================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_7
Run ID: 20260127_162019_021
Timestamp: 2026-01-27T16:27:54.134757
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_7

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:            -19.26%
Sharpe Ratio:         -0.935
Win Rate:               57.7%
Accuracy:                0.0%
Correlation:           0.033
MAE:                    0.54%
Max Drawdown:         -29.05%

================================================================================
   MODEL PARAMETERS
================================================================================
iterations                     500
depth                          6
learning_rate                  0.1
loss_function                  RMSE
verbose                        False
random_seed                    42

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           731
Curve Points:            253

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
KSS           0.00%       12.91%        6
NOV           0.00%       11.42%        1
CTVA          0.00%        8.17%        4
TPR           0.00%        7.92%        8
M             0.00%        7.34%        8
LEG           0.00%        6.06%        2
GM            0.00%        5.10%        6
EBAY          0.00%        4.60%       10
UA            0.00%        4.17%        6
FCX           0.00%        3.96%       13
CINF          0.00%        3.67%        4
COTY          0.00%        3.67%       10
NVDA          0.00%        3.40%       16
SCHW          0.00%        3.27%        8
GLW           0.00%        3.12%        8
PHM           0.00%        3.11%       16
UAA           0.00%        3.10%        6
MOS           0.00%        2.81%       10
IVZ           0.00%        2.72%       12
FANG          0.00%        2.67%        7
GLD           0.00%        2.29%       10
IP            0.00%        2.25%       12
OKE           0.00%        2.08%       10
ROL           0.00%        1.91%        4
PWR           0.00%        1.90%       16
DVA           0.00%        1.90%        8
HAL           0.00%        1.78%       15
CNC           0.00%        1.63%        5
RF            0.00%        1.63%        4
MHK           0.00%        1.55%        2
LEN           0.00%        1.37%       14
BKR           0.00%        1.31%        7
FTNT          0.00%        1.25%        6
LRCX          0.00%        1.24%        8
TSCO          0.00%        1.22%       12
HP            0.00%        1.21%        1
CPRI          0.00%        1.21%       10
HOLX          0.00%        1.16%        8
ALB           0.00%        1.12%       10
NTAP          0.00%        1.11%        7
GE            0.00%        1.07%       11
WY            0.00%        0.99%       12
AAPL          0.00%        0.97%        8
QCOM          0.00%        0.96%        2
CPRT          0.00%        0.95%        4
MU            0.00%        0.91%       11
DHI           0.00%        0.80%       10
JCI           0.00%        0.77%        2
FTI           0.00%        0.76%        2
CDNS          0.00%        0.76%        2
TLT           0.00%        0.72%        2
QQQ           0.00%        0.68%       10
ABBV          0.00%        0.65%        2
CMG           0.00%        0.62%       18
CTAS          0.00%        0.56%        4
MAS           0.00%        0.38%        2
CCL           0.00%        0.34%        2
PVH           0.00%        0.33%        8
LLY           0.00%        0.25%        4
AMAT          0.00%        0.18%        4
HBI           0.00%        0.15%       12
MPC           0.00%        0.10%       18
AMD           0.00%        0.01%       15
SYF           0.00%       -0.08%        2
DVN           0.00%       -0.09%       17
LDOS          0.00%       -0.12%        4
DOW           0.00%       -0.16%        2
NWL           0.00%       -0.17%        4
ODFL          0.00%       -0.20%        2
WYNN          0.00%       -0.60%        4
NOW           0.00%       -0.78%       10
CHRW          0.00%       -0.80%        4
DRI           0.00%       -1.00%        6
AES           0.00%       -1.01%       14
BBY           0.00%       -1.02%       12
PFG           0.00%       -1.08%        4
RCL           0.00%       -1.23%       12
XYL           0.00%       -1.24%        2
HOG           0.00%       -1.26%       12
DD            0.00%       -1.31%        4
SWKS          0.00%       -1.42%        5
UAL           0.00%       -1.64%        2
QRVO          0.00%       -1.81%        1
DXC           0.00%       -1.90%        3
KMX           0.00%       -2.00%        6
