================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_006
Timestamp: 2026-01-24T07:46:24.533839
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:              6.14%
Sharpe Ratio:          0.429
Win Rate:               55.2%
Accuracy:                0.0%
Correlation:          -0.021
MAE:                    0.55%
Max Drawdown:         -11.40%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           363
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
ESRX          0.00%        6.58%        7
NUE           0.00%        6.11%        2
R             0.00%        6.07%        1
AAPL          0.00%        5.53%        3
WMB           0.00%        5.49%        7
THC           0.00%        3.35%        2
KBH           0.00%        3.33%        8
BBY           0.00%        3.32%        2
VLO           0.00%        3.09%        4
RIG           0.00%        2.90%        8
BA            0.00%        2.83%        4
KR            0.00%        2.80%        2
VIAV          0.00%        2.50%        4
MSI           0.00%        2.39%        2
A             0.00%        2.38%        6
MU            0.00%        2.29%        2
FCX           0.00%        2.05%        6
ADBE          0.00%        2.02%        7
GLW           0.00%        1.99%        6
CIN           0.00%        1.64%        1
ADM           0.00%        1.48%        2
JBL           0.00%        1.45%        4
AES           0.00%        1.40%        2
AON           0.00%        1.39%        6
MCK           0.00%        1.38%       10
CB            0.00%        1.33%        2
COP           0.00%        1.28%        2
EOG           0.00%        1.28%        4
PTC           0.00%        1.17%        2
EFX           0.00%        1.16%        4
HUM           0.00%        1.13%        7
ROK           0.00%        1.07%       10
DVN           0.00%        0.97%       14
GILD          0.00%        0.93%        6
HAL           0.00%        0.83%        3
DRI           0.00%        0.77%        3
PGR           0.00%        0.70%        4
DDS           0.00%        0.60%        7
AET           0.00%        0.59%        6
MRK           0.00%        0.55%        2
FLR           0.00%        0.52%        5
SBUX          0.00%        0.49%        2
PBG           0.00%        0.45%        6
NTAP          0.00%        0.34%       13
WEN           0.00%        0.25%        8
PEG           0.00%        0.23%        2
UNM           0.00%        0.19%        4
MO            0.00%        0.07%        8
MCO           0.00%       -0.12%        2
TLAB          0.00%       -0.25%        2
CAH           0.00%       -0.40%        6
AFL           0.00%       -0.46%        2
LUV           0.00%       -0.51%        2
AMGN          0.00%       -0.67%        2
TPR           0.00%       -0.70%        4
ATI           0.00%       -0.74%        5
RHI           0.00%       -0.79%        2
PHM           0.00%       -1.20%        6
CI            0.00%       -1.26%        6
AMD           0.00%       -1.26%       10
PAYX          0.00%       -1.41%        1
SCHW          0.00%       -1.41%        4
CFC           0.00%       -1.52%        3
NEM           0.00%       -1.63%        4
CVS           0.00%       -1.68%        2
CMS           0.00%       -1.81%        4
PLD           0.00%       -2.05%        2
ODP           0.00%       -2.05%        4
SPG           0.00%       -2.07%        2
TER           0.00%       -2.09%        7
APA           0.00%       -2.31%        4
OXY           0.00%       -2.33%        2
GT            0.00%       -2.50%        2
ADSK          0.00%       -2.91%        7
QCOM          0.00%       -3.44%        4
CIEN          0.00%       -3.60%       13
