================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_5
Run ID: 20260126_233236_006
Timestamp: 2026-01-26T23:35:13.633956
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_5

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:              4.86%
Sharpe Ratio:          0.346
Win Rate:               48.5%
Accuracy:                0.0%
Correlation:          -0.006
MAE:                    0.55%
Max Drawdown:         -13.02%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           269
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
R             0.00%        6.07%        1
GLW           0.00%        5.32%        6
M             0.00%        4.79%        2
VIAV          0.00%        4.64%        2
PBG           0.00%        3.76%        4
FCX           0.00%        3.73%        4
ESRX          0.00%        3.53%        3
BA            0.00%        3.41%        4
BBY           0.00%        3.32%        2
A             0.00%        3.26%        4
KR            0.00%        2.80%        2
EOG           0.00%        2.66%        8
KBH           0.00%        2.40%        4
SBUX          0.00%        2.39%        2
MSI           0.00%        2.35%        2
CB            0.00%        2.16%        2
DRI           0.00%        1.95%        3
ADBE          0.00%        1.79%        7
CIN           0.00%        1.64%        1
RHI           0.00%        1.50%        2
PTC           0.00%        1.17%        2
GILD          0.00%        1.14%        6
WMB           0.00%        1.09%        1
AON           0.00%        0.89%        4
ADM           0.00%        0.82%        2
EIX           0.00%        0.80%        4
NTAP          0.00%        0.67%        9
JBL           0.00%        0.67%        6
SPY           0.00%        0.62%        4
EFX           0.00%        0.58%        4
PGR           0.00%        0.56%        4
GT            0.00%        0.50%        2
HAL           0.00%        0.37%        3
QCOM          0.00%        0.34%        2
MO            0.00%        0.25%        2
AMD           0.00%       -0.04%       10
FISV          0.00%       -0.10%        4
CSCO          0.00%       -0.24%        2
FLR           0.00%       -0.24%        3
DDS           0.00%       -0.50%        3
LUV           0.00%       -0.51%        2
CI            0.00%       -0.51%        6
ROK           0.00%       -0.56%        4
TPR           0.00%       -0.70%        4
TLAB          0.00%       -0.79%        2
COP           0.00%       -0.79%        2
THC           0.00%       -0.82%        4
MCK           0.00%       -0.99%        2
CIEN          0.00%       -1.00%        9
CFC           0.00%       -1.22%        3
AET           0.00%       -1.25%        4
EA            0.00%       -1.35%        2
MU            0.00%       -1.37%        4
PAYX          0.00%       -1.41%        1
SCHW          0.00%       -1.41%        4
EQR           0.00%       -1.74%        2
PLD           0.00%       -2.05%        2
SPG           0.00%       -2.07%        2
CAH           0.00%       -2.08%        4
DVN           0.00%       -2.23%        6
MRK           0.00%       -2.46%        2
CMS           0.00%       -2.53%        2
AMGN          0.00%       -2.59%        2
PHM           0.00%       -2.66%        2
AES           0.00%       -2.80%        2
HUM           0.00%       -2.95%        3
ODP           0.00%       -3.16%        4
TER           0.00%       -3.18%        7
OXY           0.00%       -3.49%        4
BIIB          0.00%       -4.10%        2
ADSK          0.00%       -4.70%        5
DXC           0.00%       -5.23%        6
ATI           0.00%       -5.45%        5
