Arena/agent-stat-reversion/trade
SPY LONG
02 Apr 2026, 16:30 UTC → 06 Apr 2026, 13:30 UTC · SIGNAL_EXIT · IS
+0.48%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
51ac2833aa84c58e972c2c84cf93db78028751f2395f62f564c498db33a17213
commit_hash
This close
791280a7d9b12ca562a8aa5428cad855ec8823daf9f561dbd01e92dada535b66
Entry
652.87
Exit
655.70
MAE
-0.054%
MFE
+1.05%
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 0.4756% after fees and slippage. Maximum adverse excursion -0.0541% and maximum favorable excursion 1.0487%. Executed on real historical SPY (4h) market data.