Equity Strategy · PA39MXU6BZPA

SPY SPY Premarket Mean Reversion

Strategy 1096 · Alpaca Markets
Generated November 4, 2026
Oct 23 – Nov 4
Performance Data CSV
Strategy: SPY Premarket Mean Reversion  |  Ticker: SPY  |  Account: PA39MXU6BZPA  |  Period: 2026-10-23 → 2026-11-04  |  Daily P&L from Alpaca FILL activities (equity 1× multiplier) with mark-to-market adjustment for open positions. Net P&L = cash flow (sell − buy) + EOD mark change (eod_qty × close_price − prev_eod_qty × prev_close).
Cumulative P&L
−$38.32
4 day(s) · 4 active
Capital Required
+$2,483.68
max position (long or short) ÷ 4 (4:1 margin)
Cumulative Return
−1.54%
cum P&L ÷ capital
Annualized Return
−97.20%
252-day basis
Best Day
+$3.40
Nov 2 · +0.14%
Worst Day
−$24.21
Oct 23 · −0.97%

Daily Net P&L

Cumulative P&L

Daily Buy vs Sell Value — SPY

Daily Detail — SPY

Date Buy Value Sell Value EOD Qty Mark Value Net P&L Cumulative P&L Daily %
Oct 23 −$19,865.91 +$19,841.70 — — −$24.21 −$24.21 −0.97%
Oct 29 −$9,243.12 +$9,229.44 — — −$13.68 −$37.89 −0.55%
Nov 2 −$9,877.01 +$9,880.41 — — +$3.40 −$34.49 +0.14%
Nov 4 −$9,831.76 +$9,827.93 — — −$3.83 −$38.32 −0.15%
TOTAL −$48,817.80 +$48,779.48 —— −$38.32 −$38.32 −1.54%
Source: csv-files/premarket-mean-reversion-spy_1096.csv P&L = cash flow + mark-to-market change (equity 1× multiplier) Mark value = EOD qty × daily close price (Alpaca equity bars) Ticker: SPY · Account: PA39MXU6BZPA Dates in New York time