================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_010
Timestamp: 2026-01-24T07:49:28.487059
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             37.31%
Sharpe Ratio:          1.295
Win Rate:               53.8%
Accuracy:                0.0%
Correlation:          -0.039
MAE:                    0.52%
Max Drawdown:         -15.98%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:            93
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
NYT           0.00%       17.50%        1
SLM           0.00%       15.04%        2
NTAP          0.00%        7.40%        1
BAC           0.00%        6.22%        2
AKAM          0.00%        5.71%        1
TGNA          0.00%        5.49%        3
AMD           0.00%        5.01%        3
DD            0.00%        4.80%        2
EL            0.00%        4.78%        1
AMP           0.00%        4.07%        4
CRM           0.00%        3.36%        8
FITB          0.00%        3.25%        2
JBL           0.00%        2.51%        2
TXT           0.00%        1.98%        8
HBAN          0.00%        1.46%        2
TLT           0.00%        1.42%        1
MCO           0.00%        1.38%        1
AVY           0.00%        1.13%        2
HAL           0.00%        0.81%        2
PFG           0.00%        0.36%        2
MTW           0.00%       -1.12%        2
SPGI          0.00%       -1.17%        1
GNW           0.00%       -1.33%        2
SPY           0.00%       -1.62%        4
PNC           0.00%       -1.64%        4
C             0.00%       -1.95%        2
AIG           0.00%       -2.08%        2
GLD           0.00%       -2.47%        2
MSI           0.00%       -2.67%        4
THC           0.00%       -2.67%        4
ODP           0.00%       -3.87%        4
HIG           0.00%       -4.30%        2
AMZN          0.00%       -4.65%        1
CBRE          0.00%       -5.44%        2
WYNN          0.00%       -9.33%        2
DDR           0.00%      -10.49%        4
ANF           0.00%      -13.43%        1

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2009-12-18 00:00:00  AMP      SELL   $    27.14      132      3.92%
2009-12-18 00:00:00  SPGI     BUY    $    26.27      139     -1.17%
2009-12-18 00:00:00  NYT      BUY    $     9.22      346     17.50%
2009-12-18 00:00:00  MCO      BUY    $    22.18      164      1.38%
2009-12-18 00:00:00  DD       SELL   $    10.28      341      8.73%
2009-12-18 00:00:00  TGNA     BUY    $     4.90      745      8.94%
2009-12-18 00:00:00  PNC      SELL   $    34.70      101     -0.83%
2009-12-18 00:00:00  AMD      BUY    $     9.05      403      8.62%
2009-12-01 00:00:00  MTW      SELL   $     8.71      453     -6.73%
2009-12-01 00:00:00  DDR      SELL   $    16.33      222     -9.10%
2009-12-01 00:00:00  ANF      BUY    $    29.03      129    -13.43%
2009-11-30 00:00:00  EL       BUY    $    19.28      192      4.78%
2009-11-30 00:00:00  NTAP     BUY    $    22.73      163      7.40%
2009-11-30 00:00:00  DDR      BUY    $    16.71      222     -8.00%
2009-11-30 00:00:00  DD       BUY    $    10.89      341      0.86%
2009-11-30 00:00:00  AKAM     BUY    $    24.00      154      5.71%
2009-11-30 00:00:00  AMD      SELL   $     7.01      682     21.54%
2009-11-30 00:00:00  PNC      BUY    $    36.54      101     -8.74%
2009-11-30 00:00:00  TXT      SELL   $    19.40      194     -1.60%
2009-11-30 00:00:00  JBL      SELL   $    11.17      328     -0.45%
2009-11-30 00:00:00  CRM      SELL   $    15.48      234      5.09%
2009-11-10 00:00:00  CRM      BUY    $    15.73      234      3.05%
2009-11-10 00:00:00  AVY      SELL   $    27.18      137      3.20%
2009-11-10 00:00:00  HAL      SELL   $    24.06      152      0.89%
2009-11-06 00:00:00  MSI      SELL   $    28.09      121     -1.24%
2009-11-06 00:00:00  AMP      BUY    $    27.03      132      3.33%
2009-11-05 00:00:00  AMP      SELL   $    26.60      131      3.22%
2009-11-05 00:00:00  MSI      BUY    $    29.42      121     -6.34%
2009-11-04 00:00:00  CRM      SELL   $    14.51      240      8.12%
2009-11-04 00:00:00  AMP      BUY    $    26.43      131      5.81%
2009-11-03 00:00:00  TXT      BUY    $    17.91      194     11.24%
2009-11-03 00:00:00  CRM      BUY    $    14.47      240      8.67%
2009-11-03 00:00:00  TGNA     SELL   $     3.68      844      5.50%
2009-11-03 00:00:00  MSI      SELL   $    28.69      118     -2.53%
2009-11-03 00:00:00  AIG      SELL   $    24.65       81     -4.16%
2009-11-03 00:00:00  THC      SELL   $    21.60      163      0.74%
2009-11-02 00:00:00  MSI      BUY    $    28.54      118     -0.55%
2009-10-30 00:00:00  GNW      SELL   $    10.62      258     -0.09%
2009-10-30 00:00:00  CRM      SELL   $    14.02      141      7.51%
2009-10-30 00:00:00  TXT      SELL   $    17.20      192      8.72%
2009-10-30 00:00:00  THC      BUY    $    20.48      163     -0.20%
2009-10-29 00:00:00  HAL      BUY    $    23.19      152      0.73%
2009-10-29 00:00:00  TXT      BUY    $    18.39      192      0.63%
2009-10-29 00:00:00  CRM      BUY    $    14.74      141      1.63%
2009-10-29 00:00:00  PNC      SELL   $    33.52      105      0.63%
2009-10-29 00:00:00  HIG      SELL   $    18.69      154     -6.04%
2009-10-29 00:00:00  DDR      SELL   $    15.01      145    -11.44%
2009-10-28 00:00:00  TXT      SELL   $    17.83      187      1.74%
2009-10-28 00:00:00  PNC      BUY    $    31.79      105      2.36%
2009-10-27 00:00:00  CRM      SELL   $    14.66      243     -1.30%