================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_020
Timestamp: 2026-01-24T07:59:21.335137
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             -2.18%
Sharpe Ratio:         -0.092
Win Rate:               52.9%
Accuracy:                0.0%
Correlation:          -0.037
MAE:                    0.55%
Max Drawdown:         -14.94%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           607
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
PCG           0.00%       13.31%        4
QRVO          0.00%        7.02%        1
TSN           0.00%        5.36%        4
JBHT          0.00%        5.34%        2
ANET          0.00%        5.30%        2
HAS           0.00%        4.96%        4
DVA           0.00%        3.89%        4
BMY           0.00%        3.17%        6
KIM           0.00%        2.80%        2
QCOM          0.00%        2.77%        2
IPGP          0.00%        2.68%        2
PWR           0.00%        2.68%        4
TTWO          0.00%        2.61%       12
NWS           0.00%        2.44%        2
VLO           0.00%        2.41%        2
APTV          0.00%        2.39%        2
MU            0.00%        2.33%        4
MCK           0.00%        2.28%        2
CPRI          0.00%        2.13%        2
SEE           0.00%        1.90%        4
MCHP          0.00%        1.84%        2
PSX           0.00%        1.83%        2
HBI           0.00%        1.81%        6
FCX           0.00%        1.62%        1
NFLX          0.00%        1.61%        6
WU            0.00%        1.59%        4
NWL           0.00%        1.51%        8
AIG           0.00%        1.50%       12
LRCX          0.00%        1.48%       10
STX           0.00%        1.46%        4
NEM           0.00%        1.26%        6
PVH           0.00%        1.21%        6
TLT           0.00%        1.20%        1
CAG           0.00%        1.20%        6
STT           0.00%        1.17%        3
KEYS          0.00%        0.99%        8
RMD           0.00%        0.97%        4
UPS           0.00%        0.92%        4
EW            0.00%        0.79%       12
WDC           0.00%        0.78%        6
EL            0.00%        0.71%        2
KMX           0.00%        0.68%        6
CINF          0.00%        0.68%        4
ALGN          0.00%        0.66%       11
HUM           0.00%        0.65%        7
SYF           0.00%        0.64%        2
MLM           0.00%        0.64%        4
BR            0.00%        0.61%        2
TGT           0.00%        0.61%        4
XRAY          0.00%        0.54%        4
ULTA          0.00%        0.51%        4
NWSA          0.00%        0.49%        4
CPRT          0.00%        0.49%       18
HSY           0.00%        0.47%        8
CTAS          0.00%        0.37%        4
CDNS          0.00%        0.34%        2
BWA           0.00%        0.26%        4
LEN           0.00%        0.24%        2
HCA           0.00%        0.22%        2
AMAT          0.00%        0.18%        6
FAST          0.00%        0.17%        4
INCY          0.00%        0.16%        2
ZTS           0.00%        0.16%        6
IDXX          0.00%        0.09%        8
LEG           0.00%        0.08%        4
DHI           0.00%        0.06%       10
DVN           0.00%        0.02%        2
AMD           0.00%       -0.00%       23
EIX           0.00%       -0.02%        6
XRX           0.00%       -0.02%        6
GRMN          0.00%       -0.04%        6
SPY           0.00%       -0.06%        2
LKQ           0.00%       -0.11%       18
IR            0.00%       -0.12%       16
NOC           0.00%       -0.15%        6
MSCI          0.00%       -0.26%       12
GLD           0.00%       -0.29%        1
NKTR          0.00%       -0.31%        2
KLAC          0.00%       -0.34%        6
CVS           0.00%       -0.36%        2
GPN           0.00%       -0.36%        2
K             0.00%       -0.37%        6
CI            0.00%       -0.38%        4
SJM           0.00%       -0.43%        4
AIZ           0.00%       -0.55%        8
CMG           0.00%       -0.58%       10
LW            0.00%       -0.59%        8
GT            0.00%       -0.61%        3
MAS           0.00%       -0.69%        2
NVDA          0.00%       -0.70%       10
URI           0.00%       -0.75%        3
FISV          0.00%       -0.83%        6
PHM           0.00%       -0.85%        6
SHW           0.00%       -0.87%        4
AVGO          0.00%       -0.91%        2
T             0.00%       -0.95%        2
FTNT          0.00%       -0.98%        1
COTY          0.00%       -1.15%       14
