 UTC · SIGNAL_EXIT · IS
-0.083%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
6a801a42660176399e4f72e6f31227b33f4272b3735becb5b1a0d4f6627abec8
commit_hash
This close
66133637b42ff3dad0d8101e3127e638d251acb25f97374445d735261fbcec2e
Entry
747.95
Exit
747.38
MAE
-0.55%
MFE
+0.30%
Regime context · HIGH_VOL_MACRO
SPY Low-ADX Mean Reversion opened a LONG SPY position in the HIGH_VOL_MACRO 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 SIGNAL_EXIT. Net -0.0829% after fees and slippage. Maximum adverse excursion -0.5464% and maximum favorable excursion 0.2986%. Executed on real historical SPY (4h) market data.