================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_018
Timestamp: 2026-01-24T07:57:16.303171
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             43.97%
Sharpe Ratio:          1.932
Win Rate:               60.2%
Accuracy:                0.0%
Correlation:          -0.049
MAE:                    0.56%
Max Drawdown:          -9.17%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           344
Curve Points:            251

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
HAR           0.00%       19.93%        4
BBBY          0.00%       10.98%        1
ILMN          0.00%        8.68%        3
CPRI          0.00%        6.17%        3
HP            0.00%        5.17%        1
HRB           0.00%        3.87%        4
AMP           0.00%        3.65%        2
PRGO          0.00%        3.32%        2
GILD          0.00%        3.16%        2
GS            0.00%        3.06%        1
COO           0.00%        2.71%        2
DAL           0.00%        2.47%        2
AAL           0.00%        2.40%        2
CMG           0.00%        2.38%        2
DHI           0.00%        2.35%        3
REGN          0.00%        2.31%        6
BWA           0.00%        2.28%        2
DLTR          0.00%        2.25%        8
STX           0.00%        2.11%        6
AMT           0.00%        2.08%        2
VRTX          0.00%        1.94%        4
NVDA          0.00%        1.82%       11
GM            0.00%        1.80%        4
BA            0.00%        1.80%       10
XRX           0.00%        1.73%        2
INTC          0.00%        1.72%        2
MU            0.00%        1.60%        8
PYPL          0.00%        1.47%        6
DRI           0.00%        1.41%        2
CSX           0.00%        1.38%        2
UAL           0.00%        1.31%        1
NFLX          0.00%        1.20%       10
CFG           0.00%        1.20%        2
EW            0.00%        1.19%        4
ABBV          0.00%        0.98%        4
GWW           0.00%        0.98%        3
BIIB          0.00%        0.94%        4
ALB           0.00%        0.87%        4
BAC           0.00%        0.82%        5
AAPL          0.00%        0.81%        4
LNC           0.00%        0.81%        1
HAS           0.00%        0.81%        2
LUV           0.00%        0.79%        2
ISRG          0.00%        0.75%        6
URI           0.00%        0.73%       13
CBRE          0.00%        0.63%        4
WDC           0.00%        0.62%        2
AVGO          0.00%        0.61%        4
IR            0.00%        0.54%        9
MTD           0.00%        0.51%        2
PHM           0.00%        0.47%        1
LLY           0.00%        0.29%        2
RF            0.00%        0.21%        1
ALK           0.00%        0.16%        4
ZION          0.00%        0.10%        2
CHTR          0.00%        0.03%        2
HCA           0.00%       -0.05%        2
AMAT          0.00%       -0.12%        6
FMC           0.00%       -0.15%       10
WYNN          0.00%       -0.18%        2
ADSK          0.00%       -0.27%        4
SYF           0.00%       -0.27%        2
EQT           0.00%       -0.36%        2
NTAP          0.00%       -0.53%        1
CMA           0.00%       -0.57%        1
FSLR          0.00%       -0.64%        8
KLAC          0.00%       -0.67%        2
NRG           0.00%       -0.68%        4
LRCX          0.00%       -0.75%        8
SWKS          0.00%       -0.92%        6
HPQ           0.00%       -0.97%        4
PVH           0.00%       -1.04%        2
KSS           0.00%       -1.06%        4
DVN           0.00%       -1.16%        2
KEY           0.00%       -1.16%        1
EA            0.00%       -1.21%        4
RL            0.00%       -1.45%        6
QCOM          0.00%       -1.91%        1
ANDV          0.00%       -2.28%        2
CNC           0.00%       -2.30%        6
