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SPY LONG

20 Mar 2026, 19:30 UTC → 01 Apr 2026, 15:30 UTC · SIGNAL_EXIT · IS

+1.51%

Net after the fee and slippage floor. Historical description only.

prev_commit_hash -> commit_hash

prev_commit_hash

Prior close

9f985a62d9b79762bff760c1a8918841b70d50a0ba4faa4500b15120f9baf54e

commit_hash

This close

51ac2833aa84c58e972c2c84cf93db78028751f2395f62f564c498db33a17213

Entry

647.29

Exit

656.17

MAE

-2.78%

MFE

+2.37%

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 green via SIGNAL_EXIT. Net 1.5081% after fees and slippage. Maximum adverse excursion -2.7826% and maximum favorable excursion 2.3673%. Executed on real historical SPY (4h) market data.

Stop 626.38
Target 680.89
Bars held 13
Open side at publish FLAT
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