================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_015
Timestamp: 2026-01-24T07:54:20.618014
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:              4.58%
Sharpe Ratio:          0.374
Win Rate:               48.9%
Accuracy:                0.0%
Correlation:          -0.029
MAE:                    0.55%
Max Drawdown:         -12.35%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           374
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
ZTS           0.00%        6.58%        3
GHC           0.00%        6.16%        1
PWR           0.00%        3.87%        2
AKAM          0.00%        3.79%        4
AMGN          0.00%        3.47%        4
MNST          0.00%        3.20%        8
AAPL          0.00%        3.17%        2
FFIV          0.00%        3.06%        2
GILD          0.00%        2.91%        4
IRM           0.00%        2.81%        4
KR            0.00%        2.62%        2
EW            0.00%        2.37%        7
THC           0.00%        2.30%        2
NFX           0.00%        1.95%        2
ADSK          0.00%        1.83%        8
CBRE          0.00%        1.80%        2
NKE           0.00%        1.59%        4
NFLX          0.00%        1.48%       14
EXC           0.00%        1.44%       12
LUV           0.00%        1.38%        9
DD            0.00%        1.35%        4
GOOGL         0.00%        1.29%        4
GRMN          0.00%        1.20%        6
TAP           0.00%        1.16%        2
COP           0.00%        0.92%        2
TXT           0.00%        0.90%        1
GD            0.00%        0.88%        4
HUM           0.00%        0.80%        2
HAL           0.00%        0.76%        4
PEG           0.00%        0.75%        6
CMG           0.00%        0.70%        2
APA           0.00%        0.66%        2
AMZN          0.00%        0.65%        4
HP            0.00%        0.62%       10
WHR           0.00%        0.61%        1
NBR           0.00%        0.57%        4
ROST          0.00%        0.50%        2
ABBV          0.00%        0.45%        1
EXPD          0.00%        0.37%        2
LRCX          0.00%        0.37%        4
DOV           0.00%        0.35%        6
VRTX          0.00%        0.32%        7
GLW           0.00%        0.30%        2
TSN           0.00%        0.24%       14
GT            0.00%        0.21%        4
TJX           0.00%        0.21%        2
DLTR          0.00%        0.07%        1
REGN          0.00%        0.05%        4
CSX           0.00%        0.02%        4
ALLE          0.00%       -0.03%        2
WYNN          0.00%       -0.15%        6
NRG           0.00%       -0.25%        4
ATI           0.00%       -0.29%        2
LMT           0.00%       -0.38%        2
EXPE          0.00%       -0.46%        7
DAL           0.00%       -0.46%       12
EA            0.00%       -0.46%        8
NTAP          0.00%       -0.52%        2
FSLR          0.00%       -0.60%        7
WMB           0.00%       -0.66%        4
EIX           0.00%       -0.75%        2
BBBY          0.00%       -0.97%        5
WDC           0.00%       -1.00%        9
INTC          0.00%       -1.05%        2
MU            0.00%       -1.20%        4
VFC           0.00%       -1.20%        2
KSS           0.00%       -1.21%        4
PSX           0.00%       -1.27%        3
ETR           0.00%       -1.28%        2
TMO           0.00%       -1.30%        2
DHI           0.00%       -1.41%        6
XYL           0.00%       -1.66%        2
M             0.00%       -1.97%        6
CCI           0.00%       -2.04%        2
STZ           0.00%       -2.16%        2
HD            0.00%       -2.18%        2
MPC           0.00%       -2.42%        3
PHM           0.00%       -2.50%        2
HPQ           0.00%       -2.50%        5
CCL           0.00%       -2.61%        4
TGNA          0.00%       -2.75%        2
