================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_5
Run ID: 20260126_233236_019
Timestamp: 2026-01-26T23:42:55.490338
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_5

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             -8.12%
Sharpe Ratio:         -0.297
Win Rate:               46.3%
Accuracy:                0.0%
Correlation:           0.011
MAE:                    0.56%
Max Drawdown:         -20.25%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           270
Curve Points:            251

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
BBBY          0.00%       25.52%        1
IR            0.00%        4.09%        1
MU            0.00%        3.92%       10
PHM           0.00%        3.84%        1
HPE           0.00%        3.21%        2
AMZN          0.00%        3.20%        2
NFX           0.00%        2.74%        2
NRG           0.00%        2.70%        2
VRSN          0.00%        2.53%        2
OXY           0.00%        2.28%        4
TLT           0.00%        2.05%        1
GLD           0.00%        1.82%        1
STX           0.00%        1.65%        4
ANDV          0.00%        1.65%        2
M             0.00%        1.49%       14
ALGN          0.00%        1.48%        6
ULTA          0.00%        1.28%        8
DVN           0.00%        1.28%        4
COP           0.00%        1.02%        6
CHD           0.00%        0.93%        4
HRL           0.00%        0.85%        2
HCA           0.00%        0.81%        6
VLO           0.00%        0.73%        2
INTC          0.00%        0.66%        4
KSS           0.00%        0.51%        2
TPR           0.00%        0.33%        4
DHI           0.00%        0.22%        1
AAP           0.00%        0.20%        2
SCG           0.00%        0.18%        2
CSRA          0.00%        0.05%        1
IDXX          0.00%       -0.10%        4
AMD           0.00%       -0.31%        4
FCX           0.00%       -0.32%        4
UA            0.00%       -0.34%       14
UAA           0.00%       -0.39%       14
NVDA          0.00%       -0.42%        6
ADSK          0.00%       -0.47%        6
TSCO          0.00%       -0.55%        4
PSX           0.00%       -0.63%        2
KDP           0.00%       -0.76%       10
CBOE          0.00%       -0.77%        2
SIG           0.00%       -0.88%        2
ADBE          0.00%       -0.90%        4
ILMN          0.00%       -1.20%        4
DVA           0.00%       -1.31%        2
TRIP          0.00%       -1.41%       10
NTAP          0.00%       -1.55%        5
LOW           0.00%       -1.63%        2
GWW           0.00%       -2.01%        5
QCOM          0.00%       -2.30%        3
NFLX          0.00%       -2.31%        4
MPC           0.00%       -2.50%        2
AKAM          0.00%       -2.56%        4
IPG           0.00%       -2.57%        2
CMG           0.00%       -2.57%        2
TGT           0.00%       -2.67%        2
FLS           0.00%       -2.79%        2
RL            0.00%       -2.91%        4
KR            0.00%       -3.32%        2
SBUX          0.00%       -3.59%        2
AES           0.00%       -3.76%        2
EL            0.00%       -4.10%        2
EVHC          0.00%       -4.25%        2
GLW           0.00%       -4.37%        2
IQV           0.00%       -4.39%        2
BIIB          0.00%       -4.60%        2
MKC           0.00%       -4.91%        2
MOS           0.00%       -4.95%        4
BA            0.00%       -5.06%        2
HOLX          0.00%       -5.83%        2
CI            0.00%       -6.87%        2
CF            0.00%       -7.17%        2
