================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_3
Run ID: 20260126_212858_005
Timestamp: 2026-01-26T21:31:03.524499
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_3

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             37.14%
Sharpe Ratio:          1.566
Win Rate:               50.7%
Accuracy:                0.0%
Correlation:          -0.029
MAE:                    0.56%
Max Drawdown:         -14.37%

================================================================================
   MODEL PARAMETERS
================================================================================

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           227
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
CFC           0.00%       11.63%        1
BBBY          0.00%       10.40%        3
DDS           0.00%        6.50%        2
L             0.00%        5.46%        4
NSC           0.00%        3.86%        2
UNH           0.00%        3.35%        2
FCX           0.00%        3.01%        6
TXT           0.00%        2.36%        1
PCAR          0.00%        2.25%        6
BIIB          0.00%        2.15%        2
ADSK          0.00%        2.08%       10
RIG           0.00%        1.76%        8
SBUX          0.00%        1.48%        2
HUM           0.00%        1.35%        7
CMI           0.00%        1.34%        8
ADBE          0.00%        1.32%        2
XRX           0.00%        1.30%        2
R             0.00%        1.19%        6
BBY           0.00%        1.19%        2
EBAY          0.00%        1.04%        4
KSS           0.00%        0.98%        2
PTC           0.00%        0.90%       12
OXY           0.00%        0.85%        4
WOR           0.00%        0.80%        1
GLW           0.00%        0.71%        1
F             0.00%        0.56%        1
SPY           0.00%        0.56%        2
CVX           0.00%        0.50%        2
AMD           0.00%        0.17%        1
KBH           0.00%        0.07%        4
QCOM          0.00%        0.07%        6
ROK           0.00%        0.05%        3
GT            0.00%       -0.12%        6
NTAP          0.00%       -0.21%        3
BC            0.00%       -0.22%        8
PH            0.00%       -0.28%        2
NUE           0.00%       -0.65%        6
SLB           0.00%       -0.80%        4
TER           0.00%       -0.95%        2
EXC           0.00%       -0.98%        2
INTU          0.00%       -1.22%        4
LEG           0.00%       -1.34%        2
EOG           0.00%       -1.37%        2
TAP           0.00%       -1.42%        2
COF           0.00%       -1.51%        2
BEN           0.00%       -1.55%        2
EHC           0.00%       -1.60%        1
VZ            0.00%       -1.63%        4
AET           0.00%       -1.89%        4
A             0.00%       -1.89%        2
TLAB          0.00%       -2.07%        2
HAL           0.00%       -2.13%        5
MSI           0.00%       -2.49%        6
WMB           0.00%       -2.59%        3
AES           0.00%       -2.60%        2
HOG           0.00%       -2.70%        2
PHM           0.00%       -2.85%        5
LPX           0.00%       -3.37%       12
GWW           0.00%       -3.46%        2
MTG           0.00%       -3.52%        2
VIAV          0.00%       -3.82%        2
CIEN          0.00%       -6.77%        1
MU            0.00%       -7.98%        2
SANM          0.00%       -9.47%        1
ATI           0.00%      -11.15%        3

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2004-12-01 00:00:00  PTC      SELL   $    14.55      113      1.37%
2004-12-01 00:00:00  TER      BUY    $    16.36      110     -1.74%
2004-12-01 00:00:00  HAL      BUY    $    14.44       40     -3.76%
2004-12-01 00:00:00  CIEN     BUY    $    17.57      102     -6.77%
2004-12-01 00:00:00  WMB      BUY    $     5.51      327     -6.67%
2004-12-01 00:00:00  HUM      BUY    $    23.81       75      2.03%
2004-12-01 00:00:00  ADBE     SELL   $    30.78       56     -2.05%
2004-12-01 00:00:00  SANM     BUY    $    55.74       32     -9.47%
2004-12-01 00:00:00  PH       SELL   $    36.70       46     -3.77%
2004-12-01 00:00:00  RIG      SELL   $    36.56        6     -4.14%
2004-12-01 00:00:00  BBY      SELL   $    21.24       70      0.28%
2004-12-01 00:00:00  EBAY     SELL   $    21.31       81      0.72%
2004-11-01 00:00:00  AMD      BUY    $    17.34       91      0.17%
2004-11-01 00:00:00  PCAR     SELL   $     9.98      149      8.02%
2004-11-01 00:00:00  BBY      BUY    $    22.27       70      2.09%
2004-11-01 00:00:00  PH       BUY    $    34.13       46      3.20%
2004-11-01 00:00:00  DDS      SELL   $    13.06       99     15.45%
2004-11-01 00:00:00  BC       SELL   $    34.01       41      3.86%
2004-11-01 00:00:00  NSC      SELL   $    21.34       75      3.50%
2004-10-15 00:00:00  INTU     SELL   $    19.83       12     -1.11%
2004-10-15 00:00:00  QCOM     SELL   $    26.59       56     -1.11%
2004-10-15 00:00:00  PCAR     BUY    $     9.78      149     -5.96%
2004-10-15 00:00:00  NSC      BUY    $    19.54       75      4.22%
2004-10-15 00:00:00  RIG      BUY    $    32.72        7      4.14%
2004-10-15 00:00:00  MSI      SELL   $    49.16       29    -10.24%
2004-10-14 00:00:00  BBBY     BUY    $    41.18       35     13.72%
2004-10-14 00:00:00  INTU     BUY    $    19.97       12     -0.33%
2004-10-14 00:00:00  MSI      BUY    $    48.84       29     -7.31%
2004-10-14 00:00:00  EBAY     BUY    $    17.88       81      4.32%
2004-10-14 00:00:00  LPX      SELL   $    20.90       69     -6.13%
2004-10-14 00:00:00  VZ       SELL   $    12.66      114     -2.40%
2004-10-14 00:00:00  BEN      SELL   $     9.65      148      0.31%
2004-10-14 00:00:00  PCAR     SELL   $     9.53        1     -1.74%
2004-10-13 00:00:00  ADBE     BUY    $    25.62       56      4.68%
2004-10-13 00:00:00  NUE      SELL   $    12.12      125     -9.15%
2004-10-13 00:00:00  LPX      BUY    $    21.01       69     -7.68%
2004-10-13 00:00:00  QCOM     BUY    $    26.02       56      4.48%
2004-10-13 00:00:00  BEN      BUY    $     9.84      148     -3.41%
2004-10-13 00:00:00  VZ       BUY    $    12.75      114     -2.51%
2004-10-13 00:00:00  CMI      SELL   $    11.54      131     -0.03%
2004-10-13 00:00:00  HUM      SELL   $    16.89       86     -6.60%
2004-10-13 00:00:00  RIG      SELL   $    32.49       48      4.02%
2004-10-13 00:00:00  R        SELL   $    27.40       53      3.34%
2004-10-05 00:00:00  INTU     SELL   $    20.20       74     -3.26%
2004-10-05 00:00:00  R        BUY    $    28.30       53     -1.24%
2004-10-05 00:00:00  BC       BUY    $    33.80       41     -1.16%
2004-10-05 00:00:00  KBH      SELL   $    29.20       47     -0.08%
2004-10-01 00:00:00  R        SELL   $    27.92       54      1.83%
2004-10-01 00:00:00  BC       SELL   $    34.09       44     -2.06%
2004-10-01 00:00:00  AET      SELL   $    22.65       67     -1.99%