================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260124_074151_026
Timestamp: 2026-01-24T08:05:31.597395
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             26.01%
Sharpe Ratio:          1.002
Win Rate:               53.4%
Accuracy:                0.0%
Correlation:          -0.055
MAE:                    0.56%
Max Drawdown:         -26.23%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           309
Curve Points:            250

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
DG            0.00%       13.16%        2
AAL           0.00%        8.12%        1
MU            0.00%        7.97%        1
AES           0.00%        6.34%        2
STX           0.00%        5.81%        4
NEM           0.00%        5.30%       10
AMAT          0.00%        5.26%        1
LRCX          0.00%        5.25%        2
GLW           0.00%        4.73%        2
TKO           0.00%        4.51%        4
HWM           0.00%        4.19%        6
GEV           0.00%        4.09%        4
GLD           0.00%        4.09%        2
TER           0.00%        3.97%        7
NFLX          0.00%        3.95%        2
GILD          0.00%        3.93%        2
CVS           0.00%        3.70%        2
EQT           0.00%        3.64%        6
DLTR          0.00%        3.62%        4
AXON          0.00%        3.59%        5
FSLR          0.00%        3.46%        2
UBER          0.00%        3.30%        2
GE            0.00%        3.06%        2
NVDA          0.00%        2.57%        2
INTC          0.00%        2.44%        2
PWR           0.00%        2.41%        4
GOOGL         0.00%        2.35%        4
FOXA          0.00%        2.17%        2
EPAM          0.00%        2.16%        2
LLY           0.00%        1.91%        3
VRSN          0.00%        1.85%        6
GM            0.00%        1.80%        1
CCL           0.00%        1.80%        3
MNST          0.00%        1.68%        2
APH           0.00%        1.58%        2
SPY           0.00%        1.53%        2
WDC           0.00%        1.25%        1
ORCL          0.00%        1.24%        6
WBD           0.00%        1.23%        6
AVGO          0.00%        1.18%       13
ABT           0.00%        1.12%        2
PM            0.00%        1.00%        6
MOS           0.00%        0.98%        2
RCL           0.00%        0.89%        2
GNRC          0.00%        0.81%        4
GL            0.00%        0.71%        2
T             0.00%        0.59%        4
EL            0.00%        0.58%        4
IVZ           0.00%        0.40%        2
WYNN          0.00%        0.34%        2
ABBV          0.00%        0.21%        2
GOOG          0.00%        0.21%        2
PAYC          0.00%        0.07%        2
IQV           0.00%        0.06%        2
HII           0.00%        0.04%        2
PLTR          0.00%       -0.21%        6
CRWD          0.00%       -0.25%        6
WSM           0.00%       -0.29%        2
VRTX          0.00%       -0.39%        2
CHRW          0.00%       -0.49%        2
JBHT          0.00%       -0.50%        1
ALB           0.00%       -0.78%        5
TSLA          0.00%       -0.92%        5
NRG           0.00%       -0.97%        2
LULU          0.00%       -1.09%        3
CAH           0.00%       -1.14%        2
VST           0.00%       -1.29%        6
MCHP          0.00%       -1.29%        2
ULTA          0.00%       -1.39%        2
TLT           0.00%       -1.52%        2
NCLH          0.00%       -1.64%        4
UAL           0.00%       -1.80%        5
AMD           0.00%       -1.99%        7
DHI           0.00%       -2.06%        6
JBL           0.00%       -2.11%        6
AMGN          0.00%       -2.17%        2
APTV          0.00%       -2.79%        4
EBAY          0.00%       -2.85%        6
FFIV          0.00%       -2.89%        4
BA            0.00%       -3.06%        4
CEG           0.00%       -3.15%        6
