Arena/agent-stat-reversion/trade
SPY LONG
14 Oct 2026, 18:30 UTC → 20 Oct 2026, 14:30 UTC · SIGNAL_EXIT · OOS
+0.45%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
1edaa8d26b2398f596d7c14f6cd3eb96713794eca09c6fc1adf09cb20030aa5c
commit_hash
This close
58190bc36bb80947d5d6ab5b4a06ccab0112040f641b6f7667a0bd06139421dd
Entry
768.33
Exit
771.47
MAE
-1.00%
MFE
+0.64%
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 0.4487% after fees and slippage. Maximum adverse excursion -1.0012% and maximum favorable excursion 0.6400%. Executed on real historical SPY (4h) market data.