================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_007
Timestamp: 2026-01-24T07:47:11.217604
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             41.82%
Sharpe Ratio:          2.085
Win Rate:               56.5%
Accuracy:                0.0%
Correlation:          -0.025
MAE:                    0.55%
Max Drawdown:         -16.18%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           425
Curve Points:            251

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
CIN           0.00%       27.32%        1
KRI           0.00%        7.79%        1
EA            0.00%        6.08%        2
UIS           0.00%        5.01%        5
T             0.00%        4.87%        2
CFC           0.00%        4.84%        3
ADM           0.00%        4.64%        6
PBG           0.00%        4.47%        5
F             0.00%        4.24%        4
SLB           0.00%        4.14%       14
CSCO          0.00%        4.13%        4
SANM          0.00%        3.57%        2
ESRX          0.00%        3.32%        1
TLAB          0.00%        3.17%        8
TWX           0.00%        3.17%        2
ADBE          0.00%        3.08%        3
TPR           0.00%        2.97%        4
CCL           0.00%        2.91%        2
HOG           0.00%        2.85%        2
PTC           0.00%        2.78%        4
R             0.00%        2.50%        5
AIV           0.00%        2.36%        2
YUM           0.00%        2.33%        2
VIAV          0.00%        2.27%       12
KR            0.00%        2.24%        2
CSX           0.00%        2.22%        2
DDS           0.00%        2.21%        7
BA            0.00%        2.19%        2
CNP           0.00%        2.13%        2
CAT           0.00%        2.11%        6
MRK           0.00%        2.09%        4
DGX           0.00%        2.09%        2
VMC           0.00%        2.04%        6
ODP           0.00%        1.94%        8
ITW           0.00%        1.92%        4
CIEN          0.00%        1.75%        4
WEN           0.00%        1.73%        9
AES           0.00%        1.68%        6
CMCSA         0.00%        1.46%        6
RIG           0.00%        1.27%       10
BEN           0.00%        1.10%        2
ABT           0.00%        0.94%        2
SHW           0.00%        0.93%        2
MOLX          0.00%        0.82%        8
TJX           0.00%        0.79%        2
SPY           0.00%        0.79%        2
PFE           0.00%        0.75%        4
HAS           0.00%        0.75%        4
FE            0.00%        0.68%        2
IFF           0.00%        0.65%        5
IPG           0.00%        0.64%        7
AAPL          0.00%        0.63%        5
GLW           0.00%        0.63%        8
CI            0.00%        0.62%        4
SCHW          0.00%        0.58%        2
A             0.00%        0.44%        4
TROW          0.00%        0.44%        2
ETR           0.00%        0.40%        6
NEM           0.00%        0.34%        4
BAX           0.00%        0.32%        4
VFC           0.00%        0.32%        2
K             0.00%        0.27%        2
MSI           0.00%        0.20%        1
KSS           0.00%        0.19%        6
FLR           0.00%        0.15%        9
AZO           0.00%        0.10%        4
MO            0.00%        0.09%        2
CPB           0.00%        0.06%        4
ADSK          0.00%        0.00%        2
NTAP          0.00%       -0.05%        4
ECL           0.00%       -0.10%        2
BBY           0.00%       -0.14%        4
ATI           0.00%       -0.24%        2
VNO           0.00%       -0.25%        2
PAYX          0.00%       -0.29%        1
HSY           0.00%       -0.34%        2
NSC           0.00%       -0.34%        6
NEE           0.00%       -0.51%        2
DE            0.00%       -0.57%        2
MAT           0.00%       -0.77%        4
CMI           0.00%       -0.78%        2
OMC           0.00%       -0.94%        4
HPQ           0.00%       -1.02%        2
AMZN          0.00%       -1.25%        8
PPL           0.00%       -1.72%        2
EBAY          0.00%       -1.77%        4
AMP           0.00%       -1.79%        2
PCAR          0.00%       -1.94%        4
CINF          0.00%       -1.97%        6