OXY           0.00%       -2.01%        7
WDC           0.00%       -2.19%        2
LYB           0.00%       -2.20%        2
NFLX          0.00%       -2.28%        6
MGM           0.00%       -2.34%        4
LNC           0.00%       -2.63%       14
CHD           0.00%       -2.73%        2
APA           0.00%       -2.95%       10
VTR           0.00%       -3.40%        2
ALLE          0.00%       -3.57%        2
CE            0.00%       -3.80%        2
DLTR          0.00%       -3.85%        2
STT           0.00%       -4.05%        3
LW            0.00%       -4.13%        2
TMUS          0.00%       -4.25%        2
NCLH          0.00%       -4.94%       12
EMN           0.00%       -6.16%        6
INCY          0.00%       -6.29%        2
EOG           0.00%       -6.86%        4
BMY           0.00%       -6.88%        2
LUV           0.00%       -7.09%        2
DAL           0.00%       -7.62%        2
EXPE          0.00%       -7.86%        4
NEM           0.00%       -8.28%        2
CCI           0.00%      -10.41%        2
PSX           0.00%      -10.84%        2
VLO           0.00%      -11.10%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2020-12-31 00:00:00  WYNN     SELL   $   109.67        1     -3.37%
2020-12-31 00:00:00  MU       BUY    $    73.35        1      2.98%
2020-12-30 00:00:00  COTY     SELL   $     6.99       16      0.14%
2020-12-30 00:00:00  NTAP     BUY    $    57.62        1      0.60%
2020-12-29 00:00:00  LNC      SELL   $    38.48        2      6.94%
2020-12-29 00:00:00  OKE      SELL   $    28.49        3      4.46%
2020-12-29 00:00:00  COTY     BUY    $     6.86       16      1.46%
2020-12-29 00:00:00  NOV      BUY    $    12.43        8     11.42%
2020-12-24 00:00:00  HAL      BUY    $    17.56        6     -1.98%
2020-12-24 00:00:00  OKE      BUY    $    28.99        3     -3.35%
2020-12-24 00:00:00  APA      SELL   $    12.64        8      2.36%
2020-12-24 00:00:00  HOG      SELL   $    33.66        3     -2.59%
2020-12-23 00:00:00  OKE      SELL   $    28.99        4     -1.08%
2020-12-23 00:00:00  NTAP     SELL   $    58.36        1      0.11%
2020-12-23 00:00:00  M        SELL   $     9.36       13      1.08%
2020-12-23 00:00:00  LNC      BUY    $    39.10        2      0.72%
2020-12-23 00:00:00  APA      BUY    $    12.94        8     -3.99%
2020-12-23 00:00:00  FANG     BUY    $    38.70        2      1.26%
2020-12-22 00:00:00  M        BUY    $     8.52       13     18.76%
2020-12-22 00:00:00  NTAP     BUY    $    58.37        1     -1.28%
2020-12-22 00:00:00  WYNN     BUY    $   109.46        1      0.70%
2020-12-22 00:00:00  COTY     SELL   $     7.25       16     -3.59%
2020-12-22 00:00:00  LNC      SELL   $    37.55        2      3.36%
2020-12-21 00:00:00  COTY     BUY    $     6.79       16      1.03%
2020-12-21 00:00:00  HOG      BUY    $    32.28        3      2.44%
2020-12-21 00:00:00  NTAP     SELL   $    56.92        1      0.79%
2020-12-21 00:00:00  WYNN     SELL   $   109.39        1      1.57%
2020-12-18 00:00:00  COTY     SELL   $     6.99       16      0.86%
2020-12-18 00:00:00  FANG     SELL   $    37.11        2      3.90%
2020-12-18 00:00:00  M        SELL   $     8.77       13     11.79%
2020-12-18 00:00:00  DVN      BUY    $    12.06        9     -1.79%
2020-12-18 00:00:00  NTAP     BUY    $    57.17        1      1.67%
2020-12-17 00:00:00  FANG     BUY    $    38.37        2      1.81%
2020-12-17 00:00:00  BKR      BUY    $    18.92        6     -2.28%
2020-12-17 00:00:00  GE       BUY    $    52.96        2     -2.02%
2020-12-17 00:00:00  NTAP     SELL   $    56.55        2      2.62%
2020-12-17 00:00:00  AMAT     SELL   $    83.79        1     -2.48%
2020-12-17 00:00:00  HOG      SELL   $    33.00        3      1.98%
2020-12-16 00:00:00  DVN      SELL   $    12.28        9     -1.57%
2020-12-16 00:00:00  BKR      SELL   $    18.92        5     -1.72%
2020-12-16 00:00:00  M        BUY    $     8.64       13      8.27%
2020-12-16 00:00:00  NTAP     BUY    $    56.51        2      3.28%
2020-12-16 00:00:00  HOG      BUY    $    33.24        3      2.46%
2020-12-15 00:00:00  BKR      BUY    $    19.37        5     -3.73%
2020-12-15 00:00:00  WYNN     BUY    $   110.90        1     -1.31%
2020-12-15 00:00:00  GE       SELL   $    54.08        2     -4.41%
2020-12-15 00:00:00  M        SELL   $     9.03       12     -5.68%
2020-12-14 00:00:00  HOG      SELL   $    32.89        3     -1.85%
2020-12-14 00:00:00  DVN      BUY    $    11.86        9     -0.46%
2020-12-14 00:00:00  GE       BUY    $    52.72        2     -0.46%