================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_019
Timestamp: 2026-01-24T07:58:19.954814
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:            -13.44%
Sharpe Ratio:         -0.636
Win Rate:               47.4%
Accuracy:                0.0%
Correlation:          -0.002
MAE:                    0.56%
Max Drawdown:         -23.29%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           462
Curve Points:            251

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
BBBY          0.00%       25.52%        1
ANDV          0.00%        7.82%        4
DHI           0.00%        5.71%        1
IR            0.00%        4.09%        1
PHM           0.00%        3.84%        1
FFIV          0.00%        3.60%        4
KSS           0.00%        3.31%        8
NFX           0.00%        2.74%        2
VRSN          0.00%        2.53%        2
ILMN          0.00%        2.44%       10
OXY           0.00%        2.28%        4
COP           0.00%        2.23%        6
ALGN          0.00%        2.17%        4
TLT           0.00%        2.05%        1
EVHC          0.00%        1.96%        4
GLD           0.00%        1.82%        1
M             0.00%        1.63%       16
UAA           0.00%        1.40%       14
STX           0.00%        1.32%        6
DVN           0.00%        1.28%        4
ULTA          0.00%        1.27%        8
REGN          0.00%        1.26%        6
HRL           0.00%        1.14%        2
TRIP          0.00%        0.92%       12
AZO           0.00%        0.90%        2
LLY           0.00%        0.84%        8
CHD           0.00%        0.83%        4
BA            0.00%        0.77%        6
GLW           0.00%        0.74%        4
VLO           0.00%        0.73%        2
FLS           0.00%        0.70%        6
NFLX          0.00%        0.68%        8
CNC           0.00%        0.57%        2
CSRA          0.00%        0.47%        1
IQV           0.00%        0.37%        8
ADSK          0.00%        0.29%        8
TSCO          0.00%        0.25%        6
INTC          0.00%        0.22%        4
UA            0.00%        0.22%       16
SCG           0.00%        0.18%        2
RL            0.00%        0.16%        4
PSX           0.00%        0.11%        2
MSI           0.00%        0.10%        2
HCA           0.00%        0.08%        8
DOV           0.00%       -0.00%        2
GWW           0.00%       -0.02%        5
FCX           0.00%       -0.07%        6
AVGO          0.00%       -0.15%        2
NRG           0.00%       -0.21%        6
PGR           0.00%       -0.33%        6
HPE           0.00%       -0.33%        4
AAP           0.00%       -0.36%        8
KR            0.00%       -0.39%        8
AMZN          0.00%       -0.40%        2
MU            0.00%       -0.45%        8
MKC           0.00%       -0.54%        4
MNST          0.00%       -0.58%        4
MCD           0.00%       -0.58%        2
DVA           0.00%       -0.60%        4
PFE           0.00%       -0.71%        2
UAL           0.00%       -0.77%        6
KDP           0.00%       -0.83%       20
ORLY          0.00%       -0.86%        4
DRI           0.00%       -0.87%        2
RHI           0.00%       -1.16%        2
IDXX          0.00%       -1.20%        4
CLX           0.00%       -1.25%        2
ADBE          0.00%       -1.29%        6
CBOE          0.00%       -1.35%        2
NSC           0.00%       -1.45%        2
TGT           0.00%       -1.66%        4
MPC           0.00%       -1.67%        2
SIG           0.00%       -1.75%        2
QCOM          0.00%       -1.87%        3
CF            0.00%       -1.90%        6
XYL           0.00%       -1.96%        2
SBUX          0.00%       -1.97%        2
NVDA          0.00%       -1.98%        6
VRTX          0.00%       -1.98%        4
NTAP          0.00%       -2.02%        5
CMG           0.00%       -2.12%        2
ESRX          0.00%       -2.19%        4
AES           0.00%       -2.54%        6
CI            0.00%       -2.54%        6
AKAM          0.00%       -2.56%        4
RCL           0.00%       -2.60%        2
IPG           0.00%       -2.97%        8
