================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_012
Timestamp: 2026-01-24T07:51:12.536845
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:            -33.21%
Sharpe Ratio:         -1.214
Win Rate:               51.7%
Accuracy:                0.0%
Correlation:          -0.135
MAE:                    0.57%
Max Drawdown:         -41.57%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           408
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
MAS           0.00%       10.33%        4
EXPE          0.00%        7.09%        2
PHM           0.00%        6.74%        3
EQT           0.00%        6.39%        2
F             0.00%        6.14%        1
GWW           0.00%        6.08%        2
KLAC          0.00%        5.73%        2
FFIV          0.00%        5.34%        8
DVN           0.00%        4.65%        2
FAST          0.00%        3.61%        4
AKAM          0.00%        3.39%        3
NKE           0.00%        3.17%        2
WY            0.00%        3.14%        4
VIAV          0.00%        3.10%        2
JBL           0.00%        2.85%       10
GME           0.00%        2.71%        4
LEN           0.00%        2.42%        7
MCO           0.00%        2.19%        6
TXN           0.00%        1.99%        1
ITT           0.00%        1.93%        6
EA            0.00%        1.85%       10
IRM           0.00%        1.76%        4
CSCO          0.00%        1.51%        2
CBRE          0.00%        1.45%        8
TMO           0.00%        1.39%        2
RHI           0.00%        1.38%        2
MU            0.00%        1.34%        8
GLD           0.00%        1.11%        5
DHI           0.00%        1.03%        3
TGNA          0.00%        0.93%        6
VFC           0.00%        0.93%        4
UNH           0.00%        0.92%        2
RRC           0.00%        0.88%        6
SLB           0.00%        0.82%        1
ORLY          0.00%        0.82%        4
GT            0.00%        0.77%       23
HAL           0.00%        0.73%        4
CLF           0.00%        0.72%        4
HP            0.00%        0.72%       11
EOG           0.00%        0.62%        2
WMB           0.00%        0.56%        6
ATI           0.00%        0.50%        2
KDP           0.00%        0.43%        2
VMC           0.00%        0.38%        1
FLR           0.00%        0.31%        2
ROK           0.00%        0.20%       10
SPY           0.00%        0.18%       16
ANF           0.00%        0.18%        3
LOW           0.00%        0.11%        4
TPR           0.00%        0.10%        5
ISRG          0.00%        0.07%        4
TDC           0.00%       -0.04%        2
TLT           0.00%       -0.06%        6
HRB           0.00%       -0.12%        2
M             0.00%       -0.19%        6
TMUS          0.00%       -0.24%        4
COF           0.00%       -0.32%        4
CI            0.00%       -0.39%        4
TXT           0.00%       -0.40%        2
TER           0.00%       -0.45%        8
R             0.00%       -0.51%        1
FCX           0.00%       -0.52%        1
CNP           0.00%       -0.66%        2
NEM           0.00%       -0.73%        2
HOG           0.00%       -0.76%        2
CNX           0.00%       -0.80%        6
PWR           0.00%       -0.83%        4
NBR           0.00%       -0.90%        4
WAT           0.00%       -1.00%        4
ATGE          0.00%       -1.04%        4
FHN           0.00%       -1.09%        2
VLO           0.00%       -1.24%        8
HST           0.00%       -1.33%        3
NFLX          0.00%       -1.37%       14
FE            0.00%       -1.62%        6
HUM           0.00%       -1.79%        8
AAPL          0.00%       -1.80%        2
BIIB          0.00%       -1.94%        4
AIG           0.00%       -1.97%        2
NOV           0.00%       -1.98%        5
INTU          0.00%       -2.05%        4
AET           0.00%       -2.07%        2
EL            0.00%       -2.27%        3
