================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_016
Timestamp: 2026-01-24T07:55:20.456828
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:            -14.20%
Sharpe Ratio:         -0.842
Win Rate:               46.3%
Accuracy:                0.0%
Correlation:          -0.069
MAE:                    0.56%
Max Drawdown:         -20.19%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           529
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
MAC           0.00%        6.48%        2
TSCO          0.00%        4.19%        2
HP            0.00%        3.97%        4
KR            0.00%        3.75%        2
AVGO          0.00%        3.62%        8
AMZN          0.00%        2.89%       13
UAA           0.00%        2.63%        8
VRSN          0.00%        2.56%        4
BIIB          0.00%        2.49%        6
GLW           0.00%        2.34%        4
INTU          0.00%        2.33%        2
KLAC          0.00%        2.19%        1
AKAM          0.00%        2.19%        2
AIZ           0.00%        2.06%        6
URI           0.00%        2.02%        2
UHS           0.00%        1.74%       10
NFLX          0.00%        1.44%        8
LOW           0.00%        1.32%        4
CAG           0.00%        1.18%        8
CMG           0.00%        1.16%        2
GHC           0.00%        1.11%        1
REGN          0.00%        1.11%       10
SPY           0.00%        1.10%       12
EXPE          0.00%        1.04%       16
DAL           0.00%        0.94%        4
TGT           0.00%        0.91%        2
KSS           0.00%        0.78%        4
ADSK          0.00%        0.71%        2
MSFT          0.00%        0.65%        2
PCG           0.00%        0.62%        2
GOOG          0.00%        0.56%       10
HAS           0.00%        0.48%       10
HRB           0.00%        0.48%        4
GOOGL         0.00%        0.47%        6
INTC          0.00%        0.37%        4
WYNN          0.00%        0.35%        1
GILD          0.00%        0.34%        2
MHK           0.00%        0.33%        2
BSX           0.00%        0.28%        4
VMC           0.00%        0.28%        2
MDLZ          0.00%        0.27%        4
FSLR          0.00%        0.23%        3
STZ           0.00%        0.11%        8
DLTR          0.00%        0.08%        3
AVY           0.00%        0.06%        8
AES           0.00%        0.01%        4
CI            0.00%       -0.04%        8
YUM           0.00%       -0.04%        8
NFX           0.00%       -0.17%       14
PSX           0.00%       -0.20%        2
HRL           0.00%       -0.20%        3
PRGO          0.00%       -0.25%        2
EW            0.00%       -0.31%        5
ABBV          0.00%       -0.33%        5
TLT           0.00%       -0.36%        6
GLD           0.00%       -0.38%        4
WHR           0.00%       -0.40%        1
TSN           0.00%       -0.41%        2
WU            0.00%       -0.44%        8
CRM           0.00%       -0.53%        6
MNST          0.00%       -0.54%        7
LUV           0.00%       -0.65%        7
DXC           0.00%       -0.67%        1
VRTX          0.00%       -0.70%        1
LLY           0.00%       -0.72%        8
SEE           0.00%       -0.75%        6
GM            0.00%       -0.76%        2
EOG           0.00%       -0.79%        2
VLO           0.00%       -0.79%       12
RRC           0.00%       -0.85%        8
TRIP          0.00%       -0.87%        3
CCL           0.00%       -0.90%        2
NBR           0.00%       -0.96%        6
GE            0.00%       -1.03%        2
NSC           0.00%       -1.15%        2
GME           0.00%       -1.41%       10
DD            0.00%       -1.46%        4
FTI           0.00%       -1.49%        4
LEN           0.00%       -1.51%        2
NDAQ          0.00%       -1.57%        2
TXN           0.00%       -1.60%        4
PVH           0.00%       -1.62%        4
AET           0.00%       -1.65%        6
MAT           0.00%       -1.78%        3
MPC           0.00%       -1.89%        6
CF            0.00%       -1.93%        2
HUM           0.00%       -1.99%        4
LYB           0.00%       -2.01%        8
MSI           0.00%       -2.02%        2
AMAT          0.00%       -2.20%        1
THC           0.00%       -2.28%        8
