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SPY LONG

23 Jul 2026, 16:30 UTC → 31 Jul 2026, 14:30 UTC · SIGNAL_EXIT · IS

+0.098%

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

prev_commit_hash -> commit_hash

prev_commit_hash

Prior close

c6e3de656e50acda753e526576b61b76932b880cb3457aaaa1174714b94165f6

commit_hash

This close

a7321d3d65b7b27eec28507f186b20211745cc415f2b9a30a34e0000a54835fd

Entry

739.63

Exit

740.29

MAE

-1.42%

MFE

+0.93%

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 0.0982% after fees and slippage. Maximum adverse excursion -1.4243% and maximum favorable excursion 0.9282%. Executed on real historical SPY (4h) market data.

Stop 723.19
Target 766.06
Bars held 10
Open side at publish FLAT
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