================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_003
Timestamp: 2026-01-24T07:44:25.258275
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             -9.22%
Sharpe Ratio:         -1.649
Win Rate:               45.7%
Accuracy:                0.0%
Correlation:          -0.167
MAE:                    0.58%
Max Drawdown:          -9.93%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:            92
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
CNC           0.00%        7.63%        2
DDS           0.00%        4.47%        2
NEM           0.00%        3.63%        4
FCX           0.00%        2.58%        4
R             0.00%        2.21%        2
LMT           0.00%        1.32%        4
KLAC          0.00%        1.06%        2
ADBE          0.00%        1.04%        2
HAL           0.00%        0.84%        6
TXT           0.00%        0.80%        2
BA            0.00%        0.75%        2
ITT           0.00%        0.55%        2
AMAT          0.00%        0.48%        2
DVN           0.00%        0.04%        4
EMN           0.00%       -0.06%        4
EFX           0.00%       -0.47%        2
NBR           0.00%       -0.72%        4
ECL           0.00%       -0.87%        2
SPY           0.00%       -1.23%       18
BC            0.00%       -1.47%        2
LPX           0.00%       -1.61%        4
A             0.00%       -1.81%        2
TER           0.00%       -3.30%        4
CMI           0.00%       -4.74%        2
IFF           0.00%       -5.45%        2
NSC           0.00%       -5.63%        4
DRI           0.00%       -7.66%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2002-06-04 00:00:00  SPY      SELL   $    67.85       51     -2.55%
2002-06-03 00:00:00  SPY      BUY    $    67.68       51     -0.60%
2002-05-29 00:00:00  SPY      SELL   $    69.58       49     -1.58%
2002-05-23 00:00:00  SPY      BUY    $    71.40       49     -2.62%
2002-05-22 00:00:00  SPY      SELL   $    70.64       49     -1.78%
2002-05-15 00:00:00  SPY      BUY    $    71.19       49     -0.77%
2002-04-24 00:00:00  TER      SELL   $    30.24       15      2.65%
2002-04-24 00:00:00  ITT      SELL   $     8.48       65      2.88%
2002-04-24 00:00:00  LMT      SELL   $    32.59       16      2.99%
2002-04-24 00:00:00  NEM      SELL   $    19.46       29      1.27%
2002-04-24 00:00:00  FCX      SELL   $     5.12      106      1.08%
2002-04-24 00:00:00  HAL      SELL   $     6.04       91     -1.58%
2002-04-24 00:00:00  SPY      SELL   $    70.95       50     -0.21%
2002-04-24 00:00:00  CMI      SELL   $     6.43       74     -4.24%
2002-04-24 00:00:00  LPX      SELL   $     8.64       59      3.27%
2002-04-24 00:00:00  IFF      SELL   $    20.86       25     -7.75%
2002-04-16 00:00:00  TER      BUY    $    36.35       15    -12.18%
2002-04-10 00:00:00  CMI      BUY    $     7.43       74     -5.24%
2002-04-10 00:00:00  IFF      BUY    $    21.91       25     -3.14%
2002-04-10 00:00:00  LMT      BUY    $    32.54       16     -1.56%
2002-04-10 00:00:00  FCX      BUY    $     5.15      106      3.83%
2002-04-10 00:00:00  ITT      BUY    $     8.44       65     -1.77%
2002-04-10 00:00:00  LPX      BUY    $     9.27       59      1.44%
2002-04-10 00:00:00  HAL      BUY    $     6.01       91      2.27%
2002-04-10 00:00:00  NEM      BUY    $    18.74       29      3.23%
2002-04-05 00:00:00  SPY      BUY    $    73.08       50     -1.13%
2002-04-04 00:00:00  NBR      SELL   $   889.04        1     -2.79%
2002-04-04 00:00:00  AMAT     SELL   $    19.59       49     -6.78%
2002-04-04 00:00:00  LMT      SELL   $    31.51       29      2.12%
2002-04-04 00:00:00  NEM      SELL   $    18.50       52      0.94%
2002-04-04 00:00:00  FCX      SELL   $     5.01      191      1.16%
2002-04-04 00:00:00  DVN      SELL   $    14.24       62      1.13%
2002-04-04 00:00:00  HAL      SELL   $     5.71      163      3.35%
2002-04-04 00:00:00  KLAC     SELL   $    34.57       26     -2.88%
2002-04-04 00:00:00  SPY      SELL   $    73.06        8     -1.85%
2002-04-04 00:00:00  R        SELL   $    15.99       36      3.45%
2002-04-04 00:00:00  DDS      SELL   $    14.76       39      6.91%
2002-04-02 00:00:00  SPY      BUY    $    73.89        8     -1.58%
2002-04-01 00:00:00  TER      SELL   $    36.07       26     -6.86%
2002-04-01 00:00:00  EMN      SELL   $    11.32       79     -0.27%
2002-04-01 00:00:00  NSC      SELL   $    14.11       64     -1.67%
2002-04-01 00:00:00  DVN      BUY    $    14.96       62     -3.12%
2002-04-01 00:00:00  NBR      BUY    $   910.40        1     -2.23%
2002-04-01 00:00:00  LMT      BUY    $    31.51       29      1.71%
2002-03-26 00:00:00  EMN      BUY    $    11.49       79     -3.53%
2002-03-26 00:00:00  FCX      BUY    $     4.77      191      4.26%
2002-03-26 00:00:00  NSC      BUY    $    14.23       64     -6.95%
2002-03-26 00:00:00  HAL      BUY    $     5.58      163      1.77%
2002-03-26 00:00:00  DVN      SELL   $    14.43       40      2.80%
2002-03-26 00:00:00  EFX      SELL   $    23.65       38      0.92%