================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_017
Timestamp: 2026-01-24T07:56:19.234766
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             21.39%
Sharpe Ratio:          1.067
Win Rate:               62.7%
Accuracy:                0.0%
Correlation:          -0.020
MAE:                    0.56%
Max Drawdown:         -10.65%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           434
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
RF            0.00%       12.74%        5
NVDA          0.00%        9.49%        9
RIG           0.00%        9.19%        5
MET           0.00%        7.28%        2
PRU           0.00%        6.94%        2
RRC           0.00%        6.41%       10
KEY           0.00%        6.01%        3
NAVI          0.00%        5.71%        2
OKE           0.00%        5.28%        6
GS            0.00%        5.15%        3
DAL           0.00%        4.86%        6
WYNN          0.00%        4.70%        3
WMB           0.00%        4.04%       12
NTAP          0.00%        4.03%        2
UAL           0.00%        3.97%       13
FCX           0.00%        3.63%        6
PVH           0.00%        3.57%        2
WDC           0.00%        3.46%        6
OI            0.00%        3.32%        4
HBAN          0.00%        3.24%        2
MPC           0.00%        3.23%        2
BAC           0.00%        3.20%        3
ZION          0.00%        3.16%       12
NFLX          0.00%        3.08%        2
PFG           0.00%        2.99%        6
KSS           0.00%        2.88%        8
MLM           0.00%        2.80%        6
EA            0.00%        2.66%        2
FITB          0.00%        2.30%        6
FTI           0.00%        2.28%        2
MUR           0.00%        1.99%        4
CNX           0.00%        1.96%       10
NRG           0.00%        1.91%        6
AAL           0.00%        1.80%       10
QCOM          0.00%        1.70%        2
MS            0.00%        1.66%        8
MCHP          0.00%        1.63%        2
BSX           0.00%        1.57%        2
DVN           0.00%        1.52%        8
MU            0.00%        1.45%       14
EBAY          0.00%        1.39%        8
IRM           0.00%        1.23%        4
TLT           0.00%        1.14%        4
NFX           0.00%        1.12%        2
ADSK          0.00%        1.12%        6
EXC           0.00%        0.99%        4
CMA           0.00%        0.92%        5
AMAT          0.00%        0.89%        9
LNC           0.00%        0.84%        5
NEM           0.00%        0.75%        6
BBY           0.00%        0.70%       10
STX           0.00%        0.62%        2
DHR           0.00%        0.53%        2
CMI           0.00%        0.52%        2
AKAM          0.00%        0.47%        2
SPY           0.00%        0.37%       20
EW            0.00%        0.24%        4
LUV           0.00%        0.10%        2
ILMN          0.00%        0.06%        5
HPE           0.00%        0.05%        4
EQT           0.00%        0.02%        2
HP            0.00%       -0.20%        6
MNST          0.00%       -0.35%        2
HAL           0.00%       -0.45%        2
SJM           0.00%       -0.50%        2
NUE           0.00%       -0.50%        6
SWKS          0.00%       -0.58%        4
GLD           0.00%       -0.59%        2
STT           0.00%       -0.60%        2
HSY           0.00%       -0.98%        2
PWR           0.00%       -1.05%        2
GT            0.00%       -1.06%        2
KLAC          0.00%       -1.06%        1
AAPL          0.00%       -1.07%        2
AMZN          0.00%       -1.13%        5
URI           0.00%       -1.14%        5
APA           0.00%       -1.24%       12
PFE           0.00%       -1.36%        2
BIIB          0.00%       -1.48%        4
M             0.00%       -1.77%        8
CTAS          0.00%       -1.79%        2
TSN           0.00%       -1.86%        4
HRL           0.00%       -2.26%        1
