================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_5
Run ID: 20260126_233236_017
Timestamp: 2026-01-26T23:41:32.650773
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_5

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             35.98%
Sharpe Ratio:          1.599
Win Rate:               67.9%
Accuracy:                0.0%
Correlation:           0.049
MAE:                    0.56%
Max Drawdown:          -8.13%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           280
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
KEY           0.00%       18.60%        1
NVDA          0.00%       10.81%        5
RF            0.00%        8.13%        1
MET           0.00%        7.06%        2
PRU           0.00%        6.94%        2
RIG           0.00%        6.56%        5
RRC           0.00%        6.41%       10
STT           0.00%        6.28%        2
MU            0.00%        5.83%        2
UAL           0.00%        5.76%        9
NAVI          0.00%        5.71%        2
DVN           0.00%        5.44%        4
MUR           0.00%        5.23%        4
GS            0.00%        5.15%        3
CNX           0.00%        5.09%        6
OKE           0.00%        4.98%        6
STX           0.00%        4.89%        2
WYNN          0.00%        4.70%        3
DAL           0.00%        4.59%        6
WDC           0.00%        4.56%        6
FTI           0.00%        4.49%        2
FCX           0.00%        3.72%        6
PVH           0.00%        3.57%        2
MS            0.00%        3.42%        4
OI            0.00%        3.32%        4
HBAN          0.00%        3.24%        2
BBY           0.00%        3.21%        2
BAC           0.00%        3.20%        3
MLM           0.00%        2.80%        6
WMB           0.00%        2.65%        6
FITB          0.00%        2.30%        6
ZION          0.00%        1.92%        8
NRG           0.00%        1.91%        6
AAL           0.00%        1.89%        2
NTAP          0.00%        1.64%        2
ILMN          0.00%        1.44%        1
APA           0.00%        1.42%        6
IRM           0.00%        1.23%        4
NFX           0.00%        1.12%        2
GRMN          0.00%        1.10%        2
MNST          0.00%        1.08%        2
EA            0.00%        1.07%        2
BSX           0.00%        1.00%        4
EXC           0.00%        0.99%        4
CMA           0.00%        0.92%        5
TLT           0.00%        0.90%        2
LNC           0.00%        0.84%        5
HPE           0.00%        0.62%        2
SPY           0.00%        0.57%       11
CMI           0.00%        0.52%        2
NEM           0.00%        0.50%        4
EW            0.00%        0.24%        4
DHR           0.00%        0.11%        2
LUV           0.00%        0.10%        2
AKAM          0.00%        0.08%        2
EQT           0.00%        0.02%        2
HP            0.00%       -0.20%        6
HSY           0.00%       -0.38%        2
EBAY          0.00%       -0.38%        2
HAL           0.00%       -0.47%        2
NUE           0.00%       -0.50%        6
GLD           0.00%       -0.59%        2
AMAT          0.00%       -0.78%        5
AMZN          0.00%       -1.05%        5
KLAC          0.00%       -1.06%        1
SJM           0.00%       -1.10%        2
M             0.00%       -1.14%        2
PFE           0.00%       -1.36%        2
TSN           0.00%       -1.45%        2
DXC           0.00%       -1.49%        1
ADSK          0.00%       -1.82%        3
HRL           0.00%       -2.26%        1
MAT           0.00%       -2.58%        3
URI           0.00%       -2.62%        3
WHR           0.00%       -2.91%        2
BBBY          0.00%       -3.04%        2