ADI           0.00%       -2.49%        2
FCX           0.00%       -2.60%        6
ANDV          0.00%       -2.65%       12
EMN           0.00%       -2.85%        4
ZION          0.00%       -3.09%        4
HIG           0.00%       -3.15%        2
EA            0.00%       -3.21%       14
KMX           0.00%       -3.21%        2
DHI           0.00%       -3.37%        2
TAP           0.00%       -3.38%        2
WMB           0.00%       -3.56%        2
ZTS           0.00%       -3.68%        3
DRI           0.00%       -3.93%        2
GT            0.00%       -3.95%        4
RCL           0.00%       -4.12%        6
NEM           0.00%       -4.40%        6
MLM           0.00%       -4.78%        4
BKNG          0.00%       -5.00%        4
BBBY          0.00%       -5.01%        1
RIG           0.00%       -6.09%        6

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2015-12-23 00:00:00  VRSN     SELL   $    87.04       63     -0.50%
2015-12-23 00:00:00  TSN      SELL   $    42.23       33     -0.87%
2015-12-23 00:00:00  WYNN     BUY    $    60.70       88      0.35%
2015-12-23 00:00:00  DXC      BUY    $    26.57      201     -0.67%
2015-12-23 00:00:00  AMAT     BUY    $    16.99      314     -2.20%
2015-12-23 00:00:00  MAT      BUY    $    25.30      211     -1.77%
2015-12-23 00:00:00  SPY      SELL   $   175.13       19     -1.04%
2015-12-23 00:00:00  ADSK     SELL   $    62.04       87     -1.79%
2015-12-23 00:00:00  MSFT     SELL   $    48.88       41     -0.61%
2015-12-23 00:00:00  MPC      SELL   $    38.46      127     -1.65%
2015-12-23 00:00:00  TXN      SELL   $    43.03      121     -3.33%
2015-12-22 00:00:00  TLT      SELL   $    93.53        1     -1.65%
2015-12-21 00:00:00  TLT      BUY    $    94.21        1     -2.26%
2015-12-18 00:00:00  SPY      BUY    $   170.03       19      2.59%
2015-12-16 00:00:00  GOOG     SELL   $    37.62      145     -1.03%
2015-12-16 00:00:00  DD       SELL   $    23.96      219      3.57%
2015-12-16 00:00:00  ANDV     SELL   $    98.16       51      0.24%
2015-12-16 00:00:00  TAP      SELL   $    73.59       49     -0.21%
2015-12-16 00:00:00  FSLR     BUY    $    65.62       81      0.84%
2015-12-16 00:00:00  TRIP     BUY    $    77.26       69     -2.30%
2015-12-16 00:00:00  TXN      BUY    $    44.07      121     -2.36%
2015-12-11 00:00:00  TSN      BUY    $    41.22       34      0.06%
2015-12-11 00:00:00  HRL      BUY    $    30.35      104      1.74%
2015-12-01 00:00:00  LUV      SELL   $    41.76      130     -4.11%
2015-12-01 00:00:00  GM       SELL   $    28.87      189     -2.15%
2015-12-01 00:00:00  RIG      SELL   $    14.20      333     -6.62%
2015-12-01 00:00:00  NFX      SELL   $    39.15      140    -11.06%
2015-12-01 00:00:00  MPC      BUY    $    43.30      127    -11.14%
2015-12-01 00:00:00  DD       BUY    $    25.24      219     -4.72%
2015-12-01 00:00:00  GOOG     BUY    $    38.07      145     -0.61%
2015-11-23 00:00:00  NSC      SELL   $    77.36       69     -0.78%
2015-11-23 00:00:00  INTC     SELL   $    27.25       77      1.77%
2015-11-23 00:00:00  ADSK     BUY    $    62.71       87      3.21%
2015-11-23 00:00:00  MSFT     BUY    $    47.45       41      1.90%
2015-11-20 00:00:00  ANDV     BUY    $   106.75       51      1.07%
2015-11-20 00:00:00  INTC     BUY    $    27.39       77      0.32%
2015-11-20 00:00:00  LUV      BUY    $    42.01      130     -3.04%
2015-11-20 00:00:00  DD       SELL   $    25.19      216     -2.23%
2015-11-20 00:00:00  TXN      SELL   $    44.11      124      0.00%
2015-11-20 00:00:00  GE       SELL   $   128.88       16     -2.35%
2015-11-19 00:00:00  GE       BUY    $   127.24       16      0.30%
2015-11-19 00:00:00  NSC      BUY    $    78.41       69     -1.52%
2015-11-19 00:00:00  VRSN     BUY    $    85.85       63      3.12%
2015-11-19 00:00:00  TXN      BUY    $    43.98      124     -0.69%
2015-11-19 00:00:00  GM       BUY    $    28.77      189      0.64%
2015-11-19 00:00:00  DD       BUY    $    25.19      216     -2.46%
2015-11-19 00:00:00  INTC     SELL   $    27.11      204      0.47%
2015-11-19 00:00:00  NEM      SELL   $    14.15      362     -3.66%
2015-11-19 00:00:00  EOG      SELL   $    60.92       87     -0.76%
2015-11-19 00:00:00  URI      SELL   $    73.18       75      2.12%