GRMN          0.00%       -2.29%        2
MAT           0.00%       -2.58%        3
WHR           0.00%       -2.91%        2
BBBY          0.00%       -3.04%        2
CPRI          0.00%       -3.45%        2
KMI           0.00%       -3.78%        6
PYPL          0.00%       -4.56%        2
DLTR          0.00%       -4.73%        2
FOSL          0.00%       -4.80%        4
DXC           0.00%       -6.54%        1
FSLR          0.00%       -6.55%        1
TRIP          0.00%       -7.29%        1
QRVO          0.00%       -8.11%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2016-12-22 00:00:00  FCX      SELL   $    12.52      473     -4.42%
2016-12-22 00:00:00  URI      BUY    $   103.49       54     -1.20%
2016-12-22 00:00:00  HP       SELL   $    50.53      120     -1.59%
2016-12-22 00:00:00  LNC      BUY    $    47.61      135     -1.72%
2016-12-14 00:00:00  UAL      BUY    $    72.94       87      3.81%
2016-12-14 00:00:00  LNC      SELL   $    46.76      136      2.34%
2016-12-13 00:00:00  UAL      SELL   $    72.55       87      4.82%
2016-12-13 00:00:00  NVDA     BUY    $     2.25     2860     15.36%
2016-12-12 00:00:00  NVDA     SELL   $     2.21     2769     13.44%
2016-12-12 00:00:00  NUE      SELL   $    52.29      119     -5.57%
2016-12-12 00:00:00  HP       BUY    $    53.44      120     -5.69%
2016-12-12 00:00:00  LNC      BUY    $    47.43      136     -0.76%
2016-12-09 00:00:00  LNC      SELL   $    48.10      144     -2.55%
2016-12-09 00:00:00  UAL      BUY    $    75.17       87     -1.00%
2016-12-08 00:00:00  GS       BUY    $   199.83       32      0.64%
2016-12-08 00:00:00  HP       SELL   $    52.28      124     -1.14%
2016-12-07 00:00:00  HP       BUY    $    51.95      124      0.51%
2016-12-07 00:00:00  ZION     SELL   $    32.44      199     -0.21%
2016-12-06 00:00:00  HP       SELL   $    51.34      121      4.43%
2016-12-06 00:00:00  ZION     BUY    $    32.16      199      0.74%
2016-12-05 00:00:00  HBAN     SELL   $     8.83      715      2.07%
2016-12-05 00:00:00  MS       SELL   $    32.49      193      2.11%
2016-12-05 00:00:00  ZION     SELL   $    31.11      203      4.73%
2016-12-05 00:00:00  RIG      BUY    $    13.98      455     11.16%
2016-12-05 00:00:00  NUE      BUY    $    53.11      119     -1.54%
2016-12-05 00:00:00  HP       BUY    $    52.23      121      2.30%
2016-12-02 00:00:00  HBAN     BUY    $     8.77      715      4.40%
2016-12-02 00:00:00  ZION     BUY    $    30.87      203      7.43%
2016-12-02 00:00:00  GS       SELL   $   184.86       33      8.28%
2016-12-02 00:00:00  RIG      SELL   $    13.35      470     15.51%
2016-12-01 00:00:00  UAL      SELL   $    68.47       99      6.24%
2016-12-01 00:00:00  WDC      SELL   $    41.27      151     10.78%
2016-12-01 00:00:00  FITB     SELL   $    19.06      336      2.04%
2016-12-01 00:00:00  RIG      BUY    $    13.37      470     10.99%
2016-12-01 00:00:00  GS       BUY    $   187.57       33      6.54%
2016-12-01 00:00:00  MS       BUY    $    32.54      193      3.37%
2016-11-30 00:00:00  DAL      SELL   $    43.30      143      6.06%
2016-11-30 00:00:00  AAL      SELL   $    44.88      138      4.76%
2016-11-30 00:00:00  BAC      BUY    $    17.23      366      6.87%
2016-11-30 00:00:00  FITB     BUY    $    18.76      336      2.04%
2016-11-29 00:00:00  AAL      BUY    $    45.31      138     -0.98%
2016-11-29 00:00:00  LUV      SELL   $    42.29      147      1.15%
2016-11-28 00:00:00  NUE      SELL   $    50.55      123      5.05%
2016-11-28 00:00:00  LUV      BUY    $    42.54      147     -0.95%
2016-11-25 00:00:00  FITB     SELL   $    18.85      337     -0.96%
2016-11-25 00:00:00  NUE      BUY    $    51.27      123      0.29%
2016-11-22 00:00:00  MET      SELL   $    36.02      183      0.36%
2016-11-22 00:00:00  CMA      BUY    $    42.37      148      3.57%
2016-11-21 00:00:00  CMA      SELL   $    41.94      149      1.35%
2016-11-21 00:00:00  FCX      BUY    $    13.16      473      3.17%