================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_5
Run ID: 20260126_233236_021
Timestamp: 2026-01-26T23:44:01.485021
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_5

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             -0.33%
Sharpe Ratio:          0.148
Win Rate:               65.3%
Accuracy:                0.0%
Correlation:           0.117
MAE:                    0.55%
Max Drawdown:         -32.12%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           176
Curve Points:            253

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
GE            0.00%       10.27%        1
FDX           0.00%        9.85%        2
KSS           0.00%        9.78%        1
IVZ           0.00%        9.33%        2
TPR           0.00%        8.06%        1
ALB           0.00%        8.06%        2
HAL           0.00%        6.86%        2
CPRI          0.00%        6.07%        3
GM            0.00%        5.87%        1
NVDA          0.00%        5.79%        4
PWR           0.00%        5.34%        4
QCOM          0.00%        4.89%        4
FANG          0.00%        4.38%        2
DE            0.00%        4.14%        2
DRI           0.00%        3.80%        4
TSCO          0.00%        3.61%        2
BMY           0.00%        3.33%        1
ADBE          0.00%        3.18%        2
MHK           0.00%        3.18%        2
MOS           0.00%        3.12%        6
AAPL          0.00%        2.95%        4
FTNT          0.00%        2.75%        1
REGN          0.00%        2.71%        1
COTY          0.00%        2.58%        1
LEN           0.00%        2.16%        2
SPY           0.00%        2.10%        2
AES           0.00%        2.05%        4
UA            0.00%        2.00%        1
UAA           0.00%        1.96%        1
TLT           0.00%        1.81%        2
UPS           0.00%        1.80%        2
WHR           0.00%        1.76%        4
APA           0.00%        1.70%        4
DVN           0.00%        1.65%        2
SWKS          0.00%        1.48%        1
CPRT          0.00%        1.41%        2
DHI           0.00%        1.33%        2
NFLX          0.00%        1.31%        2
STT           0.00%        0.85%        1
FCX           0.00%        0.81%        8
URI           0.00%        0.77%        4
PHM           0.00%        0.70%        2
OKE           0.00%        0.52%        2
CRM           0.00%        0.51%        4
WY            0.00%        0.47%        2
GLW           0.00%        0.21%        4
BBY           0.00%        0.09%        4
ALGN          0.00%        0.07%        4
LRCX          0.00%        0.06%        2
RCL           0.00%       -0.00%        2
CINF          0.00%       -0.13%        2
GLD           0.00%       -0.67%        2
CNC           0.00%       -0.85%        1
HBI           0.00%       -1.24%        8
PAYC          0.00%       -1.56%        5
QRVO          0.00%       -1.81%        1
HUM           0.00%       -1.82%        2
EXPE          0.00%       -1.95%        2
HOG           0.00%       -2.08%        2
ADSK          0.00%       -2.30%        2
NWL           0.00%       -3.01%        2
AMD           0.00%       -3.02%        3
LLY           0.00%       -4.47%        2
EBAY          0.00%       -4.70%        2
VTR           0.00%       -4.79%        2
MGM           0.00%       -5.54%        2
NOW           0.00%       -5.72%        2
WDC           0.00%       -6.67%        3
NCLH          0.00%       -6.70%        2
DVA           0.00%       -8.93%        2
TDG           0.00%      -15.67%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2020-12-01 00:00:00  EXPE     SELL   $   125.21       99      0.05%
2020-12-01 00:00:00  MOS      SELL   $    19.55      757      3.09%
2020-12-01 00:00:00  COTY     BUY    $     6.97     2031      2.58%
2020-12-01 00:00:00  KSS      BUY    $    27.02      524      9.78%
2020-12-01 00:00:00  PAYC     BUY    $   407.46        9      5.85%
2020-12-01 00:00:00  IVZ      SELL   $    13.36      367      9.78%
2020-11-12 00:00:00  FCX      SELL   $    18.27        1      8.15%
2020-11-12 00:00:00  DRI      SELL   $    90.79      123      3.28%
2020-11-12 00:00:00  GE       BUY    $    42.64      262     10.27%
2020-11-09 00:00:00  EXPE     BUY    $   127.61       99     -3.95%
2020-11-09 00:00:00  IVZ      BUY    $    11.92      367      8.89%
2020-11-09 00:00:00  DRI      BUY    $   102.95      123     -8.69%
2020-11-09 00:00:00  MHK      SELL   $   122.23        7      5.64%
2020-11-09 00:00:00  FDX      SELL   $   239.16       68      6.04%
2020-11-09 00:00:00  CRM      SELL   $   256.17       49     -3.62%
2020-11-05 00:00:00  PAYC     SELL   $   365.85       31      1.80%
2020-11-05 00:00:00  GM       BUY    $    35.83      316      5.87%
2020-11-04 00:00:00  CRM      BUY    $   247.73       49      1.37%
2020-11-04 00:00:00  FCX      BUY    $    16.85        1      8.50%
2020-11-04 00:00:00  MHK      BUY    $   118.09        7      0.72%
2020-11-04 00:00:00  PAYC     BUY    $   389.54       31     -4.02%
2020-11-04 00:00:00  PWR      SELL   $    62.84      228      6.43%
2020-11-04 00:00:00  AMD      SELL   $    81.35      132     -0.09%
2020-11-03 00:00:00  ALGN     BUY    $   465.01       26     -0.15%
2020-11-03 00:00:00  UPS      SELL   $   132.18       90      0.76%
2020-11-03 00:00:00  DE       SELL   $   224.16       59      5.84%
2020-11-03 00:00:00  HBI      SELL   $    15.17      842    -21.92%
2020-11-03 00:00:00  DRI      SELL   $    79.51      135     21.75%
2020-11-03 00:00:00  WHR      SELL   $   153.13       46     -7.44%
2020-11-03 00:00:00  TPR      BUY    $    21.25      586      8.06%
2020-11-03 00:00:00  UAA      BUY    $    14.77      843      1.96%
2020-11-03 00:00:00  CPRI     BUY    $    22.92      543     22.69%
2020-11-03 00:00:00  UA       BUY    $    13.01      480      2.00%
2020-10-01 00:00:00  HBI      BUY    $    14.38      842      6.39%
2020-10-01 00:00:00  DRI      BUY    $    89.30      135     -1.14%
2020-10-01 00:00:00  AES      SELL   $    14.80      804      8.48%
2020-10-01 00:00:00  WHR      BUY    $   141.84       46      9.28%
2020-10-01 00:00:00  MOS      BUY    $    15.98      757     10.85%
2020-10-01 00:00:00  PWR      BUY    $    53.04      228     10.16%
2020-10-01 00:00:00  SPY      SELL   $   314.21       18      2.00%
2020-10-01 00:00:00  BBY      SELL   $    91.65      135      0.73%
2020-10-01 00:00:00  NVDA     SELL   $    13.57       21      1.65%
2020-10-01 00:00:00  AAPL     SELL   $   113.49      100     -1.56%
2020-10-01 00:00:00  FCX      SELL   $    14.55      159      8.04%
2020-10-01 00:00:00  CRM      SELL   $   250.41       44      2.67%
2020-09-21 00:00:00  SPY      BUY    $   304.82       18      2.21%
2020-09-03 00:00:00  DE       BUY    $   196.25       59      2.44%
2020-09-03 00:00:00  BBY      BUY    $    86.88      135     -1.46%
2020-09-03 00:00:00  AES      BUY    $    14.61      804      0.62%
2020-09-03 00:00:00  MOS      SELL   $    16.60      722     -0.92%