================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_5
Run ID: 20260126_233236_014
Timestamp: 2026-01-26T23:39:35.356114
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_5

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             43.53%
Sharpe Ratio:          1.906
Win Rate:               58.0%
Accuracy:                0.0%
Correlation:           0.052
MAE:                    0.55%
Max Drawdown:          -8.06%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           306
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
HAR           0.00%        9.33%        1
BBY           0.00%        7.29%        8
GME           0.00%        7.07%        6
PRU           0.00%        5.54%        2
GT            0.00%        4.31%        4
ANF           0.00%        4.30%        1
GILD          0.00%        3.75%        6
BAC           0.00%        3.39%        1
TRIP          0.00%        3.33%        7
DXC           0.00%        3.27%        6
EXPE          0.00%        3.18%        1
HRB           0.00%        2.81%        2
CAH           0.00%        2.63%        4
AMD           0.00%        2.60%        4
CRM           0.00%        2.56%        2
SPY           0.00%        2.47%        2
EOG           0.00%        2.40%        4
AMGN          0.00%        2.40%        2
LUV           0.00%        2.29%        2
WDC           0.00%        2.19%        5
PSX           0.00%        2.17%        2
NFLX          0.00%        2.14%       10
GRMN          0.00%        2.06%        4
STZ           0.00%        2.06%        4
LNC           0.00%        2.00%        8
VIAV          0.00%        1.95%        2
BSX           0.00%        1.91%       14
R             0.00%        1.82%        1
CPB           0.00%        1.68%        2
MPC           0.00%        1.64%        3
AMZN          0.00%        1.39%        2
TSN           0.00%        1.37%        4
BIIB          0.00%        1.34%        6
CLF           0.00%        1.32%        4
SCHW          0.00%        1.30%        4
MCO           0.00%        1.19%        2
OKE           0.00%        1.12%        2
XYL           0.00%        1.08%        2
MET           0.00%        1.06%        2
CNX           0.00%        1.02%        2
CTSH          0.00%        1.02%        2
CME           0.00%        0.96%        2
HAS           0.00%        0.93%        2
EQT           0.00%        0.91%        2
ATGE          0.00%        0.76%        1
F             0.00%        0.74%        3
BA            0.00%        0.55%        2
BBBY          0.00%        0.43%        5
CMG           0.00%        0.42%        4
ANDV          0.00%        0.28%        7
VLO           0.00%        0.18%        5
STX           0.00%        0.05%        7
BMC           0.00%        0.00%        1
MU            0.00%       -0.08%       13
PBI           0.00%       -0.16%       12
TMUS          0.00%       -0.33%        4
MS            0.00%       -0.37%        4
GHC           0.00%       -0.39%        4
KMX           0.00%       -0.40%        1
NDAQ          0.00%       -0.44%        2
FDX           0.00%       -0.52%        2
MOLX          0.00%       -0.70%        1
AIZ           0.00%       -0.71%        2
FSLR          0.00%       -0.91%        4
GNW           0.00%       -0.98%        5
EA            0.00%       -1.13%       10
HPQ           0.00%       -1.23%        9
TGNA          0.00%       -1.32%        8
BKNG          0.00%       -1.43%        2
JBL           0.00%       -1.50%        2
AES           0.00%       -1.84%        2
THC           0.00%       -1.88%        6
MCK           0.00%       -1.94%        2
