================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_2
Run ID: 20260126_194053_001
Timestamp: 2026-01-26T19:41:08.124859
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_2

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             -2.21%
Sharpe Ratio:         -3.229
Win Rate:               50.0%
Accuracy:                0.0%
Correlation:           0.000
MAE:                    0.10%
Max Drawdown:          -2.72%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:            10
Curve Points:              9

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
DXCM          0.00%        5.37%        1
EXPE          0.00%        2.67%        1
FITB          0.00%        1.52%        1
DHI           0.00%        1.25%        1
COF           0.00%        0.62%        1
KEY           0.00%       -0.14%        1
CMA           0.00%       -0.60%        1
PODD          0.00%       -2.12%        1
AES           0.00%       -2.48%        1
EXR           0.00%       -3.87%        1

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2024-01-02 00:00:00  AES      BUY    $    17.50       57     -2.48%
2024-01-02 00:00:00  EXPE     BUY    $   147.57        6      2.67%
2024-01-02 00:00:00  DXCM     BUY    $   123.09        8      5.37%
2024-01-02 00:00:00  DHI      BUY    $   146.91        6      1.25%
2024-01-02 00:00:00  FITB     BUY    $    32.34       30      1.52%
2024-01-02 00:00:00  KEY      BUY    $    13.24       75     -0.14%
2024-01-02 00:00:00  COF      BUY    $   128.33        7      0.62%
2024-01-02 00:00:00  PODD     BUY    $   209.11        4     -2.12%
2024-01-02 00:00:00  EXR      BUY    $   150.84        6     -3.87%
2024-01-02 00:00:00  CMA      BUY    $    51.38       19     -0.60%