================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_021
Timestamp: 2026-01-24T08:00:18.315383
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             14.07%
Sharpe Ratio:          0.602
Win Rate:               59.9%
Accuracy:                0.0%
Correlation:           0.036
MAE:                    0.55%
Max Drawdown:         -31.35%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           307
Curve Points:            253

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
TPR           0.00%       11.87%        1
KSS           0.00%        9.78%        1
CPRI          0.00%        9.55%        1
FDX           0.00%        9.21%        2
MKTX          0.00%        9.04%        2
UAA           0.00%        8.19%        1
GE            0.00%        7.98%        1
PHM           0.00%        6.72%        8
CDNS          0.00%        6.63%        2
PWR           0.00%        6.34%        2
LEG           0.00%        6.06%        2
UA            0.00%        5.79%        1
MHK           0.00%        5.77%        2
DHI           0.00%        5.76%        4
ALGN          0.00%        5.25%        4
LRCX          0.00%        5.06%        2
HAL           0.00%        4.73%        8
ZBRA          0.00%        4.43%        2
CMG           0.00%        4.27%        2
FCX           0.00%        3.77%        9
INCY          0.00%        3.67%        2
FTNT          0.00%        3.47%        5
PYPL          0.00%        3.23%        8
TSCO          0.00%        3.21%        8
ADBE          0.00%        3.18%        2
LEN           0.00%        3.05%        4
DRI           0.00%        2.98%        2
SPY           0.00%        2.93%        2
COTY          0.00%        2.58%        1
UPS           0.00%        2.57%        2
MPC           0.00%        2.37%        6
IVZ           0.00%        2.27%        6
ILMN          0.00%        2.19%        2
NVDA          0.00%        2.18%       16
AAPL          0.00%        1.89%        2
CTVA          0.00%        1.88%        2
WY            0.00%        1.85%        6
NFLX          0.00%        1.79%        4
DE            0.00%        1.45%        2
CPRT          0.00%        1.41%        2
TLT           0.00%        1.34%        2
LOW           0.00%        1.30%        2
JBHT          0.00%        1.30%        2
WHR           0.00%        1.11%        6
HBI           0.00%        1.06%        8
CINF          0.00%        0.91%        2
STT           0.00%        0.85%        1
EBAY          0.00%        0.73%        6
URI           0.00%        0.66%        5
GLW           0.00%        0.35%        4
HOG           0.00%        0.19%        4
AES           0.00%        0.15%        4
SWKS          0.00%        0.01%        3
KMX           0.00%       -0.01%        2
NWL           0.00%       -0.25%        2
SYF           0.00%       -0.26%        2
LLY           0.00%       -0.30%        2
ADSK          0.00%       -0.32%        2
ODFL          0.00%       -0.33%        2
PAYC          0.00%       -0.52%        5
GLD           0.00%       -0.57%        2
MOS           0.00%       -0.61%        4
BBY           0.00%       -0.62%        2
AMZN          0.00%       -0.66%        4
CNC           0.00%       -0.85%        1
RCL           0.00%       -1.29%        6
QRVO          0.00%       -1.81%        1
REGN          0.00%       -1.87%        2
CCL           0.00%       -1.96%        2
GM            0.00%       -1.97%        1
DVA           0.00%       -2.09%        2
NEM           0.00%       -2.22%        6
NOW           0.00%       -2.50%        8
PFG           0.00%       -2.75%        2
ALB           0.00%       -3.22%        6
EXPE          0.00%       -3.22%        2
UAL           0.00%       -3.40%        4
IPGP          0.00%       -3.47%        4
NCLH          0.00%       -3.52%        2
GILD          0.00%       -3.72%        2
HUM           0.00%       -3.98%        1
TDG           0.00%       -4.28%        2