CPRI          0.00%       -3.45%        2
JCI           0.00%       -3.54%        2
KMI           0.00%       -4.21%        2
NFLX          0.00%       -4.49%        2
FOSL          0.00%       -4.80%        4
FSLR          0.00%       -6.55%        1
TRIP          0.00%       -7.29%        1

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2016-12-22 00:00:00  HP       SELL   $    50.53      191     -1.59%
2016-12-22 00:00:00  LNC      BUY    $    47.61      216     -1.72%
2016-12-22 00:00:00  URI      BUY    $   103.49       35     -1.20%
2016-12-22 00:00:00  FCX      SELL   $    12.52      341     -4.42%
2016-12-14 00:00:00  LNC      SELL   $    46.76      198      2.34%
2016-12-14 00:00:00  UAL      BUY    $    72.94      127      3.81%
2016-12-13 00:00:00  UAL      SELL   $    72.55      138      4.82%
2016-12-13 00:00:00  NVDA     BUY    $     2.25     4468     15.36%
2016-12-12 00:00:00  HP       BUY    $    53.44      191     -5.69%
2016-12-12 00:00:00  LNC      BUY    $    47.43      198     -0.76%
2016-12-12 00:00:00  NUE      SELL   $    52.29      189     -5.57%
2016-12-12 00:00:00  NVDA     SELL   $     2.21     4361     13.44%
2016-12-09 00:00:00  LNC      SELL   $    48.10      219     -2.55%
2016-12-09 00:00:00  UAL      BUY    $    75.17      138     -1.00%
2016-12-08 00:00:00  HP       SELL   $    52.28      172     -1.14%
2016-12-08 00:00:00  GS       BUY    $   199.83       45      0.64%
2016-12-07 00:00:00  ZION     SELL   $    32.44      276     -0.21%
2016-12-07 00:00:00  HP       BUY    $    51.95      172      0.51%
2016-12-06 00:00:00  ZION     BUY    $    32.16      276      0.74%
2016-12-06 00:00:00  HP       SELL   $    51.34      173      4.43%
2016-12-05 00:00:00  ZION     SELL   $    31.11      314      4.73%
2016-12-05 00:00:00  MS       SELL   $    32.49      285      2.11%
2016-12-05 00:00:00  HBAN     SELL   $     8.83     1133      2.07%
2016-12-05 00:00:00  RIG      BUY    $    13.98      719     11.16%
2016-12-05 00:00:00  NUE      BUY    $    53.11      189     -1.54%
2016-12-05 00:00:00  HP       BUY    $    52.23      173      2.30%
2016-12-02 00:00:00  HBAN     BUY    $     8.77     1133      4.40%
2016-12-02 00:00:00  ZION     BUY    $    30.87      318      7.43%
2016-12-02 00:00:00  GS       SELL   $   184.86       53      8.28%
2016-12-02 00:00:00  RIG      SELL   $    13.35      746     15.51%
2016-12-01 00:00:00  UAL      SELL   $    68.47      144      6.24%
2016-12-01 00:00:00  WDC      SELL   $    41.27      234     10.78%
2016-12-01 00:00:00  FITB     SELL   $    19.06      510      2.04%
2016-12-01 00:00:00  RIG      BUY    $    13.37      746     10.99%
2016-12-01 00:00:00  GS       BUY    $   187.57       53      6.54%
2016-12-01 00:00:00  MS       BUY    $    32.54      285      3.37%
2016-11-30 00:00:00  BAC      BUY    $    17.23      577      6.87%
2016-11-30 00:00:00  FITB     BUY    $    18.76      510      2.04%
2016-11-30 00:00:00  DAL      SELL   $    43.30      226      6.06%
2016-11-30 00:00:00  AAL      SELL   $    44.88      214      4.76%
2016-11-29 00:00:00  LUV      SELL   $    42.29      232      1.15%
2016-11-29 00:00:00  AAL      BUY    $    45.31      217     -0.98%
2016-11-28 00:00:00  NUE      SELL   $    50.55      195      5.05%
2016-11-28 00:00:00  LUV      BUY    $    42.54      232     -0.95%
2016-11-25 00:00:00  FITB     SELL   $    18.85      506     -0.96%
2016-11-25 00:00:00  NUE      BUY    $    51.27      195      0.29%
2016-11-22 00:00:00  MET      SELL   $    36.02      287      0.36%
2016-11-22 00:00:00  CMA      BUY    $    42.37      233      3.57%
2016-11-21 00:00:00  CMA      SELL   $    41.94      108      1.35%
2016-11-21 00:00:00  FCX      BUY    $    13.16      345      3.17%