================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_013
Timestamp: 2026-01-24T07:52:10.091931
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             17.30%
Sharpe Ratio:          0.891
Win Rate:               53.1%
Accuracy:                0.0%
Correlation:           0.041
MAE:                    0.55%
Max Drawdown:         -16.90%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           405
Curve Points:            250

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
F             0.00%        5.24%        1
BBBY          0.00%        4.52%        5
WHR           0.00%        4.30%        8
C             0.00%        4.21%        4
MCO           0.00%        4.19%        2
HST           0.00%        3.45%        1
PHM           0.00%        3.32%       15
LOW           0.00%        3.14%        4
GILD          0.00%        3.05%        6
ATGE          0.00%        3.04%        1
THC           0.00%        3.03%        8
EXPE          0.00%        2.55%        8
VZ            0.00%        2.44%        2
TSN           0.00%        2.40%        2
VTR           0.00%        2.24%        2
VMC           0.00%        2.21%        5
DXC           0.00%        2.20%        2
SRE           0.00%        2.16%        2
KMB           0.00%        2.01%        2
HSY           0.00%        1.63%        8
NWL           0.00%        1.61%        6
FSLR          0.00%        1.52%        5
MPC           0.00%        1.44%        6
NFLX          0.00%        1.38%        2
ANDV          0.00%        1.38%        2
WMT           0.00%        1.35%        6
T             0.00%        1.34%        6
SPY           0.00%        1.29%        2
AKAM          0.00%        1.29%        9
NRG           0.00%        1.27%        8
SHW           0.00%        1.19%        6
TMUS          0.00%        1.11%        4
MS            0.00%        0.98%        4
IRM           0.00%        0.93%        4
CTAS          0.00%        0.90%        2
WY            0.00%        0.89%        4
DLTR          0.00%        0.76%        6
RF            0.00%        0.66%        8
KMX           0.00%        0.59%        1
ZION          0.00%        0.49%        2
VLO           0.00%        0.42%        6
DIS           0.00%        0.37%        2
ROST          0.00%        0.20%       10
TRIP          0.00%        0.20%        7
TJX           0.00%        0.11%        4
BMC           0.00%        0.00%        1
WDC           0.00%       -0.00%        6
AMZN          0.00%       -0.03%        8
STZ           0.00%       -0.05%        2
GNW           0.00%       -0.06%        5
AAPL          0.00%       -0.10%        2
ORLY          0.00%       -0.10%        2
BEN           0.00%       -0.23%        2
TXT           0.00%       -0.25%        6
LEN           0.00%       -0.35%       21
AMGN          0.00%       -0.38%        6
CMCSA         0.00%       -0.38%        2
EW            0.00%       -0.43%        4
WEC           0.00%       -0.50%        2
GME           0.00%       -0.52%        2
ISRG          0.00%       -0.62%        2
GLD           0.00%       -0.63%        1
BAC           0.00%       -0.70%        9
BIIB          0.00%       -0.74%        4
EMN           0.00%       -0.81%        2
HIG           0.00%       -0.81%        8
EBAY          0.00%       -0.93%       14
GOOGL         0.00%       -1.00%        6
TDC           0.00%       -1.12%        2
BKNG          0.00%       -1.14%        2
HP            0.00%       -1.15%        1
AN            0.00%       -1.29%        2
MKC           0.00%       -1.50%        4
MA            0.00%       -1.58%        4
SEE           0.00%       -1.72%        2
MAS           0.00%       -2.02%        8
LUV           0.00%       -2.11%        2
DHI           0.00%       -2.16%        7
MU            0.00%       -2.24%        2
CF            0.00%       -2.28%        4
R             0.00%       -2.32%        2
