================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_025
Timestamp: 2026-01-24T08:04:32.185075
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             -1.95%
Sharpe Ratio:         -0.009
Win Rate:               54.8%
Accuracy:                0.0%
Correlation:          -0.014
MAE:                    0.55%
Max Drawdown:         -18.08%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           558
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
EXPE          0.00%       10.35%        3
UAL           0.00%        8.73%        5
GE            0.00%        6.35%        2
RJF           0.00%        6.19%        4
ALGN          0.00%        5.34%        2
PWR           0.00%        5.06%        4
ALL           0.00%        4.99%        1
TSLA          0.00%        4.58%        9
COF           0.00%        4.51%        2
GL            0.00%        3.37%        6
AMD           0.00%        3.27%        4
PAYC          0.00%        3.23%        4
VFC           0.00%        2.80%        8
FTNT          0.00%        2.64%        8
DVA           0.00%        2.58%        2
AAL           0.00%        2.51%        9
DAY           0.00%        2.48%        4
BKNG          0.00%        2.48%        2
GILD          0.00%        2.48%        4
LDOS          0.00%        2.40%        2
FICO          0.00%        2.40%       14
AAPL          0.00%        2.38%        2
IRM           0.00%        2.35%       10
NRG           0.00%        2.31%        3
CHTR          0.00%        2.29%        2
ZBRA          0.00%        2.29%        2
AXON          0.00%        2.28%       13
ETN           0.00%        2.23%        4
NCLH          0.00%        2.18%        2
URI           0.00%        2.12%        4
BXP           0.00%        2.07%       10
RCL           0.00%        2.05%       14
MU            0.00%        1.94%        8
GOOGL         0.00%        1.87%        2
GRMN          0.00%        1.82%        2
WFC           0.00%        1.69%        2
GOOG          0.00%        1.69%        2
TPR           0.00%        1.67%        5
CBRE          0.00%        1.64%        6
GM            0.00%        1.62%        6
UHS           0.00%        1.51%        2
MHK           0.00%        1.31%       10
CMG           0.00%        1.19%        2
KVUE          0.00%        1.13%        2
FCX           0.00%        1.01%        8
NEE           0.00%        0.97%        2
CAH           0.00%        0.73%        1
MMM           0.00%        0.66%       18
DAL           0.00%        0.65%        6
DD            0.00%        0.61%        2
MKTX          0.00%        0.57%       10
CHRW          0.00%        0.50%        6
NTAP          0.00%        0.46%        6
ILMN          0.00%        0.40%        8
BLDR          0.00%        0.36%        6
BBWI          0.00%        0.33%        7
HWM           0.00%        0.28%        8
QCOM          0.00%        0.21%        3
K             0.00%        0.19%        2
LW            0.00%        0.17%        4
UBER          0.00%        0.04%        8
WBD           0.00%       -0.01%        7
EXR           0.00%       -0.03%        4
DXCM          0.00%       -0.04%        4
SWK           0.00%       -0.06%        2
IT            0.00%       -0.06%        1
CZR           0.00%       -0.07%        2
LMT           0.00%       -0.10%        4
NEM           0.00%       -0.17%        8
SBUX          0.00%       -0.19%        6
DHI           0.00%       -0.25%        6
MRNA          0.00%       -0.39%        3
VTRS          0.00%       -0.40%        2
LULU          0.00%       -0.46%        3
PYPL          0.00%       -0.46%        6
ANET          0.00%       -0.49%        8
AVGO          0.00%       -0.55%       13
LVS           0.00%       -0.56%        4
WDC           0.00%       -0.60%        6
FSLR          0.00%       -0.64%        4
TRGP          0.00%       -0.77%        6
GEN           0.00%       -0.86%        2
BMY           0.00%       -0.89%        2
EFX           0.00%       -0.93%        4
PHM           0.00%       -0.95%        4
CCL           0.00%       -0.99%        7
VLO           0.00%       -1.22%        6
MPWR          0.00%       -1.25%        6
LYV           0.00%       -1.26%        6
CEG           0.00%       -1.28%        6
NVDA          0.00%       -1.33%        6
GLW           0.00%       -1.41%        2
PODD          0.00%       -1.59%        6
AMAT          0.00%       -1.67%        4
SYF           0.00%       -1.73%        6
AMT           0.00%       -1.77%        2
