================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_014
Timestamp: 2026-01-24T07:53:22.823044
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             44.56%
Sharpe Ratio:          1.995
Win Rate:               59.5%
Accuracy:                0.0%
Correlation:           0.070
MAE:                    0.55%
Max Drawdown:          -7.71%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           337
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
BBY           0.00%        7.96%       10
GT            0.00%        6.18%        4
GME           0.00%        5.39%        4
PRU           0.00%        4.84%        2
CNX           0.00%        4.32%        2
ANF           0.00%        4.30%        1
BWA           0.00%        3.90%        2
GILD          0.00%        3.75%        6
BAC           0.00%        3.39%        1
TRIP          0.00%        3.33%        7
DXC           0.00%        3.27%        6
EXPE          0.00%        3.18%        1
CLF           0.00%        3.03%        6
STX           0.00%        2.89%        6
HRB           0.00%        2.81%        2
AMD           0.00%        2.60%        4
CAH           0.00%        2.52%        4
EOG           0.00%        2.40%        4
AMGN          0.00%        2.40%        2
LUV           0.00%        2.29%        2
GRMN          0.00%        2.26%        6
WDC           0.00%        2.23%        5
TMUS          0.00%        2.20%        4
SCHW          0.00%        2.08%        2
STZ           0.00%        2.06%        4
BIIB          0.00%        1.96%        6
VIAV          0.00%        1.95%        2
LNC           0.00%        1.92%        8
NFLX          0.00%        1.91%       12
R             0.00%        1.82%        1
BSX           0.00%        1.78%       14
CPB           0.00%        1.68%        2
MPC           0.00%        1.64%        3
AET           0.00%        1.63%        2
EQT           0.00%        1.63%        2
TSN           0.00%        1.37%        4
PSX           0.00%        1.33%        3
MCO           0.00%        1.19%        2
XYL           0.00%        1.08%        2
SEE           0.00%        1.04%       10
CTSH          0.00%        1.02%        2
HAS           0.00%        0.93%        2
MNST          0.00%        0.91%        1
AMZN          0.00%        0.88%        2
MU            0.00%        0.78%       12
ATGE          0.00%        0.76%        1
CRM           0.00%        0.65%        2
BA            0.00%        0.55%        2
BBBY          0.00%        0.43%        5
HUM           0.00%        0.37%        2
AKAM          0.00%        0.32%        2
F             0.00%        0.30%        1
ANDV          0.00%        0.24%       11
VLO           0.00%        0.18%        5
CMG           0.00%        0.11%        6
ROK           0.00%        0.03%        4
BMC           0.00%        0.00%        1
CME           0.00%       -0.06%        2
TGNA          0.00%       -0.16%       10
PBI           0.00%       -0.16%       12
OKE           0.00%       -0.17%        4
HPQ           0.00%       -0.34%       11
MS            0.00%       -0.37%        4
GHC           0.00%       -0.39%        4
KMX           0.00%       -0.40%        1
NDAQ          0.00%       -0.44%        2
FDX           0.00%       -0.52%        2
MOLX          0.00%       -0.70%        1
AIZ           0.00%       -0.71%        2
FFIV          0.00%       -0.80%        2
GNW           0.00%       -0.98%        5
EA            0.00%       -1.02%       12
BKNG          0.00%       -1.43%        2
JBL           0.00%       -1.50%        2
AES           0.00%       -1.84%        2
THC           0.00%       -1.88%        6