BIIB          0.00%       -2.88%        6
LEN           0.00%       -2.91%        4
VLO           0.00%       -3.45%        5
CRM           0.00%       -3.63%        2
EOG           0.00%       -4.17%        4
STX           0.00%       -4.35%        6
ISRG          0.00%       -5.15%        4
TRIP          0.00%       -6.04%        4
TWX           0.00%       -6.65%        2
ANDV          0.00%       -7.10%        1
XRX           0.00%       -9.03%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2014-12-01 00:00:00  AMGN     SELL   $   121.18       50      3.14%
2014-12-01 00:00:00  ZTS      BUY    $    40.72      152     -0.61%
2014-12-01 00:00:00  DLTR     BUY    $    67.94       71      0.07%
2014-12-01 00:00:00  WHR      BUY    $   122.11       50      0.61%
2014-12-01 00:00:00  GHC      BUY    $   477.79       12      6.16%
2014-12-01 00:00:00  NKE      SELL   $    42.42      143      0.03%
2014-12-01 00:00:00  ABBV     BUY    $    44.15      140      0.45%
2014-12-01 00:00:00  ROST     SELL   $    40.39      163      0.28%
2014-12-01 00:00:00  KSS      SELL   $    32.92      169     -1.25%
2014-12-01 00:00:00  GD       SELL   $   113.11       42      0.83%
2014-11-05 00:00:00  GD       BUY    $   111.69       42     -0.46%
2014-11-05 00:00:00  ZTS      SELL   $    36.04      132      8.58%
2014-11-04 00:00:00  IRM      SELL   $    19.12      249      4.19%
2014-11-04 00:00:00  ZTS      BUY    $    35.91      132     11.76%
2014-11-03 00:00:00  GD       SELL   $   109.93       44      0.79%
2014-11-03 00:00:00  CSX      SELL   $     9.89        1      3.36%
2014-11-03 00:00:00  NKE      BUY    $    40.58      143      1.62%
2014-11-03 00:00:00  IRM      BUY    $    19.29      249      2.70%
2014-11-03 00:00:00  EA       SELL   $    39.83      145      0.73%
2014-10-31 00:00:00  HD       SELL   $    74.98       77      0.13%
2014-10-31 00:00:00  EA       BUY    $    39.83      145     -0.07%
2014-10-31 00:00:00  CSX      BUY    $     9.96        1     -0.51%
2014-10-30 00:00:00  GD       BUY    $   108.81       44      2.36%
2014-10-30 00:00:00  CSX      SELL   $     9.87      488     -0.45%
2014-10-29 00:00:00  CSX      BUY    $     9.90      488     -2.32%
2014-10-28 00:00:00  NKE      SELL   $    40.14      144      1.62%
2014-10-28 00:00:00  CCI      SELL   $    52.40      107     -6.44%
2014-10-28 00:00:00  BBBY     BUY    $    23.06      249      3.73%
2014-10-28 00:00:00  VRTX     BUY    $   114.07       50      0.03%
2014-10-28 00:00:00  AMGN     BUY    $   114.03       50      2.05%
2014-10-28 00:00:00  LUV      BUY    $    30.45      188      5.50%
2014-10-28 00:00:00  TJX      SELL   $    26.86      215      1.85%
2014-10-20 00:00:00  REGN     SELL   $   364.11       15     11.21%
2014-10-20 00:00:00  KSS      BUY    $    32.92      169      1.79%
2014-10-20 00:00:00  CCI      BUY    $    51.72      107      2.36%
2014-10-20 00:00:00  NKE      BUY    $    38.60      144      3.08%
2014-10-20 00:00:00  THC      SELL   $    56.45       94      1.84%
2014-10-20 00:00:00  ISRG     SELL   $    53.92      106     -1.56%
2014-10-20 00:00:00  BBBY     SELL   $    17.93        4     22.59%
2014-10-20 00:00:00  AMGN     SELL   $    99.76       55      7.77%
2014-10-20 00:00:00  GILD     SELL   $    71.01       73     10.16%
2014-10-13 00:00:00  BBBY     BUY    $    16.49        4      8.73%
2014-10-09 00:00:00  ROST     BUY    $    34.12      163      0.72%
2014-10-09 00:00:00  HD       BUY    $    71.56       77     -4.50%
2014-10-09 00:00:00  TJX      BUY    $    25.91      215     -1.44%
2014-10-09 00:00:00  LMT      SELL   $   128.67       42      0.10%
2014-10-09 00:00:00  LUV      SELL   $    27.62      182     -1.21%
2014-10-09 00:00:00  KSS      SELL   $    32.70      162     -1.51%
2014-10-01 00:00:00  VRTX     SELL   $   107.25       61     -0.21%
2014-10-01 00:00:00  CMG      SELL   $    13.24      404      1.49%