================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_5
Run ID: 20260126_233236_005
Timestamp: 2026-01-26T23:34:43.314091
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_5

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             28.33%
Sharpe Ratio:          1.328
Win Rate:               45.2%
Accuracy:                0.0%
Correlation:          -0.009
MAE:                    0.55%
Max Drawdown:         -17.23%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           341
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
CFC           0.00%       11.63%        1
MU            0.00%        6.53%        2
BBBY          0.00%        5.47%        9
EHC           0.00%        4.63%        1
DDS           0.00%        4.21%        4
L             0.00%        4.19%        4
EOG           0.00%        3.96%        4
UNH           0.00%        3.35%        2
EBAY          0.00%        2.48%        4
FCX           0.00%        2.46%        8
VIAV          0.00%        2.34%        2
A             0.00%        2.29%        2
RIG           0.00%        2.28%        8
PCAR          0.00%        2.25%        6
OXY           0.00%        2.09%        4
ADSK          0.00%        1.82%       14
CMI           0.00%        1.52%       12
HUM           0.00%        1.47%        7
R             0.00%        1.36%        6
SLB           0.00%        1.27%        8
PLD           0.00%        1.22%        2
BBY           0.00%        1.19%        2
KSS           0.00%        0.98%        2
BIIB          0.00%        0.83%        4
SYK           0.00%        0.81%        2
CVX           0.00%        0.50%        2
AMD           0.00%        0.17%        1
BA            0.00%        0.13%        2
NUE           0.00%        0.12%        6
MTG           0.00%        0.10%        4
KBH           0.00%        0.07%        4
QCOM          0.00%       -0.02%        8
COF           0.00%       -0.15%        4
NTAP          0.00%       -0.21%        3
NSC           0.00%       -0.27%        6
PH            0.00%       -0.28%        2
PTC           0.00%       -0.39%       14
DXC           0.00%       -0.44%        2
BC            0.00%       -0.57%        8
ADBE          0.00%       -0.65%        6
AET           0.00%       -0.75%        6
TXT           0.00%       -0.87%        3
GT            0.00%       -0.96%        8
EXC           0.00%       -0.98%        2
CMS           0.00%       -1.03%        2
ATI           0.00%       -1.04%        7
ABT           0.00%       -1.17%        2
RHI           0.00%       -1.20%        4
MCK           0.00%       -1.22%        2
INTU          0.00%       -1.22%        4
LMT           0.00%       -1.25%        2
VZ            0.00%       -1.29%        6
TAP           0.00%       -1.33%        2
PPL           0.00%       -1.35%        2
PEP           0.00%       -1.42%        2
BEN           0.00%       -1.55%        2
HRB           0.00%       -1.55%        2
DRI           0.00%       -1.62%        2
CVS           0.00%       -1.74%        2
ROK           0.00%       -1.77%        3
SBUX          0.00%       -1.78%        2
HAL           0.00%       -1.80%        3
TLAB          0.00%       -1.86%        4
GPC           0.00%       -1.86%        2
LEG           0.00%       -1.95%        6
CI            0.00%       -2.31%        4
FLR           0.00%       -2.36%        4
WMB           0.00%       -2.45%        3
GLW           0.00%       -2.47%        3
XRX           0.00%       -2.50%        2
LPX           0.00%       -2.64%       10
HOG           0.00%       -2.70%        2
MSI           0.00%       -2.89%        4
GWW           0.00%       -3.46%        2
BDX           0.00%       -3.61%        2
WAT           0.00%       -3.65%        4
TER           0.00%       -3.68%        2
DVN           0.00%       -3.85%        2