FOX           0.00%       -3.66%        2
RL            0.00%       -3.71%        2
LVS           0.00%       -3.73%        2
DXCM          0.00%       -3.90%        4
BBWI          0.00%       -3.96%        1
WELL          0.00%       -4.56%        2
CDNS          0.00%       -6.22%        4
ANET          0.00%       -6.31%        2
SMCI          0.00%       -6.32%        8
TPR           0.00%       -7.01%        1
META          0.00%       -8.76%        2
MRNA          0.00%      -12.24%        1

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2025-12-12 00:00:00  LRCX     SELL   $   160.52       55      7.32%
2025-12-12 00:00:00  GM       BUY    $    80.89        1      1.80%
2025-12-12 00:00:00  JBHT     BUY    $   198.68       44     -0.50%
2025-12-01 00:00:00  CAH      SELL   $   207.48       35     -4.38%
2025-12-01 00:00:00  AMAT     BUY    $   254.75       34      5.26%
2025-12-01 00:00:00  AMD      BUY    $   219.76        2      0.61%
2025-12-01 00:00:00  TER      BUY    $   179.63       48     13.00%
2025-12-01 00:00:00  INTC     SELL   $    40.01      221      0.72%
2025-12-01 00:00:00  ALB      BUY    $   127.94       68     -0.88%
2025-12-01 00:00:00  STX      SELL   $   269.39       38      5.67%
2025-11-20 00:00:00  AMD      SELL   $   206.02       28      5.59%
2025-11-20 00:00:00  TER      SELL   $   155.78       56     16.76%
2025-11-20 00:00:00  LLY      BUY    $  1043.29        7      3.08%
2025-11-20 00:00:00  CAH      BUY    $   207.38       35      2.10%
2025-11-03 00:00:00  ANET     SELL   $   157.59        4    -12.90%
2025-11-03 00:00:00  TSLA     SELL   $   468.37       17     -4.94%
2025-11-03 00:00:00  NEM      SELL   $    81.38       92      8.14%
2025-11-03 00:00:00  LRCX     BUY    $   160.97       55      3.18%
2025-11-03 00:00:00  AMD      BUY    $   259.65       28     -6.04%
2025-11-03 00:00:00  GLW      SELL   $    87.20        2      1.21%
2025-10-01 00:00:00  TSLA     BUY    $   459.46       17     -4.52%
2025-10-01 00:00:00  MU       BUY    $   181.96       28      7.97%
2025-10-01 00:00:00  NEM      BUY    $    85.70       92      2.85%
2025-10-01 00:00:00  INTC     BUY    $    35.94      221      4.15%
2025-10-01 00:00:00  TER      BUY    $   141.01       56      2.47%
2025-10-01 00:00:00  SMCI     SELL   $    52.39      132     12.01%
2025-10-01 00:00:00  GOOGL    SELL   $   244.74       29     -0.11%
2025-10-01 00:00:00  IVZ      SELL   $    22.89      344      3.94%
2025-10-01 00:00:00  FSLR     SELL   $   224.82       32      2.91%
2025-10-01 00:00:00  ORCL     SELL   $   288.51       23     -0.13%
2025-10-01 00:00:00  GOOG     SELL   $   245.38        4     -0.03%
2025-09-17 00:00:00  CHRW     SELL   $   134.55       50     -1.33%
2025-09-17 00:00:00  FSLR     BUY    $   210.71       32      4.01%
2025-09-16 00:00:00  AVGO     SELL   $   359.38       20     -5.69%
2025-09-16 00:00:00  GNRC     SELL   $   183.61       35     -9.17%
2025-09-16 00:00:00  ORCL     BUY    $   306.12       23      2.34%
2025-09-16 00:00:00  CHRW     BUY    $   133.24       50      0.35%
2025-09-15 00:00:00  GOOGL    BUY    $   251.45       29      0.37%
2025-09-15 00:00:00  GOOG     BUY    $   251.60        4      0.44%
2025-09-15 00:00:00  AVGO     BUY    $   363.47       20     -6.79%
2025-09-15 00:00:00  NCLH     SELL   $    26.01      106     -2.38%
2025-09-15 00:00:00  UAL      SELL   $   104.55       60     -0.35%
2025-09-15 00:00:00  DHI      SELL   $   171.56       39     -4.57%
2025-09-12 00:00:00  ORCL     SELL   $   291.67       22      5.64%
2025-09-12 00:00:00  UAL      BUY    $   106.58       60     -0.25%
2025-09-11 00:00:00  UAL      SELL   $   109.36       34     -3.64%
2025-09-11 00:00:00  AVGO     SELL   $   359.01       18     -3.97%
2025-09-11 00:00:00  WYNN     SELL   $   123.60       55      3.89%
2025-09-11 00:00:00  WBD      BUY    $    16.17      446     15.65%
2025-09-11 00:00:00  DHI      BUY    $   180.45       39     -6.30%