================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_5
Run ID: 20260126_233236_025
Timestamp: 2026-01-26T23:46:14.861128
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_5

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:              1.53%
Sharpe Ratio:          0.177
Win Rate:               46.7%
Accuracy:                0.0%
Correlation:          -0.026
MAE:                    0.55%
Max Drawdown:         -19.29%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           289
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
UAL           0.00%       16.30%        1
EXPE          0.00%        7.95%        3
MRNA          0.00%        5.99%        1
KEY           0.00%        5.24%        1
ALL           0.00%        4.99%        1
TPR           0.00%        4.92%        3
COF           0.00%        4.51%        2
RCL           0.00%        4.07%        9
AXON          0.00%        3.76%        3
TSLA          0.00%        3.67%        5
RJF           0.00%        3.53%        8
IRM           0.00%        3.31%        2
PAYC          0.00%        3.23%        4
FTNT          0.00%        3.07%        2
AAL           0.00%        2.51%        9
DAY           0.00%        2.48%        4
BKNG          0.00%        2.48%        2
NEM           0.00%        2.33%        2
MHK           0.00%        2.26%        4
NCLH          0.00%        2.18%        2
UHS           0.00%        2.07%        2
PWR           0.00%        1.94%        2
GOOGL         0.00%        1.87%        2
GOOG          0.00%        1.69%        2
ANET          0.00%        1.33%        4
CHRW          0.00%        1.32%        4
NRG           0.00%        1.24%        3
SBUX          0.00%        1.11%        2
FICO          0.00%        1.01%        8
NEE           0.00%        0.97%        2
NVDA          0.00%        0.88%       10
CZR           0.00%        0.87%        2
CMG           0.00%        0.83%        2
CAH           0.00%        0.73%        1
CBRE          0.00%        0.72%        2
GRMN          0.00%        0.71%        2
DHI           0.00%        0.67%        2
GE            0.00%        0.59%        2
MKTX          0.00%        0.46%        4
CHTR          0.00%        0.43%        2
K             0.00%        0.19%        2
LW            0.00%        0.17%        4
WBD           0.00%        0.15%        3
FITB          0.00%        0.10%        2
APD           0.00%        0.09%        2
IT            0.00%       -0.06%        1
TRGP          0.00%       -0.06%        6
DAL           0.00%       -0.09%        6
AMD           0.00%       -0.11%        2
LULU          0.00%       -0.46%        3
BXP           0.00%       -0.48%        2
PHM           0.00%       -0.51%        2
BBWI          0.00%       -0.55%        2
LVS           0.00%       -0.56%        4
PYPL          0.00%       -0.76%        2
ILMN          0.00%       -0.79%        2
EFX           0.00%       -0.80%        2
GEN           0.00%       -0.86%        2
HWM           0.00%       -1.02%        4
AES           0.00%       -1.11%        4
FSLR          0.00%       -1.21%        4
LYV           0.00%       -1.26%        6
CCL           0.00%       -1.29%        4
MMM           0.00%       -1.40%        8
CEG           0.00%       -1.47%        8
BLDR          0.00%       -1.48%        2
AAPL          0.00%       -1.65%        2
WDC           0.00%       -1.66%        4
EXR           0.00%       -1.70%        2
GM            0.00%       -1.75%        2
AMT           0.00%       -1.77%        2
IP            0.00%       -1.91%        2
CRM           0.00%       -2.23%        2
UBER          0.00%       -2.65%        2
EQT           0.00%       -2.87%        2
PODD          0.00%       -2.92%        6
SYF           0.00%       -2.97%        4
DXCM          0.00%       -3.07%        4
STX           0.00%       -3.12%        1
MPWR          0.00%       -3.21%        4
FANG          0.00%       -3.36%        2
AIZ           0.00%       -3.37%        1
