================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_023
Timestamp: 2026-01-24T08:02:20.151870
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:            -21.98%
Sharpe Ratio:         -1.325
Win Rate:               48.5%
Accuracy:                0.0%
Correlation:          -0.081
MAE:                    0.61%
Max Drawdown:         -22.95%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           132
Curve Points:            251

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
BKR           0.00%       12.98%        2
OXY           0.00%        8.89%        3
HAL           0.00%        7.23%        2
CVX           0.00%        6.66%        2
CF            0.00%        4.98%        8
MOS           0.00%        4.64%        6
APA           0.00%        4.60%        6
ADM           0.00%        3.72%        4
XOM           0.00%        3.45%        2
COP           0.00%        2.32%        4
SLB           0.00%        2.18%        6
VRTX          0.00%        1.74%        2
TER           0.00%        0.89%        1
DVN           0.00%        0.84%        8
NUE           0.00%        0.82%        2
MPC           0.00%        0.78%        2
CTRA          0.00%        0.64%        2
ABBV          0.00%        0.63%        6
EOG           0.00%       -0.01%        6
GLD           0.00%       -0.13%        3
QCOM          0.00%       -0.38%        1
MKC           0.00%       -0.39%        2
NVDA          0.00%       -0.73%        1
DLTR          0.00%       -0.84%        3
HPQ           0.00%       -1.06%        4
OMC           0.00%       -1.23%        2
PFE           0.00%       -1.52%        3
MU            0.00%       -1.52%        2
NEM           0.00%       -1.52%        2
MCK           0.00%       -1.59%        2
ANET          0.00%       -1.72%        1
AOS           0.00%       -2.00%        2
SPY           0.00%       -2.44%       12
ENPH          0.00%       -3.18%        3
TLT           0.00%       -3.72%        1
KLAC          0.00%       -4.56%        4
AMD           0.00%       -4.92%        1
STX           0.00%       -5.91%        1
SEDG          0.00%       -6.04%        2
AVGO          0.00%       -6.36%        1
TSLA          0.00%       -7.46%        2
F             0.00%      -11.87%        1
LRCX          0.00%      -14.08%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2022-12-14 00:00:00  SPY      SELL   $   383.30       17     -2.85%
2022-12-13 00:00:00  TLT      BUY    $    95.86      235     -3.72%
2022-12-13 00:00:00  SPY      BUY    $   385.77       17     -4.90%
2022-12-05 00:00:00  SPY      SELL   $   383.49       76     -0.16%
2022-11-30 00:00:00  SPY      BUY    $   391.25       76     -3.56%
2022-11-30 00:00:00  GLD      BUY    $   164.81      216      0.92%
2022-08-22 00:00:00  GLD      SELL   $   161.64       45      0.14%
2022-08-22 00:00:00  SPY      SELL   $   395.07       74     -2.59%
2022-08-16 00:00:00  SPY      BUY    $   410.70       74     -4.04%
2022-06-03 00:00:00  SPY      SELL   $   390.70       77     -5.05%
2022-06-02 00:00:00  SPY      BUY    $   397.21       77     -3.82%
2022-05-31 00:00:00  SPY      SELL   $   392.97       78      0.68%
2022-05-27 00:00:00  SPY      BUY    $   395.19       78     -0.84%
2022-05-18 00:00:00  SPY      SELL   $   372.92       80      1.41%
2022-05-17 00:00:00  SPY      BUY    $   388.58       80     -3.53%
2022-05-09 00:00:00  BKR      SELL   $    27.46      269     16.24%
2022-05-09 00:00:00  GLD      BUY    $   172.88       45     -1.43%
2022-05-09 00:00:00  NUE      SELL   $   122.85       62     -7.91%
2022-05-09 00:00:00  OXY      SELL   $    54.71        2     17.08%
2022-05-09 00:00:00  CVX      SELL   $   136.93       62      8.64%
2022-05-09 00:00:00  NEM      SELL   $    61.48      125     -5.03%
2022-05-09 00:00:00  AOS      SELL   $    56.02       97     -1.35%
2022-05-09 00:00:00  APA      SELL   $    33.31      222     13.00%
2022-05-09 00:00:00  ADM      SELL   $    75.56       27      3.34%
2022-05-09 00:00:00  HAL      SELL   $    30.85      233     12.62%
2022-05-09 00:00:00  MOS      SELL   $    50.82      153     12.93%
2022-05-09 00:00:00  CF       SELL   $    83.75       94     18.23%
2022-04-08 00:00:00  ENPH     SELL   $   195.14       42     -2.62%
2022-04-08 00:00:00  APA      BUY    $    38.08      222      2.23%
2022-04-07 00:00:00  APA      SELL   $    36.29      250      6.54%
2022-04-07 00:00:00  NUE      BUY    $   142.57       62      9.55%
2022-04-06 00:00:00  ADM      BUY    $    83.15       27      2.93%
2022-04-06 00:00:00  SEDG     SELL   $   320.16        7     -3.80%
2022-04-05 00:00:00  CTRA     SELL   $    22.03      385      7.54%
2022-04-05 00:00:00  COP      SELL   $    85.35       32      1.99%
2022-04-05 00:00:00  ENPH     BUY    $   211.23       42    -11.97%
2022-04-05 00:00:00  SEDG     BUY    $   328.69        7     -8.29%
2022-04-01 00:00:00  ADM      SELL   $    81.66       34      4.48%
2022-04-01 00:00:00  COP      BUY    $    87.55       32      2.46%
2022-03-31 00:00:00  COP      SELL   $    87.04      108     -0.04%
2022-03-31 00:00:00  DVN      SELL   $    49.27       46      1.86%
2022-03-31 00:00:00  NEM      BUY    $    70.87      125      1.99%
2022-03-31 00:00:00  ADM      BUY    $    80.85       34      4.12%
2022-03-28 00:00:00  SLB      SELL   $    38.26       49     -0.43%
2022-03-28 00:00:00  DVN      BUY    $    50.37       46      0.66%
2022-03-25 00:00:00  DVN      SELL   $    52.08      187     -3.44%
2022-03-25 00:00:00  CTRA     BUY    $    24.15      385     -6.26%
2022-03-23 00:00:00  CF       BUY    $    95.47       94     -2.49%
2022-03-23 00:00:00  EOG      SELL   $   104.44       86     -1.99%
2022-03-22 00:00:00  CF       SELL   $    92.16       20     -0.22%