FSLR          0.00%       -1.91%        4
MCK           0.00%       -2.06%        4
TXT           0.00%       -2.67%        1
CSCO          0.00%       -3.05%        4
LDOS          0.00%       -3.26%        4
WHR           0.00%       -5.04%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2013-12-31 00:00:00  MU       SELL   $    21.22      306      9.75%
2013-12-31 00:00:00  PSX      BUY    $    50.32      118     -0.34%
2013-12-31 00:00:00  MNST     BUY    $    11.30      528      0.91%
2013-12-31 00:00:00  LDOS     SELL   $    26.83      212      2.37%
2013-12-31 00:00:00  TXT      BUY    $    36.10      165     -2.67%
2013-12-31 00:00:00  STX      SELL   $    32.62      188      6.18%
2013-12-17 00:00:00  LUV      SELL   $    16.06      378      3.33%
2013-12-17 00:00:00  PSX      SELL   $    47.37      118      2.95%
2013-12-17 00:00:00  STX      BUY    $    30.75      188      5.65%
2013-12-17 00:00:00  EXPE     BUY    $    62.07       93      3.18%
2013-12-16 00:00:00  CAH      SELL   $    47.42      118      2.09%
2013-12-16 00:00:00  WDC      BUY    $    50.67      111      1.19%
2013-12-13 00:00:00  PBI      SELL   $    12.97      440      0.72%
2013-12-13 00:00:00  HPQ      BUY    $     8.35      684      3.81%
2013-12-12 00:00:00  HPQ      SELL   $     8.30      664      5.41%
2013-12-12 00:00:00  AMZN     SELL   $    19.06      305      3.66%
2013-12-12 00:00:00  ANDV     BUY    $    51.38      111     -0.97%
2013-12-12 00:00:00  CAH      BUY    $    47.82      118      0.91%
2013-12-11 00:00:00  ANDV     SELL   $    50.76      111      2.26%
2013-12-11 00:00:00  HPQ      BUY    $     8.42      671      1.93%
2013-12-10 00:00:00  STX      SELL   $    29.58        3      3.95%
2013-12-10 00:00:00  PSX      BUY    $    46.72      118      1.38%
2013-12-10 00:00:00  ANDV     BUY    $    52.09      111     -1.28%
2013-12-10 00:00:00  FDX      SELL   $   117.34       47      0.43%
2013-12-10 00:00:00  MCK      SELL   $   146.49       38     -0.95%
2013-12-09 00:00:00  ANDV     SELL   $    52.33      111      0.66%
2013-12-09 00:00:00  MCK      BUY    $   149.32       38     -3.42%
2013-12-06 00:00:00  MCK      SELL   $   149.12       39     -3.33%
2013-12-06 00:00:00  NDAQ     SELL   $    10.66      547     -0.52%
2013-12-06 00:00:00  MPC      BUY    $    30.50      190     -2.28%
2013-12-06 00:00:00  ANDV     BUY    $    52.07      111     -2.43%
2013-12-06 00:00:00  STX      BUY    $    29.86        3     -2.76%
2013-12-05 00:00:00  VLO      BUY    $    28.97      196      1.17%
2013-12-05 00:00:00  HPQ      SELL   $     8.46      667     -1.87%
2013-12-04 00:00:00  VLO      SELL   $    28.76      195      2.27%
2013-12-04 00:00:00  CMG      SELL   $    10.36        8     -0.10%
2013-12-04 00:00:00  CAH      SELL   $    45.67      125      4.79%
2013-12-04 00:00:00  HPQ      BUY    $     8.73      667     -3.55%
2013-12-04 00:00:00  FDX      BUY    $   117.40       47     -1.48%
2013-12-03 00:00:00  CMG      BUY    $    10.45        8     -0.21%
2013-12-03 00:00:00  NDAQ     BUY    $    10.70      547     -0.36%
2013-12-03 00:00:00  CAH      BUY    $    46.77      125      2.30%
2013-12-03 00:00:00  VLO      BUY    $    29.88      195     -0.62%
2013-12-03 00:00:00  BIIB     SELL   $   287.76       20     -0.88%
2013-12-03 00:00:00  MOLX     SELL   $    38.61      140        N/A
2013-12-03 00:00:00  XYL      SELL   $    28.83      202     -0.12%
2013-12-02 00:00:00  BBY      SELL   $    26.74      200      1.09%
2013-12-02 00:00:00  NFLX     SELL   $     5.20     1228     -2.27%
2013-12-02 00:00:00  CMG      SELL   $    10.49      547      0.54%
2013-12-02 00:00:00  PBI      BUY    $    13.63      440     -4.92%