ROST          0.00%       -2.30%        2
RL            0.00%       -2.38%        3
THC           0.00%       -2.38%        2
CF            0.00%       -2.44%        8
RF            0.00%       -2.47%        2
ANDV          0.00%       -2.58%        3
NRG           0.00%       -3.70%        2
AN            0.00%       -3.79%        4
ADSK          0.00%       -3.94%        2
WYNN          0.00%       -6.31%        2
SVU           0.00%       -7.31%        4
ADBE          0.00%       -8.12%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2011-12-30 00:00:00  MAS      SELL   $     7.40      442      9.53%
2011-12-30 00:00:00  VMC      BUY    $    35.77       80      0.38%
2011-12-30 00:00:00  GT       BUY    $    12.62        1      7.83%
2011-12-30 00:00:00  ATI      SELL   $    42.90       69      0.92%
2011-12-30 00:00:00  HST      BUY    $     8.77      381      2.44%
2011-12-29 00:00:00  MAS      BUY    $     7.56      442      7.27%
2011-12-29 00:00:00  DHI      BUY    $    11.00        1      1.88%
2011-12-29 00:00:00  ATI      BUY    $    43.03       69      0.08%
2011-12-29 00:00:00  NBR      SELL   $   751.48        4      7.45%
2011-12-29 00:00:00  TGNA     SELL   $     4.88        1      1.70%
2011-12-29 00:00:00  FFIV     SELL   $   107.00       31     -0.26%
2011-12-28 00:00:00  MAS      SELL   $     6.97        1     17.72%
2011-12-28 00:00:00  ITT      SELL   $    16.43       78      4.60%
2011-12-28 00:00:00  LEN      BUY    $    16.15       81      9.43%
2011-12-27 00:00:00  GT       SELL   $    12.61      271      4.03%
2011-12-27 00:00:00  FFIV     BUY    $   106.54       31     -2.08%
2011-12-27 00:00:00  HP       BUY    $    32.88        4      5.94%
2011-12-23 00:00:00  AKAM     BUY    $    31.93      106      3.13%
2011-12-23 00:00:00  PHM      BUY    $     5.19      454      7.24%
2011-12-23 00:00:00  FHN      SELL   $     5.54      608      0.86%
2011-12-23 00:00:00  LEN      SELL   $    16.48      120      2.68%
2011-12-22 00:00:00  SPY      SELL   $    98.13      140      0.18%
2011-12-22 00:00:00  GT       BUY    $    12.53      271      0.71%
2011-12-22 00:00:00  NBR      BUY    $   780.10        4     -5.04%
2011-12-22 00:00:00  FHN      BUY    $     5.60      608     -3.03%
2011-12-22 00:00:00  R        BUY    $    36.12       94     -0.51%
2011-12-21 00:00:00  ITT      BUY    $    16.87       78     -1.01%
2011-12-21 00:00:00  TGNA     BUY    $     4.80        1      1.66%
2011-12-21 00:00:00  MAS      BUY    $     7.08        1      6.79%
2011-12-21 00:00:00  TLT      SELL   $    81.58       19      1.80%
2011-12-21 00:00:00  LEN      BUY    $    17.00      120     -0.60%
2011-12-20 00:00:00  SPY      BUY    $    97.08      140      0.73%
2011-12-16 00:00:00  LOW      SELL   $    19.43      108      1.00%
2011-12-16 00:00:00  ITT      SELL   $    16.31      120      5.26%
2011-12-16 00:00:00  ROK      SELL   $    54.14       36      3.23%
2011-12-16 00:00:00  TGNA     SELL   $     4.67      736      4.88%
2011-12-16 00:00:00  GLD      BUY    $   155.23      109      0.70%
2011-12-16 00:00:00  RHI      SELL   $    19.60      103      5.31%
2011-12-16 00:00:00  LEN      SELL   $    15.97      125      3.20%
2011-12-16 00:00:00  GT       SELL   $    12.10      271      5.38%
2011-12-16 00:00:00  DHI      SELL   $    10.36      193      3.75%
2011-12-16 00:00:00  SPY      SELL   $    95.25      143      3.95%
2011-12-15 00:00:00  TLT      BUY    $    82.81       19     -1.08%
2011-12-12 00:00:00  LOW      BUY    $    19.17      108      0.12%
2011-12-12 00:00:00  SPY      BUY    $    96.69      143     -2.54%
2011-12-09 00:00:00  HST      SELL   $     8.46      239     -3.00%
2011-12-09 00:00:00  SPY      SELL   $    98.12      136     -2.93%
2011-12-09 00:00:00  LOW      SELL   $    19.39      105      0.20%
2011-12-08 00:00:00  DHI      BUY    $    10.56      193     -2.53%
2011-12-08 00:00:00  LOW      BUY    $    19.32      105     -0.88%