================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_5
Run ID: 20260126_233236_024
Timestamp: 2026-01-26T23:45:39.570848
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_5

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:              6.05%
Sharpe Ratio:          0.473
Win Rate:               51.6%
Accuracy:                0.0%
Correlation:          -0.039
MAE:                    0.55%
Max Drawdown:         -15.97%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           157
Curve Points:            250

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
CCL           0.00%       11.46%        2
IT            0.00%        6.09%        1
NVDA          0.00%        5.75%        8
EXPE          0.00%        4.44%        1
KLAC          0.00%        4.18%        2
TSLA          0.00%        3.90%        2
INTU          0.00%        3.02%        2
SNPS          0.00%        3.02%        2
LVS           0.00%        2.76%        4
QCOM          0.00%        2.54%        1
LLY           0.00%        2.43%        6
DPZ           0.00%        2.07%        2
STX           0.00%        1.78%        1
ORCL          0.00%        1.61%        2
CEG           0.00%        1.57%        2
FSLR          0.00%        1.44%        2
HAL           0.00%        1.34%        2
MRNA          0.00%        1.25%        4
ADBE          0.00%        1.22%        4
NRG           0.00%        1.22%        1
CBOE          0.00%        1.19%        2
DAL           0.00%        1.16%        2
NFLX          0.00%        1.13%        2
GLD           0.00%        1.06%        5
PGR           0.00%        0.94%        2
SPY           0.00%        0.93%        6
TLT           0.00%        0.80%        7
IFF           0.00%        0.78%        2
WYNN          0.00%        0.74%        4
KMX           0.00%        0.72%        2
VMC           0.00%        0.70%        2
RCL           0.00%        0.66%        2
NKE           0.00%        0.49%        2
IDXX          0.00%        0.48%        2
BA            0.00%        0.46%        4
ANET          0.00%        0.38%        2
KEY           0.00%        0.30%        1
WTW           0.00%        0.28%        2
AIZ           0.00%       -0.07%        3
NCLH          0.00%       -0.16%        2
MPC           0.00%       -0.26%        2
AVGO          0.00%       -0.30%        2
MLM           0.00%       -0.30%        2
CAH           0.00%       -0.31%        1
UHS           0.00%       -0.41%        4
MTCH          0.00%       -0.48%        2
GPN           0.00%       -0.51%        2
ODFL          0.00%       -0.53%        2
FCX           0.00%       -0.64%        4
ALL           0.00%       -1.07%        1
T             0.00%       -1.30%        2
CARR          0.00%       -1.44%        4
ZION          0.00%       -1.70%        2
CHTR          0.00%       -1.85%        2
DLR           0.00%       -1.95%        2
CMA           0.00%       -2.39%        2
SEDG          0.00%       -3.11%        4
LNC           0.00%       -3.20%        2
BXP           0.00%       -3.93%        2
URI           0.00%       -4.83%        2
APA           0.00%       -5.23%        2
GNRC          0.00%      -15.72%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2023-12-01 00:00:00  ANET     SELL   $    54.16      244      3.41%
2023-12-01 00:00:00  CBOE     SELL   $   177.09       78     -0.85%
2023-12-01 00:00:00  SNPS     SELL   $   545.96       25     -1.84%
2023-12-01 00:00:00  CCL      SELL   $    15.76      909     14.91%
2023-12-01 00:00:00  WTW      SELL   $   238.85       56     -1.12%
2023-12-01 00:00:00  EXPE     BUY    $   138.19      100      4.44%
2023-12-01 00:00:00  STX      BUY    $    74.83      184      1.78%
2023-12-01 00:00:00  KEY      BUY    $    11.98     1155      0.30%
2023-12-01 00:00:00  AIZ      BUY    $   163.18       84     -0.37%
2023-12-01 00:00:00  QCOM     BUY    $   124.38      111      2.54%
2023-12-01 00:00:00  CAH      BUY    $   103.37      123     -0.31%
2023-12-01 00:00:00  PGR      SELL   $   148.75       90     -0.79%
2023-11-07 00:00:00  SNPS     BUY    $   499.02       25      7.88%
2023-11-07 00:00:00  IT       BUY    $   397.89       32      6.09%
2023-11-07 00:00:00  CEG      SELL   $   118.11      105      5.55%
2023-11-07 00:00:00  IFF      SELL   $    68.06      188      2.89%
2023-11-06 00:00:00  AIZ      SELL   $   155.99       82      0.43%
2023-11-06 00:00:00  T        SELL   $    14.20        9     -1.08%
2023-11-06 00:00:00  CEG      BUY    $   122.90      105     -2.41%
2023-11-03 00:00:00  INTU     SELL   $   492.29       25      6.09%
2023-11-03 00:00:00  CBOE     BUY    $   166.01       78      3.23%
2023-11-03 00:00:00  IFF      BUY    $    69.13      188     -1.33%
2023-11-03 00:00:00  AIZ      BUY    $   157.83       82     -0.27%
2023-11-03 00:00:00  WTW      BUY    $   229.94       56      1.67%
2023-11-03 00:00:00  ALL      BUY    $   125.72      103     -1.07%
2023-11-03 00:00:00  ANET     BUY    $    53.12      244     -2.66%
2023-11-03 00:00:00  NRG      BUY    $    43.38      299      1.22%
2023-11-03 00:00:00  PGR      BUY    $   143.03       90      2.68%
2023-11-03 00:00:00  T        BUY    $    14.31        9     -1.51%
2023-11-03 00:00:00  DLR      SELL   $   123.92      112     -3.14%
2023-11-03 00:00:00  ODFL     SELL   $   193.57        1      0.07%
2023-11-03 00:00:00  LLY      SELL   $   558.92       17      5.27%
2023-11-03 00:00:00  CARR     SELL   $    49.26      249      1.92%
2023-11-03 00:00:00  NVDA     SELL   $    44.98       59      7.40%
2023-11-03 00:00:00  ADBE     SELL   $   563.66       24      5.95%
2023-11-03 00:00:00  DPZ      SELL   $   350.53       36      4.58%
2023-11-03 00:00:00  APA      SELL   $    36.69      336     -7.61%
2023-11-03 00:00:00  MPC      SELL   $   143.77      100     -3.75%
2023-09-01 00:00:00  DLR      BUY    $   121.98      112     -0.76%
2023-09-01 00:00:00  LLY      BUY    $   548.39       17      6.90%
2023-09-01 00:00:00  INTU     BUY    $   541.80       25     -0.05%
2023-09-01 00:00:00  BXP      SELL   $    58.15      229     -0.78%
2023-09-01 00:00:00  CHTR     SELL   $   422.32       30      3.20%
2023-09-01 00:00:00  URI      SELL   $   480.80       22     -6.61%
2023-08-31 00:00:00  GPN      SELL   $   123.59      110     -0.62%
2023-08-31 00:00:00  ADBE     BUY    $   559.34       24      0.18%
2023-08-31 00:00:00  NVDA     BUY    $    49.32       59     -7.66%
2023-08-30 00:00:00  LLY      SELL   $   539.41       25      4.61%
2023-08-30 00:00:00  GPN      BUY    $   124.04      110     -0.40%
2023-08-29 00:00:00  CHTR     BUY    $   451.10       30     -6.90%