================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_7
Run ID: 20260127_162019_024
Timestamp: 2026-01-27T16:28:41.875979
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_7

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             -7.91%
Sharpe Ratio:         -0.888
Win Rate:               47.5%
Accuracy:                0.0%
Correlation:          -0.000
MAE:                    0.54%
Max Drawdown:         -12.29%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           314
Curve Points:            250

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
AVGO          0.00%       12.15%        2
CCL           0.00%        6.83%       10
INTC          0.00%        6.21%        8
NVDA          0.00%        4.24%       16
NCLH          0.00%        3.72%        2
BEN           0.00%        2.85%        2
ZION          0.00%        2.50%        6
ACGL          0.00%        2.21%        6
CPRT          0.00%        2.18%        4
NRG           0.00%        2.08%        2
PHM           0.00%        1.69%       32
GE            0.00%        1.64%        8
IPG           0.00%        1.56%        2
DAL           0.00%        1.55%        4
LVS           0.00%        0.73%       18
NFLX          0.00%        0.70%        8
FTNT          0.00%        0.54%        6
TLT           0.00%        0.04%        6
FCX           0.00%       -0.07%        4
CZR           0.00%       -0.08%        2
CMG           0.00%       -0.09%        8
CARR          0.00%       -0.17%        4
QQQ           0.00%       -0.24%        9
GLD           0.00%       -0.25%        7
FITB          0.00%       -0.26%        1
EQT           0.00%       -0.39%        8
CMA           0.00%       -0.43%        5
BXP           0.00%       -0.43%        4
LRCX          0.00%       -0.45%        6
AES           0.00%       -0.94%        1
APA           0.00%       -1.00%        4
ANET          0.00%       -1.04%       14
TPR           0.00%       -1.10%        6
WBD           0.00%       -1.12%        6
TAP           0.00%       -1.27%        6
MTCH          0.00%       -1.32%        6
TFC           0.00%       -1.45%        2
STX           0.00%       -1.46%       12
KEY           0.00%       -1.64%        5
T             0.00%       -1.80%        6
HAS           0.00%       -2.08%        6
HAL           0.00%       -2.17%        2
LNC           0.00%       -2.21%        6
PNR           0.00%       -2.50%        2
BBWI          0.00%       -2.72%        6
USB           0.00%       -2.77%        4
AIG           0.00%       -3.06%        2
UAL           0.00%       -3.20%        2
ALK           0.00%       -3.29%        2
SCHW          0.00%       -4.11%        2
BKR           0.00%       -4.12%        2
BWA           0.00%       -4.46%        2
NWS           0.00%       -4.48%        2
RCL           0.00%       -4.89%        2
AAL           0.00%       -6.28%        4

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2023-12-29 00:00:00  CCL      SELL   $    18.54        3     -6.42%
2023-12-29 00:00:00  AES      BUY    $    17.42        3     -0.94%
2023-12-28 00:00:00  INTC     SELL   $    49.72        1     -6.95%
2023-12-28 00:00:00  CCL      BUY    $    18.67        3     -7.18%
2023-12-27 00:00:00  KEY      BUY    $    13.15        5     -1.31%
2023-12-26 00:00:00  KEY      SELL   $    13.09        4     -1.87%
2023-12-22 00:00:00  INTC     BUY    $    47.37        1     -0.42%
2023-12-20 00:00:00  INTC     SELL   $    45.16        1     10.12%
2023-12-20 00:00:00  CMA      BUY    $    48.96        1      5.07%
2023-12-19 00:00:00  INTC     BUY    $    46.04        1      8.79%
2023-12-18 00:00:00  CMA      SELL   $    49.70        1      2.96%
2023-12-18 00:00:00  USB      SELL   $    39.87        1      0.05%
2023-12-18 00:00:00  FITB     BUY    $    32.27        2     -0.26%
2023-12-15 00:00:00  TFC      SELL   $    33.21        1      0.16%
2023-12-14 00:00:00  CMA      BUY    $    51.66        1     -3.06%
2023-12-14 00:00:00  KEY      BUY    $    13.38        4     -3.32%
2023-12-14 00:00:00  TFC      BUY    $    34.06        1     -3.06%
2023-12-14 00:00:00  USB      BUY    $    41.03        1     -4.46%
2023-12-11 00:00:00  NRG      SELL   $    46.16        1      2.94%
2023-12-06 00:00:00  T        SELL   $    15.27        4     -2.89%
2023-12-05 00:00:00  T        BUY    $    15.52        4     -4.70%
2023-12-04 00:00:00  KEY      SELL   $    12.18        5     -2.01%
2023-12-01 00:00:00  INTC     SELL   $    43.16        1     -2.38%
2023-12-01 00:00:00  KEY      BUY    $    11.98        5      0.30%
2023-11-22 00:00:00  ANET     SELL   $    54.42        1      0.93%
2023-11-21 00:00:00  ANET     BUY    $    53.83        1      1.85%
2023-11-20 00:00:00  ANET     SELL   $    53.83        1      0.89%
2023-11-17 00:00:00  ANET     BUY    $    53.66        1      1.88%
2023-11-14 00:00:00  INTC     BUY    $    38.89        1     10.73%
2023-11-13 00:00:00  INTC     SELL   $    37.72        1     17.03%
2023-11-10 00:00:00  ZION     SELL   $    30.71        2      9.57%
2023-11-10 00:00:00  NVDA     SELL   $    48.30        1      1.99%
2023-11-10 00:00:00  ANET     SELL   $    51.71        1      3.77%
2023-11-10 00:00:00  INTC     BUY    $    38.35        1     12.74%
2023-11-09 00:00:00  NVDA     BUY    $    46.92        1      5.39%
2023-11-09 00:00:00  ZION     BUY    $    30.37        2      9.71%
2023-11-09 00:00:00  QQQ      BUY    $   365.58        1      4.29%
2023-11-08 00:00:00  T        SELL   $    14.11        4      0.70%
2023-11-08 00:00:00  CCL      SELL   $    12.79        4     13.92%
2023-11-07 00:00:00  T        BUY    $    14.28        4     -1.33%
2023-11-06 00:00:00  T        SELL   $    14.20        4     -1.08%
2023-11-03 00:00:00  NRG      BUY    $    43.38        1      1.22%
2023-11-03 00:00:00  ANET     BUY    $    53.12        1     -2.66%
2023-11-03 00:00:00  T        BUY    $    14.31        4     -1.51%
2023-10-25 00:00:00  QQQ      SELL   $   346.09        1      1.89%
2023-10-18 00:00:00  NWS      SELL   $    22.32        2     -5.79%
2023-10-17 00:00:00  NWS      BUY    $    22.68        2     -3.18%
2023-09-29 00:00:00  BKR      SELL   $    33.52        1     -4.50%
2023-09-28 00:00:00  AIG      SELL   $    58.42        1     -1.84%
2023-09-28 00:00:00  NVDA     SELL   $    43.06        1      3.71%