================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_005
Timestamp: 2026-01-24T07:45:41.254539
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             24.80%
Sharpe Ratio:          1.206
Win Rate:               51.9%
Accuracy:                0.0%
Correlation:          -0.019
MAE:                    0.55%
Max Drawdown:         -15.88%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           395
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
CFC           0.00%       14.53%        1
BBBY          0.00%       11.41%        9
AMD           0.00%        5.90%        1
MU            0.00%        5.80%        2
ADSK          0.00%        5.42%       10
EHC           0.00%        4.63%        1
L             0.00%        4.25%        4
HBAN          0.00%        3.97%        2
BBY           0.00%        3.24%        4
LEG           0.00%        3.21%        4
EBAY          0.00%        3.19%       10
SRE           0.00%        3.18%        2
RIG           0.00%        3.17%        8
GT            0.00%        2.94%        6
CMVT          0.00%        2.68%        2
VIAV          0.00%        2.34%        2
A             0.00%        2.29%        2
OXY           0.00%        2.29%        2
EIX           0.00%        2.15%        4
BIIB          0.00%        2.08%        4
FCX           0.00%        2.05%        2
KBH           0.00%        2.01%        8
TAP           0.00%        1.66%        8
SLB           0.00%        1.55%        8
CVX           0.00%        1.42%        2
HUM           0.00%        1.36%        5
NSC           0.00%        1.31%       10
ETR           0.00%        0.92%        2
R             0.00%        0.81%        6
SYK           0.00%        0.81%        2
EOG           0.00%        0.78%        6
ATI           0.00%        0.74%        9
CMA           0.00%        0.73%        2
ADBE          0.00%        0.73%        4
PPL           0.00%        0.54%        2
ROK           0.00%        0.43%        3
MCK           0.00%        0.42%        4
BC            0.00%        0.33%        8
BEN           0.00%        0.22%        4
UNH           0.00%        0.20%        2
PTC           0.00%        0.18%       18
MTG           0.00%        0.10%        4
ITW           0.00%       -0.12%        2
HAL           0.00%       -0.14%        5
AES           0.00%       -0.19%        4
COF           0.00%       -0.20%        4
PH            0.00%       -0.28%        2
PLD           0.00%       -0.33%        2
AET           0.00%       -0.34%        4
CMI           0.00%       -0.46%       16
QCOM          0.00%       -0.53%       14
MKC           0.00%       -0.66%        2
LMT           0.00%       -0.76%        2
TXT           0.00%       -0.86%        3
DRI           0.00%       -0.88%       10
WAT           0.00%       -1.08%        6
TLAB          0.00%       -1.10%        2
MSI           0.00%       -1.10%        8
DDS           0.00%       -1.11%        4
PCAR          0.00%       -1.18%        4
SBUX          0.00%       -1.21%        4
PEP           0.00%       -1.42%        2
INTU          0.00%       -1.53%        8
RHI           0.00%       -1.55%        4
HRB           0.00%       -1.55%        2
BA            0.00%       -1.69%        4
CVS           0.00%       -1.74%        2
GPC           0.00%       -1.86%        2
FLR           0.00%       -2.04%        6
SPG           0.00%       -2.17%        6
WMB           0.00%       -2.24%        3
CI            0.00%       -2.31%        4
VZ            0.00%       -2.46%        2
GLW           0.00%       -2.47%        3
EA            0.00%       -2.47%        2
XRX           0.00%       -2.50%        2
HOG           0.00%       -2.70%        2
PHM           0.00%       -2.72%       11
NTAP          0.00%       -3.09%        1
LPX           0.00%       -3.40%        8
GWW           0.00%       -3.46%        2
