================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_5
Run ID: 20260126_233236_010
Timestamp: 2026-01-26T23:37:16.959762
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_5

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             13.87%
Sharpe Ratio:          0.663
Win Rate:               57.4%
Accuracy:                0.0%
Correlation:           0.144
MAE:                    0.46%
Max Drawdown:         -15.16%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:            47
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
FITB          0.00%       12.03%        2
IP            0.00%       10.74%        2
GNW           0.00%       10.42%        1
COF           0.00%        9.84%        2
KG            0.00%        6.16%        2
TGNA          0.00%        5.83%        1
JBL           0.00%        5.48%        1
OI            0.00%        5.37%        2
AES           0.00%        4.74%        2
MTW           0.00%        4.48%        1
SPY           0.00%        3.01%        2
HAL           0.00%        0.73%        1
TLT           0.00%        0.23%        1
THC           0.00%        0.05%        2
ODP           0.00%       -0.52%        4
GLD           0.00%       -0.53%        2
AIG           0.00%       -0.67%        1
AVY           0.00%       -0.95%        1
SLM           0.00%       -1.41%        2
TXT           0.00%       -1.64%        3
CRM           0.00%       -1.85%        3
SGP           0.00%       -4.14%        2
DDR           0.00%       -4.23%        2
AMZN          0.00%       -4.65%        1
HIG           0.00%       -6.07%        1
WYNN          0.00%       -9.33%        2
AMD           0.00%      -15.13%        1

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2009-10-29 00:00:00  DDR      SELL   $    15.01      263    -11.44%
2009-10-29 00:00:00  CRM      BUY    $    14.74       23      1.63%
2009-10-29 00:00:00  HAL      BUY    $    23.19      158      0.73%
2009-10-27 00:00:00  CRM      SELL   $    14.66      252     -1.30%
2009-10-27 00:00:00  ODP      SELL   $    55.13       65     -8.59%
2009-10-27 00:00:00  TXT      BUY    $    19.03      194     -5.90%
2009-10-27 00:00:00  AVY      BUY    $    25.92      142     -0.95%
2009-10-26 00:00:00  AMD      BUY    $     5.42      706    -15.13%
2009-10-26 00:00:00  CRM      BUY    $    15.17      252     -5.88%
2009-10-26 00:00:00  AMZN     BUY    $     6.23      614     -4.65%
2009-10-26 00:00:00  ODP      BUY    $    58.03       65    -12.08%
2009-10-26 00:00:00  TXT      SELL   $    17.77      218     -1.31%
2009-10-26 00:00:00  THC      SELL   $    22.24      175     -4.68%
2009-10-26 00:00:00  WYNN     SELL   $    37.87       95    -14.81%
2009-10-06 00:00:00  THC      BUY    $    22.60      175      4.78%
2009-10-06 00:00:00  JBL      BUY    $    11.59      341      5.48%
2009-10-06 00:00:00  TXT      BUY    $    18.11      218      2.30%
2009-10-06 00:00:00  DDR      BUY    $    15.00      263      2.97%
2009-10-06 00:00:00  MTW      BUY    $     8.38      471      4.48%
2009-10-06 00:00:00  WYNN     BUY    $    41.22       95     -3.85%
2009-10-06 00:00:00  HIG      BUY    $    20.62      191     -6.07%
2009-10-06 00:00:00  AIG      BUY    $    28.18      140     -0.67%
2009-10-06 00:00:00  OI       SELL   $    36.33       67      4.02%
2009-10-06 00:00:00  AES      SELL   $     9.54      251      0.00%
2009-10-06 00:00:00  SGP      SELL   $     8.35      204     -2.99%
2009-10-06 00:00:00  SLM      SELL   $     2.48      692      2.55%
2009-10-06 00:00:00  KG       SELL   $   101.29       20      3.07%
2009-10-06 00:00:00  IP       SELL   $    11.27      234      6.27%
2009-10-06 00:00:00  ODP      SELL   $    60.39       49      7.69%
2009-10-06 00:00:00  SPY      SELL   $    78.97      183      1.85%
2009-10-06 00:00:00  COF      SELL   $    28.17       93      6.20%
2009-10-06 00:00:00  FITB     SELL   $     6.12      445      2.94%
2009-08-17 00:00:00  TGNA     BUY    $     2.69       31      5.83%
2009-07-17 00:00:00  COF      BUY    $    20.72       93     13.47%
2009-07-17 00:00:00  SPY      BUY    $    70.12      183      4.18%
2009-07-17 00:00:00  KG       BUY    $    95.51       20      9.26%
2009-07-17 00:00:00  OI       BUY    $    28.76       67      6.71%
2009-07-17 00:00:00  IP       BUY    $     8.26      234     15.20%
2009-07-17 00:00:00  AES      BUY    $     7.70      251      9.47%
2009-07-17 00:00:00  GNW      BUY    $     6.24      310     10.42%
2009-07-17 00:00:00  FITB     BUY    $     4.35      445     21.11%
2009-07-17 00:00:00  SLM      BUY    $     2.79      692     -5.36%
2009-07-17 00:00:00  ODP      BUY    $    39.44       49     10.89%
2009-07-17 00:00:00  SGP      BUY    $     9.45      204     -5.29%
2009-07-17 00:00:00  TLT      SELL   $    56.77      315      0.23%
2009-07-17 00:00:00  GLD      SELL   $    91.93      156      1.61%
2009-01-02 00:00:00  GLD      BUY    $    86.23      156     -2.68%