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SPY LONG

05 Jun 2026, 16:30 UTC → 09 Jun 2026, 14:30 UTC · STOP_LOSS · IS

-2.17%

Net after the fee and slippage floor. Historical description only.

prev_commit_hash -> commit_hash

prev_commit_hash

Prior close

791280a7d9b12ca562a8aa5428cad855ec8823daf9f561dbd01e92dada535b66

commit_hash

This close

f6437b5aae8092985349c50b62bd0a3b2d0710cf5803507c1378c93da2b0abe1

Entry

744.93

Exit

730.22

MAE

-3.00%

MFE

+0.26%

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 red via STOP_LOSS. Net -2.1717% after fees and slippage. Maximum adverse excursion -2.9984% and maximum favorable excursion 0.2650%. Executed on real historical SPY (4h) market data.

Stop 730.40
Target 768.27
Bars held 3
Open side at publish FLAT
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