PHM           0.00%       -4.56%        9
AES           0.00%       -5.07%        2
CSCO          0.00%       -5.53%        2
WOR           0.00%       -5.61%        1
CIEN          0.00%       -6.77%        1
F             0.00%       -7.57%        1
SPG           0.00%       -8.45%        2
SANM          0.00%       -9.47%        1
THC           0.00%      -14.31%        4

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2004-12-01 00:00:00  ADBE     SELL   $    30.78       70     -2.05%
2004-12-01 00:00:00  TER      BUY    $    16.36      136     -1.74%
2004-12-01 00:00:00  RIG      SELL   $    36.56        8     -4.14%
2004-12-01 00:00:00  HAL      BUY    $    14.44       50     -3.76%
2004-12-01 00:00:00  WMB      BUY    $     5.51      404     -6.67%
2004-12-01 00:00:00  HUM      BUY    $    23.81       93      2.03%
2004-12-01 00:00:00  CIEN     BUY    $    17.57      126     -6.77%
2004-12-01 00:00:00  SANM     BUY    $    55.74       39     -9.47%
2004-12-01 00:00:00  EBAY     SELL   $    21.31      100      0.72%
2004-12-01 00:00:00  PTC      SELL   $    14.55      131      1.37%
2004-12-01 00:00:00  BBY      SELL   $    21.24       87      0.28%
2004-12-01 00:00:00  PH       SELL   $    36.70       57     -3.77%
2004-11-01 00:00:00  NSC      SELL   $    21.34       92      3.50%
2004-11-01 00:00:00  BC       SELL   $    34.01       50      3.86%
2004-11-01 00:00:00  PCAR     SELL   $     9.98      184      8.02%
2004-11-01 00:00:00  DDS      SELL   $    13.06      132     15.45%
2004-11-01 00:00:00  AMD      BUY    $    17.34      112      0.17%
2004-11-01 00:00:00  PH       BUY    $    34.13       57      3.20%
2004-11-01 00:00:00  BBY      BUY    $    22.27       87      2.09%
2004-10-15 00:00:00  NSC      BUY    $    19.54       92      4.22%
2004-10-15 00:00:00  RIG      BUY    $    32.72        8      4.14%
2004-10-15 00:00:00  PCAR     BUY    $     9.78      184     -5.96%
2004-10-15 00:00:00  MSI      SELL   $    49.16       36    -10.24%
2004-10-15 00:00:00  QCOM     SELL   $    26.59       69     -1.11%
2004-10-15 00:00:00  INTU     SELL   $    19.83       13     -1.11%
2004-10-14 00:00:00  INTU     BUY    $    19.97       13     -0.33%
2004-10-14 00:00:00  VZ       SELL   $    12.66      140     -2.40%
2004-10-14 00:00:00  LPX      SELL   $    20.90       85     -6.13%
2004-10-14 00:00:00  BEN      SELL   $     9.65      182      0.31%
2004-10-14 00:00:00  PCAR     SELL   $     9.53        7     -1.74%
2004-10-14 00:00:00  BBBY     BUY    $    41.18       43     13.72%
2004-10-14 00:00:00  EBAY     BUY    $    17.88      100      4.32%
2004-10-14 00:00:00  MSI      BUY    $    48.84       36     -7.31%
2004-10-13 00:00:00  ADBE     BUY    $    25.62       70      4.68%
2004-10-13 00:00:00  VZ       BUY    $    12.75      140     -2.51%
2004-10-13 00:00:00  QCOM     BUY    $    26.02       69      4.48%
2004-10-13 00:00:00  BEN      BUY    $     9.84      182     -3.41%
2004-10-13 00:00:00  NUE      SELL   $    12.12      147     -9.15%
2004-10-13 00:00:00  R        SELL   $    27.40       66      3.34%
2004-10-13 00:00:00  CMI      SELL   $    11.54      161     -0.03%
2004-10-13 00:00:00  RIG      SELL   $    32.49       59      4.02%
2004-10-13 00:00:00  HUM      SELL   $    16.89      107     -6.60%
2004-10-13 00:00:00  LPX      BUY    $    21.01       85     -7.68%
2004-10-05 00:00:00  R        BUY    $    28.30       66     -1.24%
2004-10-05 00:00:00  BC       BUY    $    33.80       50     -1.16%
2004-10-05 00:00:00  INTU     SELL   $    20.20       92     -3.26%
2004-10-05 00:00:00  KBH      SELL   $    29.20       59     -0.08%
2004-10-01 00:00:00  AET      SELL   $    22.65       78     -1.99%
2004-10-01 00:00:00  BC       SELL   $    34.09       54     -2.06%
2004-10-01 00:00:00  R        SELL   $    27.92       67      1.83%