SBUX          0.00%       -2.33%        6
JPM           0.00%       -2.37%        2
ANF           0.00%       -2.78%        5
TGNA          0.00%       -2.80%        2
HBAN          0.00%       -3.12%        2
AIG           0.00%       -3.14%        4
CRM           0.00%       -3.81%        2
GT            0.00%       -3.84%        1
PPG           0.00%       -4.23%        4
AMD           0.00%       -6.10%        2
SVU           0.00%       -6.63%        6

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2012-12-28 00:00:00  THC      SELL   $    31.33      140      9.48%
2012-12-28 00:00:00  TRIP     BUY    $    36.76      106      9.14%
2012-12-26 00:00:00  TRIP     SELL   $    37.17       64      5.05%
2012-12-26 00:00:00  F        BUY    $     6.70      584      5.24%
2012-12-26 00:00:00  WHR      SELL   $    63.27       62      7.18%
2012-12-26 00:00:00  BMC      BUY    $  2380.00        1      0.00%
2012-12-24 00:00:00  LOW      SELL   $    27.94      146      2.70%
2012-12-24 00:00:00  GME      SELL   $     4.47      956      0.31%
2012-12-24 00:00:00  WDC      SELL   $    25.60      160      3.90%
2012-12-24 00:00:00  VMC      SELL   $    48.19       45      1.72%
2012-12-24 00:00:00  GNW      BUY    $     7.09      559     11.42%
2012-12-24 00:00:00  KMX      BUY    $    37.50      105      0.59%
2012-12-24 00:00:00  R        BUY    $    35.05      113      1.27%
2012-12-24 00:00:00  BAC      BUY    $     8.84      448      6.93%
2012-12-24 00:00:00  TRIP     BUY    $    37.57       64      4.52%
2012-12-24 00:00:00  GILD     SELL   $    25.24      144      3.30%
2012-11-28 00:00:00  FSLR     BUY    $    27.21      143     10.03%
2012-11-28 00:00:00  ANF      BUY    $    34.87        1     -1.37%
2012-11-28 00:00:00  VMC      BUY    $    45.21       46      2.88%
2012-11-28 00:00:00  SEE      SELL   $    13.65       78     -2.95%
2012-11-28 00:00:00  TSN      SELL   $    14.58      266      2.73%
2012-11-28 00:00:00  PHM      SELL   $    14.51       71     -4.71%
2012-11-20 00:00:00  NWL      SELL   $    13.26       77      1.51%
2012-11-20 00:00:00  PHM      BUY    $    14.29       71      1.49%
2012-11-19 00:00:00  PHM      SELL   $    13.57      279      7.61%
2012-11-19 00:00:00  TSN      BUY    $    14.19      266      2.08%
2012-11-16 00:00:00  NWL      BUY    $    13.03       77      1.67%
2012-11-16 00:00:00  PHM      BUY    $    13.38      279      8.93%
2012-11-16 00:00:00  MCO      SELL   $    39.15       26      5.27%
2012-11-16 00:00:00  C        SELL   $    26.01      142      1.69%
2012-11-15 00:00:00  ANF      SELL   $    31.62       36      6.77%
2012-11-15 00:00:00  NWL      SELL   $    12.81      278      3.64%
2012-11-15 00:00:00  LOW      BUY    $    24.90      146     11.94%
2012-11-15 00:00:00  MCO      BUY    $    39.92       26      3.12%
2012-11-14 00:00:00  VMC      SELL   $    42.88       27      2.95%
2012-11-14 00:00:00  ANF      BUY    $    31.75       36      4.69%
2012-11-13 00:00:00  PHM      SELL   $    13.80       85      3.59%
2012-11-13 00:00:00  VMC      BUY    $    43.12       27      1.75%
2012-11-12 00:00:00  NWL      BUY    $    12.75      278      4.20%
2012-11-12 00:00:00  GILD     BUY    $    25.68      144      1.20%
2012-11-12 00:00:00  SVU      SELL   $    19.39      182     -7.22%
2012-11-12 00:00:00  FSLR     SELL   $    25.43      146     -5.03%
2012-11-09 00:00:00  LEN      SELL   $    32.61      114     -5.20%
2012-11-09 00:00:00  MAS      SELL   $    11.05      325     -2.42%
2012-11-09 00:00:00  SVU      BUY    $    20.37      182    -14.09%
2012-11-09 00:00:00  FSLR     BUY    $    24.55      146     -4.11%
2012-11-08 00:00:00  NWL      SELL   $    12.66       82      1.23%
2012-11-08 00:00:00  SEE      BUY    $    13.25       78     -0.48%
2012-11-07 00:00:00  NWL      BUY    $    13.09       82     -2.61%
2012-11-07 00:00:00  LEN      BUY    $    33.41      114    -10.35%