================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_009
Timestamp: 2026-01-24T07:48:44.079548
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:            -20.07%
Sharpe Ratio:         -1.520
Win Rate:               44.0%
Accuracy:                0.0%
Correlation:           0.369
MAE:                    0.67%
Max Drawdown:         -21.13%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:            50
Curve Points:            253

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
CNX           0.00%        7.18%        1
FLR           0.00%        7.09%        2
HAL           0.00%        4.86%        2
GLD           0.00%        2.90%        6
CSX           0.00%        0.62%        2
EOG           0.00%        0.18%        3
MSFT          0.00%        0.06%        1
HAS           0.00%       -0.19%        2
ADM           0.00%       -0.24%        1
TLT           0.00%       -1.05%        3
SPY           0.00%       -1.47%       10
CMI           0.00%       -4.18%        2
DRI           0.00%       -4.57%        2
BBBY          0.00%       -4.81%        3
AAPL          0.00%       -5.22%        3
DE            0.00%       -6.00%        1
OXY           0.00%       -6.31%        1
THC           0.00%       -7.01%        3
UNH           0.00%       -9.88%        1
ESRX          0.00%      -12.83%        1

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2008-11-03 00:00:00  GLD      SELL   $    71.10      173      3.49%
2008-10-01 00:00:00  GLD      BUY    $    85.97      173      4.01%
2008-09-02 00:00:00  SPY      SELL   $    92.84      127     -3.73%
2008-08-28 00:00:00  SPY      BUY    $    94.43      127     -4.43%
2008-08-26 00:00:00  SPY      SELL   $    92.40      128      0.38%
2008-08-22 00:00:00  SPY      BUY    $    94.04      128     -0.66%
2008-08-19 00:00:00  SPY      SELL   $    92.11      129      0.31%
2008-08-19 00:00:00  GLD      SELL   $    80.43      181      0.99%
2008-08-18 00:00:00  SPY      BUY    $    93.13      129     -1.07%
2008-06-09 00:00:00  SPY      SELL   $    98.60      129     -0.29%
2008-06-06 00:00:00  SPY      BUY    $    98.36      129     -0.10%
2008-06-04 00:00:00  GLD      BUY    $    86.65      181      0.43%
2008-06-04 00:00:00  BBBY     SELL   $    25.29       92    -10.04%
2008-06-04 00:00:00  DRI      SELL   $    17.53       32     -9.43%
2008-06-04 00:00:00  CSX      SELL   $     5.24      360     -1.65%
2008-06-04 00:00:00  AAPL     SELL   $     5.55      334     -2.37%
2008-06-04 00:00:00  EOG      SELL   $    43.56       38      3.47%
2008-06-04 00:00:00  CMI      SELL   $    46.63       40    -10.19%
2008-06-04 00:00:00  HAS      SELL   $    22.22       91     -3.45%
2008-06-04 00:00:00  HAL      SELL   $    35.12       53      5.29%
2008-06-04 00:00:00  SPY      SELL   $    99.61      124     -2.96%
2008-06-04 00:00:00  THC      SELL   $    24.20       77    -12.40%
2008-06-04 00:00:00  FLR      SELL   $    77.72       27     -3.37%
2008-05-21 00:00:00  TLT      BUY    $    54.93       21     -3.00%
2008-05-15 00:00:00  SPY      BUY    $   102.87      124     -2.12%
2008-05-15 00:00:00  CSX      BUY    $     5.31      360      2.89%
2008-05-15 00:00:00  GLD      SELL   $    87.00      182      4.57%
2008-05-06 00:00:00  CMI      BUY    $    45.97       40      1.83%
2008-05-06 00:00:00  TLT      SELL   $    54.04      285      0.44%
2008-05-06 00:00:00  DRI      BUY    $    19.07       32      0.30%
2008-05-06 00:00:00  HAL      BUY    $    34.93       53      4.43%
2008-05-06 00:00:00  THC      BUY    $    24.04       77     -5.49%
2008-05-06 00:00:00  HAS      BUY    $    20.52       91      3.07%
2008-05-06 00:00:00  FLR      BUY    $    67.98       27     17.56%
2008-05-06 00:00:00  EOG      BUY    $    48.40       38      0.49%
2008-05-06 00:00:00  AAPL     BUY    $     5.60      334      1.77%
2008-05-06 00:00:00  BBBY     BUY    $    20.15       92      5.21%
2008-01-16 00:00:00  DE       SELL   $    61.84       53     -6.00%
2008-01-16 00:00:00  TLT      BUY    $    55.55      285     -0.59%
2008-01-16 00:00:00  CNX      SELL   $    48.63       93      7.18%
2008-01-16 00:00:00  UNH      SELL   $    43.02       77     -9.88%
2008-01-16 00:00:00  ESRX     SELL   $    36.12       64    -12.83%
2008-01-16 00:00:00  AAPL     SELL   $     4.79      705    -15.06%
2008-01-16 00:00:00  ADM      SELL   $    26.54      122     -0.24%
2008-01-16 00:00:00  EOG      SELL   $    31.07      108     -3.41%
2008-01-16 00:00:00  OXY      SELL   $    41.13        5     -6.31%
2008-01-16 00:00:00  MSFT     SELL   $    23.83      137      0.06%
2008-01-16 00:00:00  BBBY     SELL   $    11.25      156     -9.60%
2008-01-16 00:00:00  THC      SELL   $    19.04      160     -3.15%
2008-01-16 00:00:00  GLD      BUY    $    86.70      182      3.90%