CPB           0.00%       -3.04%        2
CVS           0.00%       -3.16%        2
EW            0.00%       -3.18%        2
TPR           0.00%       -3.84%        4
HOLX          0.00%       -3.89%        2
LOW           0.00%       -4.21%        2
BIIB          0.00%       -4.60%        2
MOS           0.00%       -4.82%        6
CPRI          0.00%       -4.83%        3
HP            0.00%       -7.08%        3
AYI           0.00%       -7.14%        2
AMD           0.00%       -7.25%        2
AAPL          0.00%       -7.47%        2
WDC           0.00%       -7.97%        4
APA           0.00%       -8.08%        2
NOC           0.00%       -8.15%        2
HBI           0.00%      -10.30%        2
RRC           0.00%      -10.34%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2018-12-17 00:00:00  AES      SELL   $    11.58      712     -7.12%
2018-12-17 00:00:00  SCG      SELL   $    48.93      189     -3.64%
2018-12-17 00:00:00  TRIP     SELL   $    51.32      149    -10.57%
2018-12-17 00:00:00  MOS      SELL   $    26.52       39     -8.02%
2018-12-17 00:00:00  KDP      SELL   $    21.21      361     -2.34%
2018-12-17 00:00:00  RRC      SELL   $    10.70      525    -16.27%
2018-12-17 00:00:00  SBUX     SELL   $    55.40      155     -6.06%
2018-12-17 00:00:00  UAA      SELL   $    18.40      349     -8.97%
2018-12-17 00:00:00  MKC      SELL   $    63.76       12     -8.27%
2018-12-17 00:00:00  CI       SELL   $   181.66       42    -10.39%
2018-12-17 00:00:00  UA       SELL   $    17.02      391    -10.75%
2018-12-17 00:00:00  TLT      BUY    $    98.25      402      2.05%
2018-12-17 00:00:00  GLD      BUY    $   117.87      254      1.82%
2018-12-04 00:00:00  KDP      BUY    $    22.23      361     -1.25%
2018-12-04 00:00:00  HOLX     SELL   $    43.90      183     -2.32%
2018-12-03 00:00:00  KDP      SELL   $    22.15      157     -0.23%
2018-12-03 00:00:00  AMD      SELL   $    23.71      572    -15.73%
2018-12-03 00:00:00  UA       BUY    $    22.53      391     -7.37%
2018-12-03 00:00:00  HOLX     BUY    $    44.89      183     -5.46%
2018-11-30 00:00:00  MCD      SELL   $   160.21       52     -2.05%
2018-11-30 00:00:00  UAA      BUY    $    23.88      349     -6.24%
2018-11-29 00:00:00  ESRX     SELL   $   101.22       11     -5.31%
2018-11-29 00:00:00  CHD      SELL   $    60.65        2      1.29%
2018-11-29 00:00:00  MOS      BUY    $    31.89       39     -7.26%
2018-11-28 00:00:00  SCG      BUY    $    45.41      189      4.00%
2018-11-28 00:00:00  ESRX     BUY    $   101.10       11     -3.09%
2018-11-28 00:00:00  AES      BUY    $    12.07      712     -0.39%
2018-11-28 00:00:00  CI       BUY    $   202.75       42     -3.35%
2018-11-28 00:00:00  MOS      SELL   $    31.14      275     -2.11%
2018-11-28 00:00:00  HRL      SELL   $    37.22      252      0.11%
2018-11-28 00:00:00  TSCO     SELL   $    17.07        2     -2.82%
2018-11-28 00:00:00  ULTA     SELL   $   295.14       30     -0.75%
2018-11-20 00:00:00  CHD      BUY    $    59.24        2      3.00%
2018-11-09 00:00:00  AES      SELL   $    12.08      655     -0.06%
2018-11-09 00:00:00  CI       SELL   $   199.03       46     -1.81%
2018-11-09 00:00:00  RRC      BUY    $    16.81      525     -4.41%
2018-11-09 00:00:00  MCD      BUY    $   157.06       52      0.89%
2018-11-08 00:00:00  AES      BUY    $    12.20      662     -1.60%
2018-11-08 00:00:00  TRIP     BUY    $    59.52      149     -5.57%
2018-11-08 00:00:00  CHD      SELL   $    59.05      141      2.48%
2018-11-08 00:00:00  CBOE     SELL   $    99.85       86     -0.08%
2018-11-07 00:00:00  AES      SELL   $    12.14      301     -2.31%
2018-11-07 00:00:00  FLS      SELL   $    42.19      209     -3.83%
2018-11-07 00:00:00  AAPL     SELL   $    49.73        2    -10.72%
2018-11-07 00:00:00  MOS      BUY    $    32.27      275     -2.40%
2018-11-07 00:00:00  KDP      BUY    $    23.22      159      0.47%
2018-11-06 00:00:00  SBUX     BUY    $    56.42      155      2.12%
2018-11-06 00:00:00  CBOE     BUY    $   102.25       86     -2.62%
2018-11-06 00:00:00  CHD      BUY    $    62.21      141     -3.45%
2018-11-06 00:00:00  ULTA     BUY    $   291.79       30      7.70%