SEE           0.00%       -1.95%        6
FFIV          0.00%       -1.95%        2
CSCO          0.00%       -3.05%        4
LDOS          0.00%       -5.14%        3
WHR           0.00%       -5.99%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2013-12-17 00:00:00  LUV      SELL   $    16.06      501      3.33%
2013-12-17 00:00:00  STX      BUY    $    30.75      253      5.65%
2013-12-17 00:00:00  EXPE     BUY    $    62.07        8      3.18%
2013-12-17 00:00:00  PSX      SELL   $    47.37        6      2.95%
2013-12-16 00:00:00  CAH      SELL   $    47.42      161      2.09%
2013-12-16 00:00:00  WDC      BUY    $    50.67      151      1.19%
2013-12-13 00:00:00  AMZN     SELL   $    19.21      405      4.67%
2013-12-13 00:00:00  PBI      SELL   $    12.97      583      0.72%
2013-12-13 00:00:00  HPQ      BUY    $     8.35      916      3.81%
2013-12-13 00:00:00  CAH      BUY    $    47.46      161      1.34%
2013-12-10 00:00:00  STX      SELL   $    29.58        1      3.95%
2013-12-10 00:00:00  FDX      SELL   $   117.34       62      0.43%
2013-12-10 00:00:00  HAR      BUY    $  7015.67        1      9.33%
2013-12-10 00:00:00  PSX      BUY    $    46.72        6      1.38%
2013-12-06 00:00:00  MPC      BUY    $    30.50      252     -2.28%
2013-12-06 00:00:00  ANDV     BUY    $    52.07      146     -2.43%
2013-12-06 00:00:00  STX      BUY    $    29.86        1     -2.76%
2013-12-06 00:00:00  NDAQ     SELL   $    10.66      711     -0.52%
2013-12-06 00:00:00  MCK      SELL   $   149.12       52     -3.33%
2013-12-05 00:00:00  HPQ      SELL   $     8.46      884     -1.87%
2013-12-05 00:00:00  VLO      BUY    $    28.97      259      1.17%
2013-12-04 00:00:00  VLO      SELL   $    28.76      259      2.27%
2013-12-04 00:00:00  CMG      SELL   $    10.36        7     -0.10%
2013-12-04 00:00:00  CAH      SELL   $    45.67      165      4.79%
2013-12-04 00:00:00  HPQ      BUY    $     8.73      884     -3.55%
2013-12-04 00:00:00  FDX      BUY    $   117.40       62     -1.48%
2013-12-03 00:00:00  CAH      BUY    $    46.77      165      2.30%
2013-12-03 00:00:00  CMG      BUY    $    10.45        7     -0.21%
2013-12-03 00:00:00  NDAQ     BUY    $    10.70      718     -0.36%
2013-12-03 00:00:00  XYL      SELL   $    28.83      268     -0.12%
2013-12-03 00:00:00  VLO      BUY    $    29.88      259     -0.62%
2013-12-03 00:00:00  MOLX     SELL   $    38.61      191        N/A
2013-12-03 00:00:00  BIIB     SELL   $   287.76       26     -0.88%
2013-12-02 00:00:00  PBI      BUY    $    13.63      583     -4.92%
2013-12-02 00:00:00  BIIB     BUY    $   294.84       26     -2.94%
2013-12-02 00:00:00  LDOS     BUY    $    28.21      282    -14.96%
2013-12-02 00:00:00  AMZN     BUY    $    19.61      405     -1.89%
2013-12-02 00:00:00  BA       SELL   $   114.66       67      0.39%
2013-12-02 00:00:00  CMG      SELL   $    10.49      726      0.54%
2013-12-02 00:00:00  NFLX     SELL   $     5.20     1629     -2.27%
2013-12-02 00:00:00  BBY      SELL   $    26.74      292      1.09%
2013-11-01 00:00:00  FSLR     BUY    $    59.14      129      2.30%
2013-11-01 00:00:00  BA       BUY    $   113.28       67      0.71%
2013-11-01 00:00:00  LUV      BUY    $    15.28      501      1.26%
2013-11-01 00:00:00  MCK      BUY    $   145.82       52     -0.55%
2013-11-01 00:00:00  CMG      BUY    $    10.55      726      1.44%
2013-11-01 00:00:00  NFLX     BUY    $     4.70     1629      1.71%
2013-11-01 00:00:00  XYL      BUY    $    28.52      268      2.29%
2013-11-01 00:00:00  PBI      SELL   $    12.42       46     -0.33%
2013-11-01 00:00:00  GT       SELL   $    18.62      390      0.96%