================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_4
Run ID: 20260126_224423_024
Timestamp: 2026-01-26T22:50:58.287773
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_4

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             -1.18%
Sharpe Ratio:         -0.015
Win Rate:               71.8%
Accuracy:                0.0%
Correlation:          -0.156
MAE:                    0.47%
Max Drawdown:         -19.26%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:            39
Curve Points:            250

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
NFLX          0.00%       10.51%        2
GE            0.00%        8.53%        2
LVS           0.00%        7.97%        1
KLAC          0.00%        6.14%        2
WYNN          0.00%        4.95%        3
SEDG          0.00%        3.97%        1
SPY           0.00%        3.09%        4
FCX           0.00%        2.86%        3
NKE           0.00%        2.20%        3
MRNA          0.00%        1.86%        3
BA            0.00%        1.80%        3
TPR           0.00%        0.94%        1
GLD           0.00%        0.88%        3
TLT           0.00%       -0.21%        2
EFX           0.00%       -2.00%        1
UHS           0.00%       -2.02%        3
ISRG          0.00%       -2.51%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2023-01-20 00:00:00  TLT      SELL   $    94.75      365      0.48%
2023-01-20 00:00:00  BA       BUY    $   206.76       20      2.13%
2023-01-20 00:00:00  SPY      BUY    $   381.67       48      2.48%
2023-01-20 00:00:00  EFX      BUY    $   218.00       19     -2.00%
2023-01-20 00:00:00  NKE      BUY    $   120.08       34      0.72%
2023-01-20 00:00:00  GLD      SELL   $   179.29      141     -0.04%
2023-01-20 00:00:00  TPR      BUY    $    40.30      103      0.94%
2023-01-20 00:00:00  SEDG     BUY    $   294.73       14      3.97%
2023-01-20 00:00:00  MRNA     BUY    $   193.98       21     -2.39%
2023-01-20 00:00:00  FCX      BUY    $    43.67       95     -1.30%
2023-01-20 00:00:00  LVS      BUY    $    52.10       80      7.97%
2023-01-20 00:00:00  UHS      BUY    $   147.38       28     -2.85%
2023-01-20 00:00:00  WYNN     BUY    $    96.49       43      3.75%
2023-01-19 00:00:00  GLD      BUY    $   179.89      141     -0.23%
2023-01-19 00:00:00  TLT      BUY    $    96.31      365     -0.90%
2023-01-19 00:00:00  MRNA     SELL   $   190.38       23      1.50%
2023-01-19 00:00:00  NFLX     SELL   $    31.58      133     15.55%
2023-01-19 00:00:00  UHS      SELL   $   144.24       28     -0.52%
2023-01-19 00:00:00  KLAC     SELL   $   390.44       10      6.63%
2023-01-19 00:00:00  SPY      SELL   $   374.69       50      4.15%
2023-01-19 00:00:00  ISRG     SELL   $   252.50       15     -0.77%
2023-01-19 00:00:00  GE       SELL   $    60.41       74      5.57%
2023-01-19 00:00:00  FCX      SELL   $    42.45      103      2.97%
2023-01-19 00:00:00  BA       SELL   $   207.09       19      2.72%
2023-01-19 00:00:00  WYNN     SELL   $    96.16       46      3.96%
2023-01-19 00:00:00  NKE      SELL   $   118.09       35      2.41%
2023-01-06 00:00:00  FCX      BUY    $    40.52      103      6.91%
2023-01-06 00:00:00  SPY      BUY    $   374.15       50      2.69%
2023-01-06 00:00:00  NKE      BUY    $   118.09       35      3.47%
2023-01-06 00:00:00  KLAC     BUY    $   386.06       10      5.65%
2023-01-06 00:00:00  GE       BUY    $    56.54       74     11.48%
2023-01-06 00:00:00  ISRG     BUY    $   270.39       15     -4.25%
2023-01-06 00:00:00  WYNN     BUY    $    90.95       46      7.14%
2023-01-06 00:00:00  NFLX     BUY    $    31.56      133      5.47%
2023-01-06 00:00:00  MRNA     BUY    $   180.35       23      6.46%
2023-01-06 00:00:00  BA       BUY    $   213.00       19      0.53%
2023-01-06 00:00:00  UHS      BUY    $   149.83       28     -2.68%
2023-01-06 00:00:00  GLD      SELL   $   173.71       42      2.91%
2023-01-04 00:00:00  SPY      SELL   $   369.99      142      3.06%