QCOM          0.00%       -3.48%        3
FCX           0.00%       -3.66%        2
HPE           0.00%       -3.72%        2
AVGO          0.00%       -3.78%        3
TER           0.00%       -4.04%        2
FMC           0.00%       -4.32%        2
HPQ           0.00%       -4.32%        2
VFC           0.00%       -5.21%        2
MU            0.00%       -5.25%        2
RL            0.00%       -5.50%        2
INCY          0.00%       -6.18%        2
GLW           0.00%       -6.88%        2
HUM           0.00%       -8.12%        2
SWKS          0.00%      -15.41%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2024-12-16 00:00:00  CCL      SELL   $    25.91      261     -0.69%
2024-12-16 00:00:00  AVGO     BUY    $   247.57       27     -6.81%
2024-12-12 00:00:00  SYF      SELL   $    67.33      214     -6.22%
2024-12-12 00:00:00  WBD      BUY    $    12.49     1163    -16.01%
2024-12-10 00:00:00  BBWI     SELL   $    37.31        3      0.36%
2024-12-09 00:00:00  DAL      SELL   $    61.52        2     -1.94%
2024-12-09 00:00:00  BBWI     BUY    $    37.95        3     -1.45%
2024-12-06 00:00:00  WBD      SELL   $    10.66     1221     13.23%
2024-12-06 00:00:00  NCLH     SELL   $    27.65      596     -3.07%
2024-12-06 00:00:00  LULU     BUY    $   399.60       38     -1.99%
2024-12-06 00:00:00  SYF      BUY    $    66.73      214      0.21%
2024-12-05 00:00:00  CRM      SELL   $   358.63       40     -0.93%
2024-12-05 00:00:00  AAL      BUY    $    17.38      841     -0.81%
2024-12-04 00:00:00  LYV      SELL   $   136.73      108     -1.50%
2024-12-04 00:00:00  CRM      BUY    $   365.07       40     -3.54%
2024-12-03 00:00:00  WBD      BUY    $    10.55     1234      3.22%
2024-12-03 00:00:00  LYV      BUY    $   137.35      108     -2.18%
2024-12-03 00:00:00  PAYC     SELL   $   228.25       61      2.51%
2024-12-03 00:00:00  DAY      SELL   $    80.49      173     -3.16%
2024-11-29 00:00:00  LYV      SELL   $   138.25      100     -1.08%
2024-11-29 00:00:00  DAY      BUY    $    79.99      173     -1.79%
2024-11-27 00:00:00  CEG      SELL   $   251.98       55      1.07%
2024-11-27 00:00:00  LYV      BUY    $   139.73      100     -3.62%
2024-11-26 00:00:00  LYV      SELL   $   138.87      105     -1.54%
2024-11-26 00:00:00  CEG      BUY    $   265.24       55     -4.70%
2024-11-25 00:00:00  PAYC     BUY    $   232.96       61     -2.02%
2024-11-25 00:00:00  TRGP     SELL   $   196.70       73     -1.95%
2024-11-22 00:00:00  EQT      SELL   $    45.37      314     -3.03%
2024-11-22 00:00:00  TPR      BUY    $    57.66      250      9.61%
2024-11-21 00:00:00  AAL      SELL   $    14.20      981      2.25%
2024-11-21 00:00:00  RCL      BUY    $   234.01       62      2.73%
2024-11-20 00:00:00  RCL      SELL   $   232.34       67      2.44%
2024-11-20 00:00:00  PODD     SELL   $   266.58       52      0.13%
2024-11-20 00:00:00  EQT      BUY    $    45.99      314     -2.71%
2024-11-20 00:00:00  LYV      BUY    $   136.51      105      2.36%
2024-11-19 00:00:00  AAL      BUY    $    14.33      991      2.16%
2024-11-19 00:00:00  RJF      SELL   $   159.98       88      3.87%
2024-11-18 00:00:00  TPR      SELL   $    55.35      254      7.60%
2024-11-18 00:00:00  RJF      BUY    $   160.77       88      2.22%
2024-11-18 00:00:00  TRGP     BUY    $   194.69       73      1.04%
2024-11-18 00:00:00  AAL      SELL   $    14.29      987      4.41%
2024-11-15 00:00:00  DAY      SELL   $    74.56      184      7.01%
2024-11-15 00:00:00  PAYC     SELL   $   217.96       65      4.75%
2024-11-15 00:00:00  TSLA     BUY    $   320.72       44      9.93%
2024-11-15 00:00:00  AAL      BUY    $    14.39      987     -0.07%
2024-11-14 00:00:00  TPR      BUY    $    56.59      254     -2.44%
2024-11-14 00:00:00  TSLA     SELL   $   311.18       48      9.15%
2024-11-13 00:00:00  RJF      SELL   $   158.03       90      0.96%
2024-11-13 00:00:00  PODD     BUY    $   269.06       52     -0.92%
2024-11-12 00:00:00  PODD     SELL   $   275.10       52     -4.77%