================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_004
Timestamp: 2026-01-24T07:45:00.268441
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             77.42%
Sharpe Ratio:          1.947
Win Rate:               63.6%
Accuracy:                0.0%
Correlation:           0.003
MAE:                    0.54%
Max Drawdown:         -14.12%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           265
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
EHC           0.00%       12.37%        5
CFC           0.00%       10.53%        1
AMAT          0.00%        8.81%        2
SANM          0.00%        7.84%       10
WOR           0.00%        7.25%        1
TXN           0.00%        7.13%        4
PHM           0.00%        6.84%        1
INTC          0.00%        5.63%        6
FCX           0.00%        3.60%        8
MSI           0.00%        3.39%        6
CAT           0.00%        3.38%        6
ZBH           0.00%        3.12%        6
BBY           0.00%        3.05%       10
LPX           0.00%        2.90%       12
ADSK          0.00%        2.89%        3
THC           0.00%        2.82%        2
MO            0.00%        2.74%        6
TROW          0.00%        2.39%        2
ASH           0.00%        2.37%        6
HRB           0.00%        2.25%        2
TXT           0.00%        2.09%        3
EA            0.00%        2.08%        4
AMD           0.00%        2.03%        6
PCG           0.00%        1.80%       10
HUM           0.00%        1.75%        6
CMI           0.00%        1.47%       10
F             0.00%        1.46%        5
HOG           0.00%        1.01%        2
PH            0.00%        0.96%        2
M             0.00%        0.88%        4
NEM           0.00%        0.87%        2
ROK           0.00%        0.83%        3
AES           0.00%        0.54%        4
BSX           0.00%        0.38%        2
COF           0.00%        0.35%        8
ATI           0.00%        0.34%        3
CMS           0.00%        0.28%        4
PTC           0.00%       -0.17%        2
TLAB          0.00%       -0.42%        4
MCD           0.00%       -0.46%        4
TT            0.00%       -0.47%        2
NTAP          0.00%       -0.54%        6
SPY           0.00%       -0.62%       14
DE            0.00%       -0.77%        2
PCAR          0.00%       -0.89%        2
A             0.00%       -0.95%        4
ADI           0.00%       -1.13%        2
GLW           0.00%       -1.32%        7
MCK           0.00%       -1.83%        2
HAS           0.00%       -1.97%        2
TER           0.00%       -2.19%        5
ODP           0.00%       -2.25%        2
GT            0.00%       -2.61%        6
MU            0.00%       -2.77%        4
WMB           0.00%       -2.96%        4
UNM           0.00%       -3.56%        2
HPQ           0.00%       -3.66%        2
SVU           0.00%       -3.76%        4
BBBY          0.00%       -7.91%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2003-12-30 00:00:00  AMD      SELL   $    15.11        1      3.64%
2003-12-26 00:00:00  AMD      BUY    $    14.70        1      3.40%
2003-12-26 00:00:00  BBBY     SELL   $    20.90       65     -7.32%
2003-12-26 00:00:00  TER      BUY    $    22.87       59      5.59%
2003-12-24 00:00:00  PH       SELL   $    27.27       50      1.76%
2003-12-24 00:00:00  BBBY     BUY    $    20.92       65     -8.51%
2003-12-24 00:00:00  ASH      SELL   $    12.26        1      1.01%
2003-12-23 00:00:00  ASH      BUY    $    12.25        1      1.38%
2003-12-22 00:00:00  ASH      SELL   $    12.24        1      1.80%
2003-12-22 00:00:00  SANM     SELL   $    74.22       18      2.43%
2003-12-22 00:00:00  PH       BUY    $    27.58       50      0.17%
2003-12-19 00:00:00  HUM      SELL   $    19.88       73      2.83%
2003-12-19 00:00:00  FCX      SELL   $    12.11      120      2.01%
2003-12-19 00:00:00  ROK      BUY    $    22.33       67      1.76%
2003-12-19 00:00:00  SANM     BUY    $    75.36       18     -0.08%
2003-12-17 00:00:00  ASH      BUY    $    11.91        1      2.91%
2003-12-17 00:00:00  WOR      BUY    $     5.80      252      7.25%
2003-12-17 00:00:00  ROK      SELL   $    22.35       65      0.45%
2003-12-16 00:00:00  ASH      SELL   $    11.78        4      4.02%
2003-12-16 00:00:00  ZBH      SELL   $    57.69       19      1.58%
2003-12-16 00:00:00  MO       SELL   $     3.39      444      0.92%
2003-12-16 00:00:00  HUM      BUY    $    19.95       73     -0.31%
2003-12-16 00:00:00  F        BUY    $     6.68      177     12.68%
2003-12-10 00:00:00  HRB      SELL   $    11.99       94      3.26%
2003-12-10 00:00:00  ZBH      BUY    $    56.60       19      4.70%
2003-12-10 00:00:00  ASH      BUY    $    11.56        4      3.07%
2003-12-09 00:00:00  ADSK     BUY    $    11.64      123      4.41%
2003-12-09 00:00:00  HRB      BUY    $    12.20       94      1.24%
2003-12-09 00:00:00  ROK      BUY    $    21.92       65      0.29%
2003-12-09 00:00:00  MO       BUY    $     3.23      444      4.77%
2003-12-09 00:00:00  TXT      BUY    $    23.02       62      1.46%
2003-12-09 00:00:00  EHC      BUY    $    15.16       94     -0.43%
2003-12-09 00:00:00  MSI      SELL   $    33.74       40      4.56%
2003-12-09 00:00:00  SANM     SELL   $    66.00       21      6.36%
2003-12-09 00:00:00  LPX      SELL   $    14.15       18     -5.76%
2003-12-09 00:00:00  AMD      SELL   $    14.92      115     -3.75%
2003-12-01 00:00:00  AES      SELL   $     5.84       33    -10.28%
2003-12-01 00:00:00  ADSK     SELL   $    11.60      129      0.86%
2003-12-01 00:00:00  NTAP     SELL   $    17.00       73     -8.64%
2003-12-01 00:00:00  TER      SELL   $    23.11       62     -6.41%
2003-12-01 00:00:00  TLAB     SELL   $     7.69      179      2.73%
2003-12-01 00:00:00  CFC      BUY    $    28.25       53        N/A
2003-12-01 00:00:00  MSI      BUY    $    37.27       40     -6.79%
2003-12-01 00:00:00  ATI      BUY    $     7.60      200     -0.85%
2003-11-21 00:00:00  TLAB     BUY    $     8.08      179     -4.83%
2003-11-21 00:00:00  SANM     BUY    $    66.66       21     10.17%
2003-11-21 00:00:00  ADSK     BUY    $    11.22      129      3.42%
2003-11-21 00:00:00  MO       SELL   $     3.13      465      4.51%
2003-11-21 00:00:00  ZBH      SELL   $    54.73       26      6.75%
2003-11-21 00:00:00  CFC      SELL   $    28.75       49        N/A