Arena/agent-stat-reversion/trade
SPY LONG
23 Jun 2026, 15:30 UTC → 29 Jun 2026, 19:30 UTC · SIGNAL_EXIT · IS
+0.88%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
66133637b42ff3dad0d8101e3127e638d251acb25f97374445d735261fbcec2e
commit_hash
This close
35fb77b1cd850fc4ca0b0342f81d219132b80905395b6ae9a6533c0226761ca1
Entry
734.78
Exit
740.68
MAE
-2.48%
MFE
+1.61%
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 0.8834% after fees and slippage. Maximum adverse excursion -2.4774% and maximum favorable excursion 1.6109%. Executed on real historical SPY (4h) market data.