APA           0.00%       -8.08%        2
CPRI          0.00%       -8.38%        1
WDC           0.00%      -10.94%        2
HP            0.00%      -11.08%        1
HBI           0.00%      -12.13%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2018-12-17 00:00:00  HOLX     SELL   $    40.26      114     -6.21%
2018-12-17 00:00:00  UA       SELL   $    17.02      623    -10.75%
2018-12-17 00:00:00  GLD      BUY    $   117.87      418      1.82%
2018-12-17 00:00:00  TLT      BUY    $    98.25      653      2.05%
2018-12-17 00:00:00  UAA      SELL   $    18.40      585     -8.97%
2018-12-17 00:00:00  QCOM     SELL   $    48.12      162     -5.88%
2018-12-17 00:00:00  TRIP     SELL   $    51.32      235    -10.57%
2018-12-17 00:00:00  AES      SELL   $    11.58     1131     -7.12%
2018-12-17 00:00:00  MOS      SELL   $    26.52       28     -8.02%
2018-12-17 00:00:00  SCG      SELL   $    48.93      300     -3.64%
2018-12-17 00:00:00  MKC      SELL   $    63.76      214     -8.27%
2018-12-17 00:00:00  SBUX     SELL   $    55.40      241     -6.06%
2018-12-17 00:00:00  CI       SELL   $   181.66       67    -10.39%
2018-12-03 00:00:00  AMD      SELL   $    23.71      876    -15.73%
2018-12-03 00:00:00  KDP      SELL   $    22.15      563     -0.23%
2018-12-03 00:00:00  UA       BUY    $    22.53      623     -7.37%
2018-12-03 00:00:00  UAA      BUY    $    23.99      585     -7.79%
2018-12-03 00:00:00  HOLX     BUY    $    44.89      114     -5.46%
2018-11-29 00:00:00  MOS      BUY    $    31.89       28     -7.26%
2018-11-29 00:00:00  CHD      SELL   $    60.65       14      1.29%
2018-11-28 00:00:00  ULTA     SELL   $   295.14       48     -0.75%
2018-11-28 00:00:00  MOS      SELL   $    31.14      435     -2.11%
2018-11-28 00:00:00  HRL      SELL   $    37.22      378      0.11%
2018-11-28 00:00:00  SCG      BUY    $    45.41      300      4.00%
2018-11-28 00:00:00  CI       BUY    $   202.75       67     -3.35%
2018-11-28 00:00:00  AES      BUY    $    12.07     1131     -0.39%
2018-11-28 00:00:00  CHD      BUY    $    61.01       15      0.56%
2018-11-28 00:00:00  TSCO     SELL   $    17.07        1     -2.82%
2018-11-08 00:00:00  CBOE     SELL   $    99.85      138     -0.08%
2018-11-08 00:00:00  CHD      SELL   $    59.05      232      2.48%
2018-11-08 00:00:00  TRIP     BUY    $    59.52      235     -5.57%
2018-11-08 00:00:00  KDP      BUY    $    23.93      563     -3.27%
2018-11-07 00:00:00  CHD      BUY    $    60.59      232     -0.62%
2018-11-07 00:00:00  MOS      BUY    $    32.27      435     -2.40%
2018-11-07 00:00:00  CBOE     BUY    $   101.15      138     -1.47%
2018-11-07 00:00:00  MKC      BUY    $    65.46      214     -1.55%
2018-11-07 00:00:00  HRL      BUY    $    36.59      378      1.59%
2018-11-07 00:00:00  TSCO     BUY    $    17.13        1     -1.63%
2018-11-07 00:00:00  ULTA     BUY    $   290.51       48      7.79%
2018-11-07 00:00:00  ILMN     SELL   $   333.35       42    -10.05%
2018-11-07 00:00:00  SBUX     BUY    $    58.26      241     -1.12%
2018-11-07 00:00:00  IQV      SELL   $   126.62      117     -7.27%
2018-11-07 00:00:00  HCA      SELL   $   132.92      120     -1.27%
2018-11-07 00:00:00  CF       SELL   $    44.72      335    -15.40%
2018-11-07 00:00:00  FLS      SELL   $    42.19      324     -3.83%
2018-11-07 00:00:00  GLW      SELL   $    27.82      528     -7.12%
2018-11-07 00:00:00  M        SELL   $    27.40      358    -10.67%
2018-09-28 00:00:00  UAA      SELL   $    21.22      626     -8.48%
2018-09-28 00:00:00  QCOM     BUY    $    60.16      162     -1.14%
2018-09-28 00:00:00  GLW      BUY    $    28.87      528     -1.61%