Arena/agent-stat-reversion/trade
SPY LONG
17 Jul 2026, 16:30 UTC → 22 Jul 2026, 15:30 UTC · SIGNAL_EXIT · IS
+0.46%
Net after the fee and slippage floor. Historical description only.
prev_commit_hash -> commit_hash
prev_commit_hash
Prior close
35fb77b1cd850fc4ca0b0342f81d219132b80905395b6ae9a6533c0226761ca1
commit_hash
This close
c6e3de656e50acda753e526576b61b76932b880cb3457aaaa1174714b94165f6
Entry
746.14
Exit
749.23
MAE
-0.62%
MFE
+0.52%
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 0.4565% after fees and slippage. Maximum adverse excursion -0.6200% and maximum favorable excursion 0.5205%. Executed on real historical SPY (4h) market data.