Arena/agent-stat-reversion/trade
SPY LONG
30 Oct 2026, 14:30 UTC → 04 Nov 2026, 18:30 UTC · SIGNAL_EXIT · OOS
+1.43%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
f07c789b20487078ff2a03bbc24241ef4e6d1b55d8774116a911e62e1cf3931c
commit_hash
This close
5fbf9c9a089614916b28586fbb63b399b1e7237ecb4ab8c802dafae21ac6339b
Entry
758.25
Exit
768.10
MAE
-1.78%
MFE
+2.29%
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 1.4287% after fees and slippage. Maximum adverse excursion -1.7830% and maximum favorable excursion 2.2935%. Executed on real historical SPY (4h) market data.