================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_008
Timestamp: 2026-01-24T07:47:59.787139
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             22.13%
Sharpe Ratio:          0.751
Win Rate:               53.6%
Accuracy:                0.0%
Correlation:           0.011
MAE:                    0.55%
Max Drawdown:         -23.95%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           351
Curve Points:            251

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
THC           0.00%        5.63%        1
MAT           0.00%        5.10%        2
PCAR          0.00%        4.97%        2
PBG           0.00%        4.91%        5
CMI           0.00%        4.44%       12
EL            0.00%        4.37%        2
M             0.00%        4.19%        2
KRI           0.00%        4.17%        1
NOV           0.00%        3.79%        8
BBBY          0.00%        3.27%        5
IPG           0.00%        3.14%        5
IAC           0.00%        3.09%        2
ESRX          0.00%        2.94%        7
ATI           0.00%        2.88%       11
FLR           0.00%        2.78%        8
APA           0.00%        2.78%        2
VLO           0.00%        2.47%        4
AMZN          0.00%        2.46%        8
CFC           0.00%        2.39%        8
HON           0.00%        2.21%        2
RIG           0.00%        2.16%        2
SYK           0.00%        1.88%        4
GOOGL         0.00%        1.73%        2
TXN           0.00%        1.62%        2
HAS           0.00%        1.51%        2
SCHW          0.00%        1.51%        2
TT            0.00%        1.48%        4
KR            0.00%        1.46%        6
UIS           0.00%        1.44%        3
TSN           0.00%        1.42%        4
BXP           0.00%        1.39%        2
TEX           0.00%        1.35%       10
AAPL          0.00%        1.30%        5
VMC           0.00%        1.28%        2
WEN           0.00%        1.26%        3
PEG           0.00%        1.23%        4
TPR           0.00%        1.18%        4
GILD          0.00%        1.14%        6
ROK           0.00%        0.99%        4
GLW           0.00%        0.99%        4
DGX           0.00%        0.87%        2
CNX           0.00%        0.86%        5
CBRE          0.00%        0.79%        2
INTC          0.00%        0.77%        2
PSA           0.00%        0.64%        2
ADM           0.00%        0.60%        1
NEM           0.00%        0.57%        2
APD           0.00%        0.53%        4
CSCO          0.00%        0.14%        2
DE            0.00%        0.12%        9
SPY           0.00%        0.12%        4
BIIB          0.00%        0.07%        6
IFF           0.00%        0.03%        9
WY            0.00%       -0.34%        2
OXY           0.00%       -0.35%        1
WAT           0.00%       -0.36%        2
MSI           0.00%       -0.45%        1
MCK           0.00%       -0.52%        2
FIS           0.00%       -0.61%        4
EOG           0.00%       -0.61%        3
FCX           0.00%       -0.62%       10
MRK           0.00%       -0.86%        2
TAP           0.00%       -0.96%       10
PPL           0.00%       -0.98%        2
BK            0.00%       -1.00%        2
SLB           0.00%       -1.07%        6
MU            0.00%       -1.16%        2
WHR           0.00%       -1.24%        4
CSX           0.00%       -1.55%        4
MSFT          0.00%       -1.69%        3
PAYX          0.00%       -1.73%        2
MAR           0.00%       -1.88%        1
CME           0.00%       -2.00%        2
TXT           0.00%       -2.27%        6
CIEN          0.00%       -2.28%       10
AMAT          0.00%       -2.28%        2
ADSK          0.00%       -2.73%        4
STT           0.00%       -2.73%        4
GT            0.00%       -2.77%        1
KLAC          0.00%       -2.95%        2