BBBY          0.00%       -6.00%        1
VLO           0.00%       -6.33%        6
RIG           0.00%       -6.58%        2
SANM          0.00%       -7.44%        1
AAPL          0.00%       -7.48%        1

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2005-12-30 00:00:00  VIAV     SELL   $    10.74      242      9.75%
2005-12-30 00:00:00  CIEN     SELL   $    20.79      117     14.81%
2005-12-30 00:00:00  FCX      SELL   $    17.21      144      8.90%
2005-12-30 00:00:00  SBUX     SELL   $    11.21        1      4.30%
2005-12-30 00:00:00  PGR      SELL   $    15.17      153      1.76%
2005-12-30 00:00:00  NTAP     SELL   $    19.92      113      7.56%
2005-12-30 00:00:00  ATI      BUY    $    29.86       79     11.83%
2005-12-30 00:00:00  DRI      BUY    $    19.47      122      5.27%
2005-12-30 00:00:00  FLR      BUY    $    31.74       74      2.51%
2005-12-30 00:00:00  AMD      BUY    $    30.60       77      8.66%
2005-12-30 00:00:00  R        BUY    $    24.50       97      6.07%
2005-12-30 00:00:00  DDS      BUY    $    16.23      126      5.36%
2005-12-01 00:00:00  ADBE     BUY    $    33.88       72      6.64%
2005-12-01 00:00:00  NTAP     BUY    $    21.86      113     -1.72%
2005-12-01 00:00:00  PGR      BUY    $    16.09      153     -2.82%
2005-12-01 00:00:00  CIEN     BUY    $    21.00      117      1.33%
2005-12-01 00:00:00  MU       SELL   $    14.14      163     -9.39%
2005-12-01 00:00:00  GILD     SELL   $     9.20      253     -0.70%
2005-12-01 00:00:00  TER      SELL   $    14.53      155     -5.07%
2005-12-01 00:00:00  FLR      SELL   $    31.10       77     -3.24%
2005-12-01 00:00:00  AMD      SELL   $    27.41       86     -6.42%
2005-11-21 00:00:00  AON      SELL   $    28.97       78      0.96%
2005-11-21 00:00:00  MU       BUY    $    13.85      163     -1.97%
2005-11-18 00:00:00  ADBE     SELL   $    33.50       69     -0.87%
2005-11-18 00:00:00  PGR      SELL   $    15.73       28      1.40%
2005-11-18 00:00:00  CB       SELL   $    37.01       34     -0.63%
2005-11-18 00:00:00  LUV      SELL   $    14.16      159      0.00%
2005-11-18 00:00:00  DXC      SELL   $    16.79      131    -10.57%
2005-11-18 00:00:00  AMD      BUY    $    26.74       86     -0.93%
2005-11-18 00:00:00  AON      BUY    $    29.41       78     -1.17%
2005-11-18 00:00:00  FLR      BUY    $    29.86       77      0.00%
2005-11-18 00:00:00  PAYX     BUY    $    22.05       71     -1.41%
2005-11-18 00:00:00  SBUX     BUY    $    11.57        1      0.48%
2005-11-14 00:00:00  DXC      BUY    $    16.83      131    -12.04%
2005-11-14 00:00:00  MU       SELL   $    13.01      170      6.53%
2005-11-11 00:00:00  CIEN     SELL   $    17.57      126      7.97%
2005-11-11 00:00:00  ADSK     SELL   $    46.96       50    -17.50%
2005-11-11 00:00:00  ADBE     BUY    $    32.91       69      1.79%
2005-11-11 00:00:00  LUV      BUY    $    14.31      159     -1.02%
2005-11-10 00:00:00  ADBE     SELL   $    32.66       70      3.49%
2005-11-10 00:00:00  FCX      BUY    $    15.87      144      3.74%
2005-11-09 00:00:00  CIEN     BUY    $    17.78      126      3.54%
2005-11-09 00:00:00  AON      SELL   $    28.01       80      4.84%
2005-11-08 00:00:00  A        SELL   $    19.71      115      4.64%
2005-11-08 00:00:00  GILD     BUY    $     8.95      253      0.21%
2005-11-07 00:00:00  NTAP     SELL   $    20.33      110      2.72%
2005-11-07 00:00:00  DXC      SELL   $    16.27       78      3.42%
2005-11-07 00:00:00  ADBE     BUY    $    32.49       70      1.66%
2005-11-07 00:00:00  CB       BUY    $    35.79       34      4.95%
2005-11-04 00:00:00  DXC      BUY    $    16.59       78     -2.49%