SPY · vwap-mr-v1
+0.10% · $2.29 · eod_flatten · value $2,307
| id | cdbcf8d3-188b-48e0-b8c6-689f2c5572ae |
| strategy | vwap-mr-v1 |
| symbol | SPY |
| side | long |
| qty | 3 |
| entryTime | 2026-08-28T17:02:52.79912039Z |
| entryPrice | 768.9867 |
| signalPrice | 768.82 |
| exitTime | 2026-08-28T19:58:13.76411135Z |
| exitPrice | 769.75 |
| exitReason | eod_flatten |
| plPct | 0.0993 |
| plUsd | 2.29 |
| holdingDays | 0.1218 |
| maePct | -0.088 |
| mfePct | 0.1162 |
| fees | 0 |
| entryOrderId | 22dcf079-dc6a-47cd-a805-1bdd80a0673b |
| exitOrderId | 53a1e572-4ae3-4a18-ae85-8cbdce375a1e |
Entry signal snapshot
| symbol | SPY |
| asOf | 2026-08-28T17:01:00Z |
| price | 768.82 |
| rsi14 | 56.1077 |
| rsi2 | 53.807 |
| pctChangeToday | -0.306 |
| ma20 | 769.1583 |
| ma50 | 753.9006 |
| ma200 | 709.8148 |
| pctFromMa50 | 1.979 |
| pctFromMa200 | 8.3128 |
| ma50SlopePct | 0.2913 |
| atr14 | 6.2427 |
| atrPct | 0.812 |
| relVolume | 0.4887 |
| spyAboveMa200 | true |
| rollingHigh20 | 779.37 |
| rollingLow10 | 762.07 |
| gapFromPriorClosePct | – |
| pctChangeSinceOpenAtEntry | -0.3784 |
| minutesSinceOpenAtEntry | 212 |