UNH           0.00%       -1.22%        2
SBUX          0.00%       -1.33%        4
MNST          0.00%       -1.33%        2
DIS           0.00%       -1.36%        2
SBAC          0.00%       -1.37%        6
DG            0.00%       -1.38%        2
GE            0.00%       -1.41%        8
ABBV          0.00%       -1.59%        4
TDG           0.00%       -1.64%        6
CNC           0.00%       -1.68%        1
CRM           0.00%       -1.68%        2
PRGO          0.00%       -1.79%        2
UHS           0.00%       -1.79%        8
BIIB          0.00%       -1.92%        2
SWKS          0.00%       -2.04%        3
CPB           0.00%       -2.07%        2
IRM           0.00%       -2.22%        2
REGN          0.00%       -2.54%        2
CF            0.00%       -2.70%        2
DLR           0.00%       -2.78%        2
MPC           0.00%       -2.81%        4
KR            0.00%       -2.92%        2
UA            0.00%       -3.61%        6
ZBH           0.00%       -4.91%        2
BA            0.00%       -5.52%        2
STZ           0.00%       -6.01%        4
MAT           0.00%       -6.05%        2
UAA           0.00%       -8.58%        6

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2019-12-26 00:00:00  UNH      SELL   $   268.10        2     -2.07%
2019-12-26 00:00:00  STT      BUY    $    65.37        8      0.30%
2019-12-26 00:00:00  NVDA     SELL   $     5.95     1334     -1.30%
2019-12-26 00:00:00  URI      BUY    $   164.47       48     -2.42%
2019-12-24 00:00:00  FCX      BUY    $    12.11      641      1.62%
2019-12-24 00:00:00  CI       SELL   $   186.60       41      0.46%
2019-12-23 00:00:00  LKQ      SELL   $    32.13      241     -0.25%
2019-12-23 00:00:00  URI      SELL   $   163.60       53     -1.27%
2019-12-23 00:00:00  LEG      SELL   $    39.59      190      0.14%
2019-12-23 00:00:00  ABBV     SELL   $    70.37      112     -1.89%
2019-12-23 00:00:00  STT      SELL   $    65.04      133      0.21%
2019-12-23 00:00:00  BIIB     SELL   $   301.56       24     -1.60%
2019-12-23 00:00:00  SWKS     BUY    $   103.93       76      0.71%
2019-12-23 00:00:00  HUM      BUY    $   348.37       22     -0.19%
2019-12-23 00:00:00  FTNT     BUY    $    21.56      367     -0.98%
2019-12-23 00:00:00  NVDA     BUY    $     5.94     1334     -1.47%
2019-12-23 00:00:00  CI       BUY    $   188.85       41     -0.96%
2019-12-23 00:00:00  UNH      BUY    $   267.59        2     -0.38%
2019-12-23 00:00:00  AMD      BUY    $    45.46      174      0.88%
2019-12-02 00:00:00  LKQ      BUY    $    31.71      241      0.85%
2019-12-02 00:00:00  CNC      BUY    $    60.18       32     -1.68%
2019-12-02 00:00:00  PCG      SELL   $     7.77      357     42.24%
2019-12-02 00:00:00  CI       SELL   $   180.13       38     -0.50%
2019-11-29 00:00:00  LKQ      SELL   $    31.67      212      1.33%
2019-11-29 00:00:00  CPRI     SELL   $    37.14        6      2.67%
2019-11-29 00:00:00  CI       BUY    $   182.86       38     -0.50%
2019-11-27 00:00:00  GE       SELL   $    54.68      140     -4.43%
2019-11-27 00:00:00  ABBV     BUY    $    68.87      112     -1.82%
2019-11-26 00:00:00  ABBV     SELL   $    68.40      100     -0.59%
2019-11-26 00:00:00  LKQ      BUY    $    31.96      215     -1.66%
2019-11-25 00:00:00  XRX      SELL   $    26.92      255     -1.32%
2019-11-25 00:00:00  ABBV     BUY    $    68.43      100     -2.06%
2019-11-22 00:00:00  MPC      SELL   $    51.72      143     -2.39%
2019-11-22 00:00:00  BIIB     BUY    $   299.08       24     -2.24%
2019-11-22 00:00:00  CPRI     BUY    $    35.88        6      1.59%
2019-11-21 00:00:00  PVH      SELL   $    96.26       78     -0.17%
2019-11-21 00:00:00  MPC      BUY    $    52.45      143     -4.11%
2019-11-20 00:00:00  XRX      BUY    $    26.60      255      1.31%
2019-11-20 00:00:00  BWA      SELL   $    33.60      202      1.14%
2019-11-20 00:00:00  COTY     SELL   $    11.82        1     -3.35%
2019-11-19 00:00:00  BWA      BUY    $    34.79      202     -1.54%
2019-11-19 00:00:00  COTY     BUY    $    11.84        1     -3.59%
2019-11-19 00:00:00  XRX      SELL   $    26.87      262     -1.01%
2019-11-18 00:00:00  MPC      SELL   $    53.09        2     -2.47%
2019-11-18 00:00:00  BWA      SELL   $    34.99       84     -0.66%
2019-11-18 00:00:00  GT       BUY    $    15.97      190      1.30%
2019-11-15 00:00:00  GT       SELL   $    15.86      472     -0.62%
2019-11-15 00:00:00  COTY     SELL   $    11.78      623     -3.19%
2019-11-15 00:00:00  PVH      BUY    $    99.00       78     -0.10%
2019-11-15 00:00:00  XRX      BUY    $    27.05      262      0.31%