================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_7
Run ID: 20260127_164832_005
Timestamp: 2026-01-27T16:49:32.085957
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_7

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:            -15.95%
Sharpe Ratio:         -1.454
Win Rate:               50.2%
Accuracy:                0.0%
Correlation:          -0.042
MAE:                    0.55%
Max Drawdown:         -23.77%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           856
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
BBBY          0.00%       12.02%       14
ORCL          0.00%        6.24%        4
CCU           0.00%        5.59%        1
CIEN          0.00%        4.54%        7
EA            0.00%        3.49%        1
FCX           0.00%        2.94%        6
A             0.00%        2.89%        6
ADSK          0.00%        2.71%       33
BBY           0.00%        2.71%        2
NTAP          0.00%        2.41%       13
RIG           0.00%        2.28%       20
HRB           0.00%        2.14%        1
PCAR          0.00%        2.10%       10
ZBH           0.00%        2.07%        2
GLD           0.00%        2.05%        1
OXY           0.00%        1.99%        6
SBUX          0.00%        1.93%       11
L             0.00%        1.93%        8
R             0.00%        1.69%        8
AES           0.00%        1.49%       10
ATI           0.00%        1.49%       14
ADBE          0.00%        1.47%       10
PH            0.00%        1.27%        4
AET           0.00%        1.23%       10
QCOM          0.00%        1.21%       16
BC            0.00%        1.20%       22
BIIB          0.00%        1.04%       20
CMVT          0.00%        1.04%        4
ROK           0.00%        1.03%        7
DVN           0.00%        0.98%        2
AMD           0.00%        0.95%        5
SLM           0.00%        0.80%       10
HSY           0.00%        0.76%        4
WMB           0.00%        0.74%       14
SLB           0.00%        0.73%        4
CB            0.00%        0.64%        2
EBAY          0.00%        0.63%       18
QQQ           0.00%        0.61%        3
TMO           0.00%        0.47%        2
NUE           0.00%        0.39%       18
NSC           0.00%        0.36%       20
WEN           0.00%        0.36%        2
GT            0.00%        0.33%       15
ESRX          0.00%        0.30%        2
AIG           0.00%        0.29%        2
HUM           0.00%        0.21%       10
BSX           0.00%        0.19%        2
SPY           0.00%        0.16%       18
KBH           0.00%        0.11%       18
AFL           0.00%        0.09%        2
COF           0.00%        0.08%        4
DDS           0.00%       -0.02%       23
MO            0.00%       -0.04%        6
PAYX          0.00%       -0.06%        2
DRI           0.00%       -0.16%       10
MTG           0.00%       -0.19%        4
TAP           0.00%       -0.22%        4
JCI           0.00%       -0.31%        6
TXT           0.00%       -0.37%        3
WAT           0.00%       -0.42%       10
PEP           0.00%       -0.49%        4
ITW           0.00%       -0.50%        8
CVS           0.00%       -0.54%        6
MSI           0.00%       -0.59%       10
TLT           0.00%       -0.63%       18
GWW           0.00%       -0.69%        6
SCHW          0.00%       -0.70%        5
HAL           0.00%       -0.71%       14
DGX           0.00%       -0.75%        2
CAH           0.00%       -0.76%        5
ADM           0.00%       -0.80%        7
VZ            0.00%       -0.81%        2
EOG           0.00%       -0.83%       10
LPX           0.00%       -0.84%       14
INTU          0.00%       -0.94%        6
EXC           0.00%       -0.98%        2
T             0.00%       -1.03%        2
CI            0.00%       -1.10%        6
SANM          0.00%       -1.13%        6
ABT           0.00%       -1.17%        2
TXN           0.00%       -1.22%        8
MCK           0.00%       -1.35%        4
XRX           0.00%       -1.42%        7
BDX           0.00%       -1.43%        4
CCL           0.00%       -1.45%       12
GPC           0.00%       -1.48%        2
CMI           0.00%       -1.50%       14
MU            0.00%       -1.55%        4
BA            0.00%       -1.60%        6
CSCO          0.00%       -1.66%        2
SYK           0.00%       -1.69%        4
AON           0.00%       -1.71%        2
TROW          0.00%       -1.80%        6
PTC           0.00%       -1.81%       24
