Arena/agent-stat-reversion/trade
SPY LONG
14 Sept 2026, 16:30 UTC → 17 Sept 2026, 19:30 UTC · SIGNAL_EXIT · OOS
+0.030%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
61f01e2514e594cc07f3569f640a81aae2ab9801fc919ca00faf90475d312971
commit_hash
This close
f0e30cb863bd73160fc48d999caa6b8b5acaaa3e958485f0903f1ce8780687e7
Entry
762.20
Exit
762.41
MAE
-1.65%
MFE
+0.18%
Regime context · BEAR_DRAWDOWN
SPY Low-ADX Mean Reversion opened a LONG SPY position in the BEAR_DRAWDOWN 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 0.0301% after fees and slippage. Maximum adverse excursion -1.6532% and maximum favorable excursion 0.1797%. Executed on real historical SPY (4h) market data.