BDX           0.00%       -3.61%        2
TER           0.00%       -3.68%        2
DVN           0.00%       -3.85%        2
NUE           0.00%       -4.50%        4
CSCO          0.00%       -5.53%        2
WOR           0.00%       -5.61%        1
CIEN          0.00%       -6.77%        1
F             0.00%       -7.57%        1
CAH           0.00%       -7.96%        2
SANM          0.00%       -9.47%        1
THC           0.00%      -15.19%        4

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2004-12-01 00:00:00  BBY      SELL   $    21.24       70      0.28%
2004-12-01 00:00:00  SANM     BUY    $    55.74       33     -9.47%
2004-12-01 00:00:00  PTC      SELL   $    14.55      114      1.37%
2004-12-01 00:00:00  HAL      BUY    $    14.44      101     -3.76%
2004-12-01 00:00:00  WMB      BUY    $     5.51      334     -6.67%
2004-12-01 00:00:00  HUM      BUY    $    23.81       77      2.03%
2004-12-01 00:00:00  TER      BUY    $    16.36      112     -1.74%
2004-12-01 00:00:00  CIEN     BUY    $    17.57      105     -6.77%
2004-12-01 00:00:00  ATI      SELL   $    17.77      132     -3.77%
2004-12-01 00:00:00  KBH      SELL   $    33.19       48      1.87%
2004-12-01 00:00:00  EBAY     SELL   $    21.31       14      0.72%
2004-12-01 00:00:00  ADBE     SELL   $    30.78       59     -2.05%
2004-12-01 00:00:00  PH       SELL   $    36.70       40     -3.77%
2004-11-02 00:00:00  RIG      SELL   $    31.87       47      2.02%
2004-11-02 00:00:00  KBH      BUY    $    31.16       48      1.89%
2004-11-01 00:00:00  KBH      SELL   $    30.65       52      1.34%
2004-11-01 00:00:00  BC       SELL   $    34.01       40      3.86%
2004-11-01 00:00:00  PTC      BUY    $    13.93      114     -0.18%
2004-11-01 00:00:00  PH       BUY    $    34.13       40      3.20%
2004-10-29 00:00:00  BEN      SELL   $    10.13      139      2.51%
2004-10-29 00:00:00  BC       BUY    $    34.62       40      2.17%
2004-10-28 00:00:00  BBY      BUY    $    22.17       70      4.02%
2004-10-28 00:00:00  BEN      BUY    $    10.16      139      1.51%
2004-10-28 00:00:00  KBH      BUY    $    30.14       52      3.03%
2004-10-28 00:00:00  QCOM     SELL   $    25.98       55     -8.24%
2004-10-28 00:00:00  NSC      SELL   $    20.79       75      5.69%
2004-10-28 00:00:00  CMVT     SELL   $    11.26      137      5.71%
2004-10-22 00:00:00  BC       SELL   $    33.63       46      2.96%
2004-10-22 00:00:00  NSC      BUY    $    20.37       75      4.17%
2004-10-21 00:00:00  KBH      SELL   $    28.23       10      6.77%
2004-10-21 00:00:00  INTU     SELL   $    19.90       76      1.49%
2004-10-21 00:00:00  CMVT     BUY    $    11.30      137     -0.34%
2004-10-21 00:00:00  EBAY     BUY    $    18.65       14     -0.72%
2004-10-20 00:00:00  QCOM     BUY    $    27.18       55     -5.51%
2004-10-20 00:00:00  KBH      BUY    $    27.88       11      7.45%
2004-10-20 00:00:00  INTU     BUY    $    19.95       76      0.11%
2004-10-20 00:00:00  EBAY     SELL   $    17.11       85      8.00%
2004-10-20 00:00:00  PTC      SELL   $    12.07      114      6.63%
2004-10-20 00:00:00  BBY      SELL   $    20.83       23      6.02%
2004-10-19 00:00:00  NSC      SELL   $    19.38       78      6.74%
2004-10-19 00:00:00  PCAR     SELL   $     9.81      157     -3.08%
2004-10-19 00:00:00  INTU     SELL   $    19.97       76     -3.25%
2004-10-19 00:00:00  QCOM     SELL   $    26.80       17     -7.71%
2004-10-19 00:00:00  AMD      BUY    $    14.75      103      5.90%
2004-10-19 00:00:00  BBBY     BUY    $    45.57       33     17.29%
2004-10-19 00:00:00  RIG      BUY    $    31.83       47      6.42%
2004-10-19 00:00:00  BBY      BUY    $    21.07       24      2.64%
2004-10-18 00:00:00  INTU     BUY    $    20.25       76     -4.51%
2004-10-18 00:00:00  QCOM     BUY    $    27.30       17     -5.64%
2004-10-18 00:00:00  BBBY     SELL   $    40.99       36     28.28%