================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_5
Run ID: 20260126_233236_009
Timestamp: 2026-01-26T23:36:49.732451
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_5

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             -4.70%
Sharpe Ratio:         -0.225
Win Rate:               33.3%
Accuracy:                0.0%
Correlation:           0.317
MAE:                    0.86%
Max Drawdown:         -18.42%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:            18
Curve Points:            253

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
CNX           0.00%        7.18%        1
GLD           0.00%        3.10%        4
MSFT          0.00%        0.06%        1
ADM           0.00%       -0.24%        1
TLT           0.00%       -0.59%        1
SPY           0.00%       -2.03%        2
THC           0.00%       -3.15%        1
EOG           0.00%       -3.41%        1
DE            0.00%       -6.00%        1
BBBY          0.00%       -9.60%        1
UNH           0.00%       -9.88%        1
ESRX          0.00%      -12.83%        1
AAPL          0.00%      -15.06%        1
CIN           0.00%      -37.50%        1

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2008-11-03 00:00:00  GLD      SELL   $    71.10      189      3.49%
2008-10-01 00:00:00  GLD      BUY    $    85.97      189      4.01%
2008-08-19 00:00:00  GLD      SELL   $    80.43      182      0.99%
2008-06-04 00:00:00  SPY      SELL   $    99.61       16     -2.96%
2008-05-06 00:00:00  SPY      BUY    $   102.52       16     -1.11%
2008-03-03 00:00:00  CIN      SELL   $  1637.56        1    -37.50%
2008-01-16 00:00:00  AAPL     SELL   $     4.79      770    -15.06%
2008-01-16 00:00:00  TLT      BUY    $    55.55      315     -0.59%
2008-01-16 00:00:00  DE       SELL   $    61.84       62     -6.00%
2008-01-16 00:00:00  THC      SELL   $    19.04      173     -3.15%
2008-01-16 00:00:00  ESRX     SELL   $    36.12      109    -12.83%
2008-01-16 00:00:00  UNH      SELL   $    43.02       45     -9.88%
2008-01-16 00:00:00  EOG      SELL   $    31.07      119     -3.41%
2008-01-16 00:00:00  CNX      SELL   $    48.63      102      7.18%
2008-01-16 00:00:00  ADM      SELL   $    26.54      100     -0.24%
2008-01-16 00:00:00  BBBY     SELL   $    11.25      163     -9.60%
2008-01-16 00:00:00  MSFT     SELL   $    23.83      148      0.06%
2008-01-16 00:00:00  GLD      BUY    $    86.70      182      3.90%