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   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_3
Run ID: 20260126_212858_024
Timestamp: 2026-01-26T21:40:53.935278
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_3

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   OVERALL PERFORMANCE
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Total ROI:              7.13%
Sharpe Ratio:          0.892
Win Rate:               75.0%
Accuracy:                0.0%
Correlation:          -0.541
MAE:                    0.68%
Max Drawdown:          -8.97%

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

================================================================================
   DATA SUMMARY
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Total Signals:             8
Curve Points:            250

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   PERFORMANCE BY TICKER
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Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
SPY           0.00%        1.99%        4
GLD           0.00%        1.13%        1
TLT           0.00%        0.86%        3

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

================================================================================
   RECENT TRADES (Last 50)
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Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2023-04-13 00:00:00  TLT      BUY    $    95.34      249     -1.00%
2023-03-01 00:00:00  TLT      SELL   $    90.00      250      1.44%
2023-01-20 00:00:00  SPY      BUY    $   381.67       82      2.48%
2023-01-19 00:00:00  SPY      SELL   $   374.69       82      4.15%
2023-01-11 00:00:00  TLT      BUY    $    94.29      250      2.15%
2023-01-11 00:00:00  SPY      BUY    $   381.32       82     -1.74%
2023-01-04 00:00:00  SPY      SELL   $   369.99      185      3.06%
2023-01-04 00:00:00  GLD      BUY    $   172.67       45      1.13%