NUE           0.00%       -2.09%        8
GS            0.00%       -2.31%        4
COP           0.00%       -2.52%        3
CAR           0.00%       -2.63%        2
DRI           0.00%       -2.70%        3
HUM           0.00%       -2.77%        6
JBL           0.00%       -2.83%        6
MMM           0.00%       -2.89%        4
GT            0.00%       -3.56%        7
TSN           0.00%       -3.89%        4
PFG           0.00%       -4.01%        2
SBUX          0.00%       -4.18%        6
MUR           0.00%       -4.41%        2
MAR           0.00%       -5.14%        1
FCX           0.00%       -5.41%        6
VLO           0.00%       -5.47%        2
AON           0.00%       -5.81%        2
HAL           0.00%       -5.94%        2
AMD           0.00%       -8.05%        1
NOV           0.00%       -9.30%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2006-12-29 00:00:00  AMZN     SELL   $     1.97       69     -4.26%
2006-12-29 00:00:00  IPG      BUY    $     7.53        4      0.98%
2006-12-29 00:00:00  IFF      BUY    $    31.90        5      0.22%
2006-12-28 00:00:00  TPR      SELL   $    28.24       95      0.85%
2006-12-28 00:00:00  MAR      BUY    $    36.97       70     -5.14%
2006-12-28 00:00:00  IFF      SELL   $    31.99       87     -1.14%
2006-12-28 00:00:00  COP      BUY    $    29.03       98     -6.01%
2006-12-21 00:00:00  CAR      SELL   $    20.85        8     -1.14%
2006-12-21 00:00:00  COP      SELL   $    28.79        2     -0.17%
2006-12-21 00:00:00  WEN      BUY    $    12.70      217     -2.10%
2006-12-21 00:00:00  AMZN     BUY    $     1.99       69     -1.08%
2006-12-21 00:00:00  HAS      SELL   $    15.01      177      0.59%
2006-12-20 00:00:00  AMZN     SELL   $     2.00       95      0.50%
2006-12-20 00:00:00  CAR      BUY    $    21.49        9     -4.11%
2006-12-18 00:00:00  IFF      BUY    $    31.53       87      1.28%
2006-12-18 00:00:00  HAS      BUY    $    15.10      177     -0.26%
2006-12-18 00:00:00  EBAY     SELL   $    12.14      222     -6.48%
2006-12-18 00:00:00  WEN      SELL   $    12.42      220      1.48%
2006-12-15 00:00:00  PCAR     SELL   $    15.65       11     -0.59%
2006-12-15 00:00:00  NEE      SELL   $     7.85        2     -0.51%
2006-12-15 00:00:00  AMZN     BUY    $     2.00       96      0.57%
2006-12-14 00:00:00  NUE      SELL   $    33.80        2     -4.59%
2006-12-14 00:00:00  COP      BUY    $    29.19        2     -1.37%
2006-12-14 00:00:00  NEE      BUY    $     7.83        2     -0.51%
2006-12-13 00:00:00  EBAY     BUY    $    12.22      222     -2.97%
2006-12-13 00:00:00  NUE      BUY    $    34.64        2     -6.37%
2006-12-13 00:00:00  TWX      SELL   $    32.21       87      2.76%
2006-12-12 00:00:00  NUE      SELL   $    34.54        5     -3.51%
2006-12-12 00:00:00  PCAR     BUY    $    15.77       11     -1.37%
2006-12-11 00:00:00  IFF      SELL   $    30.96        1      1.84%
2006-12-11 00:00:00  GS       SELL   $   148.71       18      0.36%
2006-12-11 00:00:00  GT       BUY    $    16.13      168      4.80%
2006-12-08 00:00:00  HAS      SELL   $    14.70      188      1.81%
2006-12-08 00:00:00  TWX      BUY    $    31.52       87      3.59%
2006-12-08 00:00:00  IFF      BUY    $    31.32        1      1.03%
2006-12-07 00:00:00  IPG      SELL   $     7.10        3      3.55%
2006-12-05 00:00:00  IPG      BUY    $     7.60        3     -4.86%
2006-12-04 00:00:00  NUE      BUY    $    36.73        5      1.51%
2006-12-04 00:00:00  WEN      BUY    $    12.37      220      1.48%
2006-12-04 00:00:00  ADSK     SELL   $    42.09       65     -2.21%
2006-12-04 00:00:00  AMZN     SELL   $     1.96       95     -1.05%
2006-12-01 00:00:00  WEN      SELL   $    12.02      216      3.89%
2006-12-01 00:00:00  AAPL     SELL   $     2.74       35     -3.35%
2006-12-01 00:00:00  ADSK     BUY    $    41.11       65      2.21%
2006-11-30 00:00:00  IPG      SELL   $     7.36       22     -3.59%
2006-11-30 00:00:00  AMZN     BUY    $     2.02       96     -5.50%
2006-11-29 00:00:00  AMZN     SELL   $     2.03     1317     -4.26%
2006-11-29 00:00:00  WEN      BUY    $    12.15      219      2.83%
2006-11-27 00:00:00  GT       SELL   $    15.10      181      0.41%
2006-11-27 00:00:00  UIS      BUY    $    69.40       37      5.48%