================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_022
Timestamp: 2026-01-24T08:01:17.636372
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:              2.94%
Sharpe Ratio:          0.241
Win Rate:               58.6%
Accuracy:                0.0%
Correlation:          -0.048
MAE:                    0.55%
Max Drawdown:         -17.71%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           454
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
ALGN          0.00%       18.10%        1
CPRI          0.00%       12.17%        1
KSS           0.00%        9.31%        1
GE            0.00%        6.74%        1
AMAT          0.00%        5.56%        4
GS            0.00%        5.22%        2
NVDA          0.00%        5.14%        7
DVN           0.00%        4.75%        8
DE            0.00%        4.69%        2
FCX           0.00%        4.51%       10
STX           0.00%        4.36%        7
DPZ           0.00%        3.94%        6
COF           0.00%        3.83%        4
BKR           0.00%        3.73%        4
BEN           0.00%        3.67%        2
UAA           0.00%        3.63%        1
XOM           0.00%        3.53%        4
TGT           0.00%        3.29%        4
IDXX          0.00%        3.21%        8
UA            0.00%        3.05%        1
APA           0.00%        2.92%        8
AON           0.00%        2.92%        4
INTU          0.00%        2.90%        4
WAT           0.00%        2.89%        4
COP           0.00%        2.86%        4
TER           0.00%        2.83%        1
KIM           0.00%        2.78%        2
TPR           0.00%        2.77%        7
KMX           0.00%        2.62%        4
ALB           0.00%        2.62%        6
DXC           0.00%        2.42%        8
FTNT          0.00%        2.39%       10
WDC           0.00%        2.32%        4
WFC           0.00%        2.28%        2
AIG           0.00%        2.16%        4
GM            0.00%        2.13%        3
TSLA          0.00%        2.08%        8
IT            0.00%        2.06%        6
PWR           0.00%        1.96%        6
NWSA          0.00%        1.92%        8
IVZ           0.00%        1.81%        8
NKE           0.00%        1.72%        2
LKQ           0.00%        1.69%        4
NOW           0.00%        1.66%        2
RMD           0.00%        1.63%        8
TXT           0.00%        1.47%        4
FTI           0.00%        1.45%        2
HPQ           0.00%        1.37%        6
FANG          0.00%        1.30%        8
IQV           0.00%        1.21%        2
MHK           0.00%        1.17%        4
FOXA          0.00%        1.15%        4
LEN           0.00%        1.09%        4
RHI           0.00%        1.01%        2
SNA           0.00%        1.00%        6
MOS           0.00%        0.98%       16
WST           0.00%        0.90%        4
HCA           0.00%        0.82%        2
COTY          0.00%        0.74%        1
NUE           0.00%        0.69%        2
HII           0.00%        0.67%        2
SPG           0.00%        0.63%        2
IRM           0.00%        0.60%        2
EOG           0.00%        0.53%       10
DHI           0.00%        0.47%        2
F             0.00%        0.34%        5
CMA           0.00%        0.30%        4
EFX           0.00%        0.25%        2
HIG           0.00%        0.23%        8
AVGO          0.00%        0.09%        1
LYV           0.00%        0.04%        4
UPS           0.00%        0.04%        2
CF            0.00%       -0.02%        6
CMG           0.00%       -0.06%        2
CCL           0.00%       -0.09%        4
AMD           0.00%       -0.09%        3
SEE           0.00%       -0.25%        4
GPC           0.00%       -0.25%        2
LLY           0.00%       -0.27%        8
URI           0.00%       -0.30%        2
BIIB          0.00%       -0.42%        6
DXCM          0.00%       -0.44%        4
ZION          0.00%       -0.47%        2
AAL           0.00%       -0.49%        6
MSCI          0.00%       -0.52%        2
PAYC          0.00%       -0.53%        3
CNC           0.00%       -0.56%        2
ALK           0.00%       -0.76%        2
POOL          0.00%       -0.87%        2
HBI           0.00%       -0.97%        4
MGM           0.00%       -1.14%        6