VRSN          0.00%       -3.07%        8
DHI           0.00%       -3.09%        2
COP           0.00%       -3.15%        9
EXC           0.00%       -3.32%        2
MUR           0.00%       -3.58%        2
NTRS          0.00%       -3.92%        4
UNH           0.00%       -4.04%        1
SLM           0.00%       -5.32%        2
NTAP          0.00%       -5.53%        2
GS            0.00%       -7.14%        2
CIN           0.00%      -10.03%        1

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2007-12-27 00:00:00  GOOGL    SELL   $    17.40      215     -6.24%
2007-12-27 00:00:00  OXY      BUY    $    45.80        5     -0.35%
2007-12-27 00:00:00  UNH      BUY    $    45.42       77     -4.04%
2007-12-24 00:00:00  CME      SELL   $    70.61       49     -2.88%
2007-12-24 00:00:00  ADM      BUY    $    28.18      122      0.60%
2007-12-13 00:00:00  GILD     SELL   $    16.05      214     -0.63%
2007-12-13 00:00:00  MSFT     BUY    $    25.25      137      0.85%
2007-12-12 00:00:00  MRK      SELL   $    30.20        4     -0.64%
2007-12-12 00:00:00  NTRS     SELL   $    49.64       68     -2.93%
2007-12-12 00:00:00  TXT      SELL   $    65.15       50     -0.50%
2007-12-12 00:00:00  EOG      BUY    $    31.84      108     -2.84%
2007-12-12 00:00:00  DE       BUY    $    61.71       53     -4.86%
2007-12-11 00:00:00  STT      SELL   $    52.31        1     -0.74%
2007-12-11 00:00:00  DE       SELL   $    59.94       58     -1.80%
2007-12-11 00:00:00  GILD     BUY    $    15.92      214     -0.63%
2007-12-11 00:00:00  MRK      BUY    $    30.54        4     -1.09%
2007-12-10 00:00:00  VRSN     SELL   $    33.24        1     -7.80%
2007-12-10 00:00:00  STT      BUY    $    55.17        1     -5.91%
2007-12-07 00:00:00  STT      SELL   $    53.46       66     -2.55%
2007-12-07 00:00:00  CME      BUY    $    71.93       49     -1.12%
2007-12-07 00:00:00  VRSN     BUY    $    33.44        1     -8.59%
2007-12-05 00:00:00  TXT      BUY    $    67.15       50     -2.97%
2007-12-05 00:00:00  SCHW     SELL   $    18.75      182      2.12%
2007-12-03 00:00:00  GILD     SELL   $    15.96      139      3.92%
2007-12-03 00:00:00  NOV      SELL   $    49.73        1      4.51%
2007-12-03 00:00:00  ESRX     BUY    $    35.22       64      2.54%
2007-11-30 00:00:00  THC      BUY    $    22.04      160      5.63%
2007-11-30 00:00:00  GILD     BUY    $    16.17      139      1.14%
2007-11-30 00:00:00  SCHW     BUY    $    19.34      182      0.91%
2007-11-30 00:00:00  DE       BUY    $    60.30       58      2.57%
2007-11-30 00:00:00  NTRS     BUY    $    51.66       68     -2.89%
2007-11-30 00:00:00  APA      SELL   $    70.31       49      2.74%
2007-11-30 00:00:00  EOG      SELL   $    29.00      115      6.50%
2007-11-30 00:00:00  NEM      SELL   $    34.39       96      0.89%
2007-11-30 00:00:00  GS       SELL   $   167.53       12     -3.86%
2007-11-30 00:00:00  FLR      SELL   $    61.38       69      7.54%
2007-11-14 00:00:00  FCX      SELL   $    36.43       95    -13.40%
2007-11-14 00:00:00  NTRS     SELL   $    50.08       69     -4.80%
2007-11-14 00:00:00  EOG      BUY    $    30.57      115     -5.50%
2007-11-14 00:00:00  STT      BUY    $    51.74       66     -1.72%
2007-11-13 00:00:00  NEM      BUY    $    35.24       96      0.26%
2007-11-13 00:00:00  TAP      SELL   $    34.41      108     -3.03%
2007-11-13 00:00:00  NTRS     BUY    $    51.16       69     -5.05%
2007-11-13 00:00:00  MSFT     SELL   $    24.71      144      0.35%
2007-11-13 00:00:00  SPY      SELL   $   105.79       30     -2.32%
2007-11-13 00:00:00  APA      BUY    $    72.01       49      2.82%
2007-11-13 00:00:00  NTAP     SELL   $    19.89        1     -7.61%
2007-11-09 00:00:00  NOV      BUY    $    50.01        1     -9.41%
2007-11-08 00:00:00  SPY      BUY    $   105.13       30     -1.10%
2007-11-01 00:00:00  CMI      SELL   $    40.02       88      2.82%