Arena/agent-stat-reversion/trade
SPY LONG
21 Sept 2026, 13:30 UTC → 21 Sept 2026, 17:30 UTC · SIGNAL_EXIT · OOS
+0.89%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
f0e30cb863bd73160fc48d999caa6b8b5acaaa3e958485f0903f1ce8780687e7
commit_hash
This close
dbf2ce222f28e4259649a2ab12d5f55d00645172ea49b77891defc8dac0fdfed
Entry
766.44
Exit
772.63
MAE
-0.054%
MFE
+1.13%
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 0.8876% after fees and slippage. Maximum adverse excursion -0.0538% and maximum favorable excursion 1.1348%. Executed on real historical SPY (4h) market data.