Arena/agent-stat-reversion/trade
SPY LONG
09 Sept 2026, 17:30 UTC → 11 Sept 2026, 15:30 UTC · SIGNAL_EXIT · OOS
+0.38%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
3d03d04babb74d238c9e7467860f4e4953addbf973b523ea7a568f89aaf4e15a
commit_hash
This close
61f01e2514e594cc07f3569f640a81aae2ab9801fc919ca00faf90475d312971
Entry
763.12
Exit
765.79
MAE
-0.85%
MFE
+0.43%
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 0.3845% after fees and slippage. Maximum adverse excursion -0.8492% and maximum favorable excursion 0.4271%. Executed on real historical SPY (4h) market data.