================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_3
Run ID: 20260126_212858_014
Timestamp: 2026-01-26T21:35:28.450574
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_3

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             33.72%
Sharpe Ratio:          1.787
Win Rate:               57.4%
Accuracy:                0.0%
Correlation:           0.052
MAE:                    0.53%
Max Drawdown:          -6.64%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           163
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
AMD           0.00%        7.25%        2
BBY           0.00%        4.89%        6
BBBY          0.00%        4.85%        2
NFLX          0.00%        4.68%       10
GME           0.00%        4.31%        2
GT            0.00%        4.17%        4
MU            0.00%        3.96%        4
EXPE          0.00%        3.18%        1
CNX           0.00%        2.74%        2
STX           0.00%        2.70%        6
LUV           0.00%        2.65%        2
LNC           0.00%        2.08%        2
SPY           0.00%        1.79%        1
HRB           0.00%        1.77%        2
LDOS          0.00%        1.56%        2
CAH           0.00%        1.50%        2
AMZN          0.00%        1.48%        2
EQT           0.00%        1.40%        2
TSN           0.00%        1.37%        4
PSX           0.00%        1.33%        3
EOG           0.00%        1.31%        2
GILD          0.00%        1.14%        2
STZ           0.00%        1.12%        2
WDC           0.00%        0.96%        3
MNST          0.00%        0.91%        1
BSX           0.00%        0.66%        4
CPB           0.00%        0.61%        2
HAS           0.00%        0.53%        4
MOLX          0.00%        0.47%        1
FDX           0.00%        0.28%        2
AES           0.00%        0.24%        2
HPQ           0.00%        0.21%        7
TLT           0.00%        0.01%        1
PBI           0.00%       -0.00%        6
BIIB          0.00%       -0.24%        2
ANDV          0.00%       -0.35%        5
CMG           0.00%       -0.51%        2
TMUS          0.00%       -0.69%        2
GHC           0.00%       -0.74%        4
SCHW          0.00%       -0.84%        2
VLO           0.00%       -0.97%        1
EA            0.00%       -1.00%        6
TRIP          0.00%       -1.19%        6
GRMN          0.00%       -1.33%        2
BKNG          0.00%       -1.43%        2
JBL           0.00%       -1.50%        2
GLD           0.00%       -1.67%        1
FSLR          0.00%       -1.85%        3
SEE           0.00%       -2.06%        4
CRM           0.00%       -2.11%        2
CLF           0.00%       -2.15%        4
AMGN          0.00%       -2.25%        2
MPC           0.00%       -2.28%        1
MCO           0.00%       -2.32%        2
TXT           0.00%       -2.67%        1
CSCO          0.00%       -3.05%        4
DXC           0.00%       -3.09%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2013-12-31 00:00:00  MU       SELL   $    21.22      244      9.75%
2013-12-31 00:00:00  STX      SELL   $    32.62      150      6.18%
2013-12-31 00:00:00  TXT      BUY    $    36.10      131     -2.67%
2013-12-31 00:00:00  PSX      BUY    $    50.32       94     -0.34%
2013-12-31 00:00:00  MNST     BUY    $    11.30      421      0.91%
2013-12-31 00:00:00  LDOS     SELL   $    26.83      163      2.37%
2013-12-17 00:00:00  PSX      SELL   $    47.37       91      2.95%
2013-12-17 00:00:00  LUV      SELL   $    16.06      289      3.33%
2013-12-17 00:00:00  STX      BUY    $    30.75      150      5.65%
2013-12-17 00:00:00  EXPE     BUY    $    62.07       74      3.18%
2013-12-16 00:00:00  CAH      SELL   $    47.42       93      2.09%
2013-12-16 00:00:00  WDC      BUY    $    50.67       91      1.19%
2013-12-13 00:00:00  PBI      SELL   $    12.97      389      0.72%
2013-12-13 00:00:00  HPQ      BUY    $     8.35      548      3.81%
2013-12-12 00:00:00  CAH      BUY    $    47.82       93      0.91%
2013-12-12 00:00:00  ANDV     BUY    $    51.38       88     -0.97%
2013-12-12 00:00:00  HPQ      SELL   $     8.30      537      5.41%
2013-12-12 00:00:00  AMZN     SELL   $    19.06      239      3.66%
2013-12-11 00:00:00  ANDV     SELL   $    50.76       89      2.26%
2013-12-11 00:00:00  HPQ      BUY    $     8.42      537      1.93%
2013-12-10 00:00:00  FDX      SELL   $   117.34       39      0.43%
2013-12-10 00:00:00  STX      SELL   $    29.58      145      3.95%
2013-12-10 00:00:00  ANDV     BUY    $    52.09       89     -1.28%
2013-12-10 00:00:00  PSX      BUY    $    46.72       91      1.38%
2013-12-09 00:00:00  ANDV     SELL   $    52.33       88      0.66%
2013-12-09 00:00:00  FDX      BUY    $   118.34       39      0.14%
2013-12-06 00:00:00  MPC      BUY    $    30.50      151     -2.28%
2013-12-06 00:00:00  VLO      BUY    $    29.76      155     -0.97%
2013-12-06 00:00:00  LUV      BUY    $    16.02      289      1.97%
2013-12-06 00:00:00  BBY      SELL   $    26.83      182     -1.32%
2013-12-06 00:00:00  AMZN     BUY    $    19.35      239     -0.70%
2013-12-06 00:00:00  ANDV     BUY    $    52.07       88     -2.43%
2013-12-06 00:00:00  FSLR     BUY    $    58.01       79     -7.27%
2013-12-06 00:00:00  STX      BUY    $    29.86      147     -2.76%
2013-12-06 00:00:00  GRMN     SELL   $    33.76      131     -3.71%
2013-12-06 00:00:00  GT       SELL   $    20.14      250      0.27%
2013-12-06 00:00:00  CLF      SELL   $    22.39       29     -4.31%
2013-12-06 00:00:00  MOLX     SELL   $    38.68      110        N/A
2013-12-06 00:00:00  CNX      SELL   $    30.08      115      1.61%
2013-12-06 00:00:00  SEE      SELL   $    26.73      173     -2.06%
2013-12-06 00:00:00  TRIP     SELL   $    76.13       62     -4.94%
2013-10-07 00:00:00  MOLX     BUY    $    38.44      110      0.47%
2013-10-07 00:00:00  CLF      BUY    $    18.93       29      4.12%
2013-10-07 00:00:00  NFLX     SELL   $     4.55     1053      1.95%
2013-10-04 00:00:00  CRM      SELL   $    52.20       83     -3.33%
2013-10-04 00:00:00  TRIP     BUY    $    69.73       62     -5.61%
2013-10-03 00:00:00  STX      SELL   $    26.22        1      1.05%
2013-10-03 00:00:00  CNX      BUY    $    29.02      115      3.87%
2013-10-03 00:00:00  LDOS     BUY    $    26.35      163      0.76%
2013-10-03 00:00:00  GRMN     BUY    $    32.54      131      1.04%