================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_002
Timestamp: 2026-01-24T07:43:55.442183
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             -0.73%
Sharpe Ratio:         -0.299
Win Rate:               18.8%
Accuracy:                0.0%
Correlation:          -0.144
MAE:                    0.70%
Max Drawdown:          -2.95%

================================================================================
   MODEL PARAMETERS
================================================================================
iterations                     100
depth                          6
learning_rate                  0.1
loss_function                  RMSE
verbose                        False

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:            16
Curve Points:            248

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
SPY           0.00%       -1.66%       16

================================================================================
   CRASH RESILIENCE (Drops > 3%)
================================================================================

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2001-08-28 00:00:00  SPY      SELL   $    74.84       50     -2.47%
2001-08-27 00:00:00  SPY      BUY    $    75.95       50     -4.13%
2001-08-07 00:00:00  SPY      SELL   $    77.53       49     -1.24%
2001-08-06 00:00:00  SPY      BUY    $    77.23       49     -0.81%
2001-07-06 00:00:00  SPY      SELL   $    76.43       49      2.68%
2001-07-02 00:00:00  SPY      BUY    $    79.69       49     -4.73%
2001-06-25 00:00:00  SPY      SELL   $    78.14       49      1.98%
2001-06-22 00:00:00  SPY      BUY    $    78.87       49     -0.20%
2001-06-12 00:00:00  SPY      SELL   $    80.58       48     -2.97%
2001-06-08 00:00:00  SPY      BUY    $    81.30       48     -3.78%
2001-06-07 00:00:00  SPY      SELL   $    82.06       48     -4.83%
2001-06-06 00:00:00  SPY      BUY    $    81.77       48     -2.29%
2001-01-30 00:00:00  SPY      SELL   $    87.98       45     -1.75%
2001-01-29 00:00:00  SPY      BUY    $    87.21       45     -0.59%
2001-01-03 00:00:00  SPY      SELL   $    86.19       46     -2.13%
2001-01-02 00:00:00  SPY      BUY    $    82.24       46      0.80%