EW            0.00%       -1.19%        4
CDW           0.00%       -1.41%        2
FITB          0.00%       -1.47%        2
ENPH          0.00%       -1.57%        5
LUMN          0.00%       -1.76%        4
OXY           0.00%       -2.05%       13
AOS           0.00%       -2.13%        4
BIO           0.00%       -2.19%        2
QCOM          0.00%       -2.25%        1
LEG           0.00%       -2.26%        2
NWS           0.00%       -2.63%        4
AAP           0.00%       -2.81%        2
DLTR          0.00%       -2.88%        1
ANET          0.00%       -3.02%        1
PFE           0.00%       -3.22%        3
UAL           0.00%       -4.98%        2
ETSY          0.00%       -5.18%        6
EBAY          0.00%       -5.55%        2
EXPE          0.00%       -6.86%        2
FOX           0.00%       -7.47%        4
ILMN          0.00%       -8.73%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2021-12-31 00:00:00  TSLA     SELL   $   352.26       25     -2.82%
2021-12-31 00:00:00  STX      BUY    $    99.02       89     -1.79%
2021-12-30 00:00:00  AOS      SELL   $    79.27        2     -1.40%
2021-12-30 00:00:00  PFE      BUY    $    47.55        4     -6.10%
2021-12-28 00:00:00  HPQ      SELL   $    32.87      283      3.29%
2021-12-28 00:00:00  AOS      BUY    $    79.50        2     -0.68%
2021-12-28 00:00:00  TSLA     BUY    $   362.82       25      5.62%
2021-12-23 00:00:00  PFE      SELL   $    47.80      169      0.58%
2021-12-23 00:00:00  CNC      SELL   $    84.72      109     -2.74%
2021-12-23 00:00:00  HPQ      BUY    $    32.61      283      0.05%
2021-12-23 00:00:00  AVGO     BUY    $    61.70      131      0.09%
2021-12-22 00:00:00  HPQ      SELL   $    32.29       54      1.26%
2021-12-22 00:00:00  APA      SELL   $    22.77       28      4.76%
2021-12-22 00:00:00  NVDA     BUY    $    29.34       81      0.63%
2021-12-17 00:00:00  DVN      SELL   $    32.13      335     13.80%
2021-12-17 00:00:00  CNC      BUY    $    83.02      109      1.63%
2021-12-17 00:00:00  HPQ      BUY    $    31.67       54      4.18%
2021-12-16 00:00:00  PFE      BUY    $    49.87      169     -4.15%
2021-12-16 00:00:00  NVDA     SELL   $    28.33      298      4.41%
2021-12-14 00:00:00  AOS      SELL   $    76.19        4     -1.32%
2021-12-14 00:00:00  FANG     SELL   $    86.02      110      0.80%
2021-12-14 00:00:00  TER      BUY    $   153.28       60      2.83%
2021-12-14 00:00:00  APA      BUY    $    22.00       28      1.56%
2021-12-13 00:00:00  TSLA     SELL   $   322.14        1     -6.88%
2021-12-13 00:00:00  AOS      BUY    $    77.64        4     -5.11%
2021-12-09 00:00:00  APA      SELL   $    22.95      387     -4.76%
2021-12-09 00:00:00  QCOM     BUY    $   166.67       53     -2.25%
2021-12-01 00:00:00  CF       SELL   $    52.59      164      4.90%
2021-12-01 00:00:00  APA      BUY    $    22.26      387      5.47%
2021-11-26 00:00:00  ANET     BUY    $    31.24       26     -3.02%
2021-11-26 00:00:00  DLTR     BUY    $   141.11       69     -2.88%
2021-11-26 00:00:00  APA      SELL   $    23.13      453     -2.52%
2021-11-19 00:00:00  ETSY     SELL   $   294.38       41     -4.38%
2021-11-19 00:00:00  COP      SELL   $    59.94      155      3.65%
2021-11-19 00:00:00  EOG      SELL   $    69.66      132      3.16%
2021-11-19 00:00:00  F        BUY    $    14.79      663      1.44%
2021-11-19 00:00:00  NVDA     BUY    $    32.92      298      1.19%
2021-11-19 00:00:00  CF       BUY    $    59.84      164     -3.42%
2021-11-19 00:00:00  AMD      BUY    $   155.41       57      4.18%
2021-11-19 00:00:00  MOS      SELL   $    32.84      238     -0.61%
2021-11-01 00:00:00  ETSY     BUY    $   243.62       41      7.08%
2021-11-01 00:00:00  OXY      BUY    $    32.84      292     -1.49%
2021-11-01 00:00:00  EOG      BUY    $    75.99      132      3.78%
2021-11-01 00:00:00  ENPH     BUY    $   239.53       42      0.87%
2021-11-01 00:00:00  PAYC     SELL   $   535.73       21     -6.43%
2021-11-01 00:00:00  PWR      SELL   $   120.13       83     -0.98%
2021-11-01 00:00:00  CMA      SELL   $    71.32      123      0.72%
2021-11-01 00:00:00  RMD      SELL   $   255.26       38     -0.50%
2021-10-20 00:00:00  BKR      SELL   $    22.85      383     -1.34%
2021-10-20 00:00:00  CMA      BUY    $    71.04      123     -2.59%