PLD           0.00%       -1.89%        2
LEG           0.00%       -1.99%        6
VIAV          0.00%       -2.10%        6
EMN           0.00%       -2.25%        2
RHI           0.00%       -2.36%        8
GLW           0.00%       -2.53%        2
M             0.00%       -2.74%        2
PHM           0.00%       -2.93%        9
HOG           0.00%       -3.08%        2
LMT           0.00%       -3.36%        2
CNP           0.00%       -3.38%        2
WOR           0.00%       -3.41%        1
BEN           0.00%       -3.44%        2
FLR           0.00%       -3.49%        4
TGT           0.00%       -4.05%        2
ODP           0.00%       -4.08%        6
TLAB          0.00%       -4.41%       12
F             0.00%       -4.55%        5
NEM           0.00%       -4.69%        1
LUV           0.00%       -4.70%        2
SPG           0.00%       -4.75%        4
TER           0.00%       -4.86%        5
LNC           0.00%       -5.27%        2
YUM           0.00%       -5.52%        2
DXC           0.00%       -5.82%        2
THC           0.00%       -8.08%       12

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2004-12-30 00:00:00  WMB      SELL   $     5.45      138     -3.67%
2004-12-30 00:00:00  ADM      BUY    $    13.47       56     -2.55%
2004-12-30 00:00:00  MO       SELL   $     4.07      184     -1.01%
2004-12-30 00:00:00  DDS      BUY    $    17.24       43     -0.98%
2004-12-29 00:00:00  SCHW     BUY    $     8.74       86     -4.15%
2004-12-29 00:00:00  WMB      BUY    $     5.45      138     -5.03%
2004-12-29 00:00:00  MO       BUY    $     4.11      184     -1.07%
2004-12-29 00:00:00  ADM      SELL   $    13.21       56     -2.64%
2004-12-29 00:00:00  AES      SELL   $     8.69       88     -3.20%
2004-12-29 00:00:00  DDS      SELL   $    16.92       44      0.50%
2004-12-28 00:00:00  WMB      SELL   $     5.41      138     -3.69%
2004-12-28 00:00:00  HUM      SELL   $    26.02       29     -1.85%
2004-12-28 00:00:00  ADM      BUY    $    13.43       56     -2.60%
2004-12-28 00:00:00  CAH      BUY    $    26.16       29     -3.49%
2004-12-27 00:00:00  DDS      BUY    $    16.87       44      3.46%
2004-12-27 00:00:00  HUM      BUY    $    25.61       29     -0.10%
2004-12-27 00:00:00  MO       SELL   $     4.06      186     -0.36%
2004-12-27 00:00:00  ADM      SELL   $    13.17       57      0.41%
2004-12-23 00:00:00  CMVT     SELL   $    13.13       56      1.41%
2004-12-23 00:00:00  SCHW     SELL   $     8.84       84      0.08%
2004-12-23 00:00:00  PH       SELL   $    36.09       20     -1.02%
2004-12-23 00:00:00  AES      BUY    $     8.57       88      3.01%
2004-12-23 00:00:00  WMB      BUY    $     5.46      138      1.05%
2004-12-23 00:00:00  MO       BUY    $     4.05      186      0.44%
2004-12-22 00:00:00  NTAP     BUY    $    24.40       30     -0.48%
2004-12-22 00:00:00  SBUX     BUY    $    11.42       66      2.45%
2004-12-22 00:00:00  MO       SELL   $     4.07      188      0.23%
2004-12-22 00:00:00  WMB      SELL   $     5.47      143     -0.43%
2004-12-21 00:00:00  SBUX     SELL   $    11.01       68      8.33%
2004-12-21 00:00:00  AET      SELL   $    27.99        5      2.29%
2004-12-21 00:00:00  SCHW     BUY    $     8.90       84     -1.83%
2004-12-21 00:00:00  EA       BUY    $    59.60        2      3.49%
2004-12-20 00:00:00  SCHW     SELL   $     8.66       85      2.22%
2004-12-20 00:00:00  SBUX     BUY    $    10.97       68      7.39%
2004-12-17 00:00:00  DRI      SELL   $    13.22       55      0.94%
2004-12-17 00:00:00  GT       BUY    $    12.68       58      4.07%
2004-12-17 00:00:00  AET      BUY    $    27.69        5      1.13%
2004-12-16 00:00:00  SCHW     BUY    $     8.82       85      0.17%
2004-12-16 00:00:00  AET      SELL   $    27.89       26      1.46%
2004-12-16 00:00:00  DDS      SELL   $    17.07       12     -0.87%
2004-12-15 00:00:00  KBH      SELL   $    38.77       19     -1.60%
2004-12-15 00:00:00  ADBE     SELL   $    31.31        6     -0.94%
2004-12-15 00:00:00  MO       BUY    $     4.00      188      1.53%
2004-12-15 00:00:00  DDS      BUY    $    17.27       12      1.01%
2004-12-14 00:00:00  NTAP     SELL   $    24.43       31      2.81%
2004-12-14 00:00:00  PH       BUY    $    35.82       20     -0.41%
2004-12-13 00:00:00  HUM      SELL   $    25.36       32      1.42%
2004-12-13 00:00:00  NTAP     BUY    $    24.26       31      3.98%
2004-12-13 00:00:00  ADBE     BUY    $    31.37        6     -3.15%
2004-12-10 00:00:00  PH       SELL   $    35.49       21      0.66%