BIIB          0.00%       -4.10%        2
EA            0.00%       -4.84%        4
DXC           0.00%       -5.23%        6
BBBY          0.00%       -6.00%        1
NBR           0.00%       -6.02%        2
SANM          0.00%       -7.44%        1

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2005-12-30 00:00:00  CIEN     SELL   $    20.79       98     14.81%
2005-12-30 00:00:00  DRI      BUY    $    19.47      102      5.27%
2005-12-30 00:00:00  DDS      BUY    $    16.23       67      5.36%
2005-12-30 00:00:00  R        BUY    $    24.50       81      6.07%
2005-12-30 00:00:00  AMD      BUY    $    30.60       64      8.66%
2005-12-30 00:00:00  FLR      BUY    $    31.74       62      2.51%
2005-12-30 00:00:00  VIAV     SELL   $    10.74      191      9.75%
2005-12-30 00:00:00  ATI      BUY    $    29.86       66     11.83%
2005-12-30 00:00:00  SBUX     SELL   $    11.21      160      4.30%
2005-12-30 00:00:00  NTAP     SELL   $    19.92       94      7.56%
2005-12-30 00:00:00  PGR      SELL   $    15.17      129      1.76%
2005-12-30 00:00:00  FCX      SELL   $    17.21       74      8.90%
2005-12-01 00:00:00  GILD     SELL   $     9.20      215     -0.70%
2005-12-01 00:00:00  TER      SELL   $    14.53      135     -5.07%
2005-12-01 00:00:00  AMD      SELL   $    27.41       73     -6.42%
2005-12-01 00:00:00  CIEN     BUY    $    21.00       98      1.33%
2005-12-01 00:00:00  PGR      BUY    $    16.09      129     -2.82%
2005-12-01 00:00:00  NTAP     BUY    $    21.86       94     -1.72%
2005-12-01 00:00:00  ADBE     BUY    $    33.88       52      6.64%
2005-12-01 00:00:00  FLR      SELL   $    31.10       65     -3.24%
2005-11-21 00:00:00  AON      SELL   $    28.97       66      0.96%
2005-11-21 00:00:00  SBUX     BUY    $    11.91      160     -3.32%
2005-11-18 00:00:00  CB       SELL   $    37.01        2     -0.63%
2005-11-18 00:00:00  FLR      BUY    $    29.86       65      0.00%
2005-11-18 00:00:00  AON      BUY    $    29.41       66     -1.17%
2005-11-18 00:00:00  AMD      BUY    $    26.74       73     -0.93%
2005-11-18 00:00:00  PAYX     BUY    $    22.05       80     -1.41%
2005-11-18 00:00:00  PGR      SELL   $    15.73      119      1.40%
2005-11-18 00:00:00  DXC      SELL   $    16.79      110    -10.57%
2005-11-18 00:00:00  ADBE     SELL   $    33.50       59     -0.87%
2005-11-18 00:00:00  LUV      SELL   $    14.16      130      0.00%
2005-11-14 00:00:00  MU       SELL   $    13.01      143      6.53%
2005-11-14 00:00:00  DXC      BUY    $    16.83      110    -12.04%
2005-11-11 00:00:00  CIEN     SELL   $    17.57      102      7.97%
2005-11-11 00:00:00  ADSK     SELL   $    46.96       43    -17.50%
2005-11-11 00:00:00  ADBE     BUY    $    32.91       59      1.79%
2005-11-11 00:00:00  LUV      BUY    $    14.31      130     -1.02%
2005-11-10 00:00:00  FCX      BUY    $    15.87       74      3.74%
2005-11-10 00:00:00  ADBE     SELL   $    32.66       36      3.49%
2005-11-09 00:00:00  AON      SELL   $    28.01       64      4.84%
2005-11-09 00:00:00  CIEN     BUY    $    17.78      102      3.54%
2005-11-08 00:00:00  A        SELL   $    19.71      102      4.64%
2005-11-08 00:00:00  GILD     BUY    $     8.95      215      0.21%
2005-11-08 00:00:00  CB       BUY    $    35.60        2      3.28%
2005-11-07 00:00:00  NTAP     SELL   $    20.33       58      2.72%
2005-11-07 00:00:00  DXC      SELL   $    16.27        1      3.42%
2005-11-07 00:00:00  ADBE     BUY    $    32.49       36      1.66%
2005-11-04 00:00:00  MU       BUY    $    13.58      143     -1.94%
2005-11-04 00:00:00  DXC      BUY    $    16.59        1     -2.49%
2005-11-04 00:00:00  AON      BUY    $    28.61       64     -1.09%