AMD           0.00%       -4.30%        5
GT            0.00%       -4.49%        1
KR            0.00%       -4.77%        2
CCI           0.00%       -4.95%        2
CRM           0.00%       -6.91%        2
LDOS          0.00%       -8.05%        2
PVH           0.00%       -8.08%        2
SBAC          0.00%       -9.61%        4
PRGO          0.00%      -10.43%        2
WDC           0.00%      -12.30%        2
APA           0.00%      -16.76%        6
MSCI          0.00%      -17.91%        2
ES            0.00%      -19.01%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2020-12-01 00:00:00  CTVA     SELL   $    36.25        5      0.29%
2020-12-01 00:00:00  COTY     BUY    $     6.97     1225      2.58%
2020-12-01 00:00:00  GM       BUY    $    43.11       34     -1.97%
2020-12-01 00:00:00  PAYC     BUY    $   407.46       20      5.85%
2020-12-01 00:00:00  GE       BUY    $    49.41      172      7.98%
2020-12-01 00:00:00  KSS      BUY    $    27.02      316      9.78%
2020-12-01 00:00:00  IVZ      SELL   $    13.36      650      9.78%
2020-12-01 00:00:00  AMD      SELL   $    92.63       69      0.31%
2020-12-01 00:00:00  PWR      SELL   $    69.28      133      2.53%
2020-12-01 00:00:00  FDX      SELL   $   260.81       41      4.76%
2020-12-01 00:00:00  FCX      SELL   $    22.13        1      3.51%
2020-11-03 00:00:00  MHK      SELL   $   116.99       63      4.97%
2020-11-03 00:00:00  IVZ      BUY    $    11.23      657      5.03%
2020-11-02 00:00:00  UPS      SELL   $   129.01       59      2.30%
2020-11-02 00:00:00  IVZ      SELL   $    10.83      659     10.09%
2020-11-02 00:00:00  UA       BUY    $    12.78      573      5.79%
2020-11-02 00:00:00  MHK      BUY    $   114.69       63      6.57%
2020-11-02 00:00:00  CTVA     BUY    $    31.57        5      3.46%
2020-11-02 00:00:00  FCX      BUY    $    17.07        1      8.50%
2020-10-28 00:00:00  TPR      BUY    $    18.82      375     11.87%
2020-10-28 00:00:00  UAA      BUY    $    13.31      184      8.19%
2020-10-28 00:00:00  IVZ      BUY    $    10.71      659      3.15%
2020-10-28 00:00:00  CPRI     BUY    $    21.25      332      9.55%
2020-10-28 00:00:00  ALGN     BUY    $   439.51       16     10.00%
2020-10-28 00:00:00  HBI      SELL   $    14.89      413     -0.91%
2020-10-28 00:00:00  DRI      SELL   $    77.02       53      7.10%
2020-10-28 00:00:00  WHR      SELL   $   145.91       46      3.16%
2020-10-28 00:00:00  DE       SELL   $   208.66       34      4.45%
2020-10-28 00:00:00  MOS      SELL   $    16.23      408     -7.30%
2020-10-01 00:00:00  NVDA     SELL   $    13.57        2      1.65%
2020-10-01 00:00:00  PWR      BUY    $    53.04      133     10.16%
2020-10-01 00:00:00  DRI      BUY    $    89.30       53     -1.14%
2020-10-01 00:00:00  FCX      SELL   $    14.55      501      8.04%
2020-10-01 00:00:00  AMZN     SELL   $   161.06       28     -0.95%
2020-09-23 00:00:00  PVH      SELL   $    61.60      101     -3.93%
2020-09-23 00:00:00  PHM      SELL   $    41.61        1      5.59%
2020-09-23 00:00:00  WHR      BUY    $   136.07       46      4.64%
2020-09-23 00:00:00  NVDA     BUY    $    12.09        2     11.60%
2020-09-21 00:00:00  PHM      BUY    $    42.34        1      2.58%
2020-09-17 00:00:00  MOS      BUY    $    17.30      408     -2.28%
2020-09-17 00:00:00  HBI      BUY    $    14.25      418     -1.39%
2020-09-17 00:00:00  PVH      BUY    $    69.96      101    -12.24%
2020-09-17 00:00:00  DE       BUY    $   204.75       34     -1.55%
2020-09-17 00:00:00  AAPL     SELL   $   107.23       61     -1.92%
2020-09-17 00:00:00  NVDA     SELL   $    12.42      581     -0.93%
2020-09-17 00:00:00  CRM      SELL   $   241.59       27     -2.85%
2020-09-17 00:00:00  BBY      SELL   $    84.86       78     -0.81%
2020-09-01 00:00:00  CCL      SELL   $    16.51      400      6.97%
2020-09-01 00:00:00  WHR      SELL   $   138.03       41     -3.62%
2020-09-01 00:00:00  HBI      SELL   $    14.01       22     -1.03%