VTR           0.00%       -1.80%        2
PANW          0.00%       -1.83%        4
FITB          0.00%       -1.94%        4
KEY           0.00%       -2.14%        3
CRM           0.00%       -2.23%        2
HPE           0.00%       -2.24%        2
NOW           0.00%       -2.35%        2
META          0.00%       -2.43%        6
FANG          0.00%       -2.47%        2
IP            0.00%       -2.66%        4
EQT           0.00%       -2.87%        2
AIZ           0.00%       -3.37%        1
HPQ           0.00%       -3.37%        2
RL            0.00%       -3.39%        4
MPC           0.00%       -3.42%        4
FMC           0.00%       -3.82%        2
AES           0.00%       -3.92%        4
TER           0.00%       -4.04%        2
STX           0.00%       -4.87%        3
HAS           0.00%       -4.89%        2
KLAC          0.00%       -4.97%        4
CFG           0.00%       -6.16%        2
INCY          0.00%       -6.18%        2
HUM           0.00%       -8.12%        2
ZION          0.00%       -8.34%        2
SWKS          0.00%      -15.11%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2024-12-31 00:00:00  RCL      SELL   $   227.76       26     -1.50%
2024-12-31 00:00:00  BBWI     BUY    $    37.55      157     -4.64%
2024-12-30 00:00:00  SYF      SELL   $    63.91        2      2.35%
2024-12-30 00:00:00  WBD      BUY    $    10.51        2      0.00%
2024-12-30 00:00:00  AVGO     BUY    $   233.92        1     -2.95%
2024-12-23 00:00:00  WBD      SELL   $    10.44       13      1.25%
2024-12-20 00:00:00  WBD      BUY    $    10.69       13     -1.68%
2024-12-20 00:00:00  WFC      SELL   $    68.84        2      0.10%
2024-12-19 00:00:00  AVGO     SELL   $   216.20       28     11.03%
2024-12-19 00:00:00  WFC      BUY    $    67.39        2      3.28%
2024-12-19 00:00:00  RCL      BUY    $   227.31       26      1.08%
2024-12-18 00:00:00  RCL      SELL   $   226.09        2      3.59%
2024-12-18 00:00:00  WBD      SELL   $    10.63      596     -0.09%
2024-12-18 00:00:00  CCL      BUY    $    24.82      274      3.38%
2024-12-17 00:00:00  SYF      BUY    $    66.02        2     -0.85%
2024-12-16 00:00:00  CCL      SELL   $    25.91      274     -0.69%
2024-12-16 00:00:00  AVGO     BUY    $   247.57       28     -6.81%
2024-12-12 00:00:00  SYF      SELL   $    67.33      109     -6.22%
2024-12-12 00:00:00  WBD      BUY    $    12.49      596    -16.01%
2024-12-10 00:00:00  BBWI     SELL   $    37.31        3      0.36%
2024-12-09 00:00:00  DAL      SELL   $    61.52        1     -1.94%
2024-12-09 00:00:00  BBWI     BUY    $    37.95        3     -1.45%
2024-12-06 00:00:00  LULU     BUY    $   399.60       19     -1.99%
2024-12-06 00:00:00  SYF      BUY    $    66.73      109      0.21%
2024-12-06 00:00:00  NCLH     SELL   $    27.65      302     -3.07%
2024-12-06 00:00:00  WBD      SELL   $    10.66      617     13.23%
2024-12-05 00:00:00  CRM      SELL   $   358.63       20     -0.93%
2024-12-05 00:00:00  AAL      BUY    $    17.38      432     -0.81%
2024-12-04 00:00:00  LYV      SELL   $   136.73       56     -1.50%
2024-12-04 00:00:00  CRM      BUY    $   365.07       20     -3.54%
2024-12-03 00:00:00  DAY      SELL   $    80.49       94     -3.16%
2024-12-03 00:00:00  PAYC     SELL   $   228.25       29      2.51%
2024-12-03 00:00:00  LYV      BUY    $   137.35       56     -2.18%
2024-12-03 00:00:00  WBD      BUY    $    10.55      617      3.22%
2024-11-29 00:00:00  LYV      SELL   $   138.25       54     -1.08%
2024-11-29 00:00:00  DAY      BUY    $    79.99       94     -1.79%
2024-11-27 00:00:00  LYV      BUY    $   139.73       54     -3.62%
2024-11-26 00:00:00  LYV      SELL   $   138.87       54     -1.54%
2024-11-25 00:00:00  PAYC     BUY    $   232.96       29     -2.02%
2024-11-25 00:00:00  TRGP     SELL   $   196.70       35     -1.95%
2024-11-22 00:00:00  EQT      SELL   $    45.37      162     -3.03%
2024-11-22 00:00:00  TPR      BUY    $    57.66      131      9.61%
2024-11-21 00:00:00  AAL      SELL   $    14.20       11      2.25%
2024-11-21 00:00:00  RCL      BUY    $   234.01        2      2.73%
2024-11-20 00:00:00  RCL      SELL   $   232.34       34      2.44%
2024-11-20 00:00:00  PODD     SELL   $   266.58       28      0.13%
2024-11-20 00:00:00  EQT      BUY    $    45.99      162     -2.71%
2024-11-20 00:00:00  LYV      BUY    $   136.51       54      2.36%
2024-11-19 00:00:00  RJF      SELL   $   159.98       44      3.87%
2024-11-19 00:00:00  TRGP     BUY    $   199.16       35     -0.08%