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   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_3
Run ID: 20260126_212858_021
Timestamp: 2026-01-26T21:39:20.686115
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_3

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   OVERALL PERFORMANCE
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Total ROI:             13.94%
Sharpe Ratio:          1.004
Win Rate:               33.3%
Accuracy:                0.0%
Correlation:           0.112
MAE:                    0.69%
Max Drawdown:         -12.72%

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

================================================================================
   DATA SUMMARY
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Total Signals:             6
Curve Points:            253

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   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
SPY           0.00%       -2.41%        6

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2020-05-06 00:00:00  SPY      BUY    $   262.78      102     -0.93%
2020-05-01 00:00:00  SPY      SELL   $   261.43      102      3.41%
2020-04-29 00:00:00  SPY      BUY    $   271.07      102     -3.06%
2020-04-20 00:00:00  SPY      SELL   $   260.32      107      1.94%
2020-04-17 00:00:00  SPY      BUY    $   264.99      107     -1.28%
2020-03-13 00:00:00  SPY      SELL   $   247.52      114    -14.55%