CF            0.00%       -2.47%       10
KMX           0.00%       -2.50%        2
ALLE          0.00%       -2.61%        2
AN            0.00%       -2.63%        2
FCX           0.00%       -2.69%        8
RIG           0.00%       -3.35%        9
PBI           0.00%       -3.92%        2
QRVO          0.00%       -3.95%        2
BBY           0.00%       -4.16%        4
TSCO          0.00%       -5.23%        2
MOS           0.00%       -5.74%        4

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2017-12-01 00:00:00  RIG      SELL   $    10.83      780     -8.49%
2017-12-01 00:00:00  GWW      BUY    $   195.35       42      2.60%
2017-12-01 00:00:00  QCOM     BUY    $    53.19      131     -1.91%
2017-12-01 00:00:00  PHM      BUY    $    30.98      267      0.47%
2017-12-01 00:00:00  FSLR     SELL   $    60.30       61     16.12%
2017-12-01 00:00:00  MU       SELL   $    40.97      214      2.91%
2017-12-01 00:00:00  URI      SELL   $   152.14       17      4.40%
2017-11-27 00:00:00  HRB      SELL   $    18.53      353      3.93%
2017-11-27 00:00:00  NTAP     BUY    $    45.43      192     -0.53%
2017-11-27 00:00:00  FSLR     BUY    $    61.65       61     -7.10%
2017-11-27 00:00:00  HP       BUY    $    37.50      233      5.17%
2017-11-27 00:00:00  ABBV     SELL   $    67.78      125     -0.21%
2017-11-27 00:00:00  DHI      BUY    $    45.18      193      2.50%
2017-11-27 00:00:00  IR       BUY    $    29.12      300     -0.03%
2017-11-27 00:00:00  LRCX     SELL   $    18.77      452    -14.31%
2017-11-27 00:00:00  DVN      SELL   $    26.10      276      5.03%
2017-11-27 00:00:00  AMAT     SELL   $    52.00      163    -12.59%
2017-11-27 00:00:00  INTC     SELL   $    37.35      221      0.00%
2017-11-27 00:00:00  CPRI     BUY    $    56.61      154      3.85%
2017-11-07 00:00:00  NVDA     SELL   $     5.24       18      1.01%
2017-11-07 00:00:00  AN       SELL   $    52.92      151      0.60%
2017-11-07 00:00:00  DVN      BUY    $    29.27      276     -7.34%
2017-11-06 00:00:00  DLTR     SELL   $    93.39        1      0.32%
2017-11-06 00:00:00  NVDA     BUY    $     5.18       19      1.43%
2017-11-03 00:00:00  DLTR     BUY    $    93.75        1      1.40%
2017-11-03 00:00:00  IR       SELL   $    26.45        3      0.63%
2017-11-02 00:00:00  DHI      SELL   $    40.76        2      3.05%
2017-11-02 00:00:00  ALB      SELL   $   122.31       27      2.87%
2017-11-02 00:00:00  PRGO     SELL   $    66.29      124      8.27%
2017-11-02 00:00:00  AN       BUY    $    54.65      151     -5.86%
2017-11-02 00:00:00  RIG      BUY    $    10.62      780      8.47%
2017-11-02 00:00:00  URI      BUY    $   140.99       17     -0.34%
2017-11-02 00:00:00  IR       BUY    $    27.13        3     -3.99%
2017-11-02 00:00:00  GM       SELL   $    37.10      200     -1.15%
2017-11-01 00:00:00  ALB      BUY    $   127.16       27      1.58%
2017-11-01 00:00:00  DHI      BUY    $    40.86        2      1.52%
2017-11-01 00:00:00  PYPL     SELL   $    72.21       51      3.30%
2017-11-01 00:00:00  PRGO     BUY    $    67.33      124     -1.64%
2017-11-01 00:00:00  CPRI     SELL   $    48.48      169     11.28%
2017-10-31 00:00:00  PYPL     BUY    $    72.39       51      2.55%
2017-10-31 00:00:00  DLTR     SELL   $    91.25       70      2.60%
2017-10-31 00:00:00  AMAT     BUY    $    51.44      163      0.07%
2017-10-31 00:00:00  LRCX     BUY    $    18.56      452      0.30%
2017-10-31 00:00:00  INTC     BUY    $    37.96      221      3.45%
2017-10-31 00:00:00  FMC      SELL   $    65.44      122      0.70%
2017-10-31 00:00:00  CF       SELL   $    30.79        5     -2.87%
2017-10-31 00:00:00  URI      SELL   $   137.02       52      4.29%
2017-10-31 00:00:00  GWW      SELL   $   175.87       41      3.78%
2017-10-19 00:00:00  BA       SELL   $   245.54       32      0.09%
2017-10-19 00:00:00  LRCX     SELL   $    17.89      418      2.89%