================================================================================
   BACKTEST REPORT
================================================================================
Strategy: sp500_core_satellite_v7_7
Run ID: 20260127_164832_014
Timestamp: 2026-01-27T16:52:35.850806
🔗 CUMULATIVE PERFORMANCE (LATEST BATCH): /view_cumulative/sp500_core_satellite_v7_7

================================================================================
   OVERALL PERFORMANCE
================================================================================
Total ROI:             23.66%
Sharpe Ratio:          1.613
Win Rate:               58.5%
Accuracy:                0.0%
Correlation:           0.037
MAE:                    0.53%
Max Drawdown:          -5.40%

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

================================================================================
   DATA SUMMARY
================================================================================
Total Signals:           895
Curve Points:            252

================================================================================
   PERFORMANCE BY TICKER
================================================================================
Ticker     Avg Pred   Avg Actual    Count
--------------------------------------------------------------------------------
MPC           0.00%        4.57%        7
BBY           0.00%        4.37%       26
VLO           0.00%        3.09%       11
BAC           0.00%        3.06%        1
THC           0.00%        3.01%       10
TMUS          0.00%        2.98%       10
WDC           0.00%        2.60%       27
TSN           0.00%        2.48%        6
PRU           0.00%        2.46%        4
R             0.00%        2.41%        1
EXC           0.00%        2.40%        2
GME           0.00%        2.34%       14
GT            0.00%        2.23%       12
MU            0.00%        2.15%       28
HP            0.00%        2.10%        4
BSX           0.00%        2.07%       32
BWA           0.00%        2.06%        2
SPY           0.00%        2.06%        6
DXC           0.00%        1.81%        5
CMI           0.00%        1.79%        2
RHI           0.00%        1.77%        8
SPGI          0.00%        1.75%        2
AIZ           0.00%        1.71%        6
CTSH          0.00%        1.71%        8
STZ           0.00%        1.64%       10
STX           0.00%        1.57%       18
VIAV          0.00%        1.56%       12
EXPE          0.00%        1.55%        5
FCX           0.00%        1.54%        2
NFLX          0.00%        1.52%       11
CNX           0.00%        1.49%        8
TRIP          0.00%        1.46%       17
BA            0.00%        1.45%       14
GHC           0.00%        1.45%        8
EA            0.00%        1.41%       12
JEF           0.00%        1.36%        6
VRSN          0.00%        1.32%        2
CAH           0.00%        1.32%        8
WYNN          0.00%        1.25%        4
HUM           0.00%        1.24%        2
LUV           0.00%        1.24%        8
EMN           0.00%        1.22%        4
HPQ           0.00%        1.21%       21
GNW           0.00%        1.14%       15
AMZN          0.00%        1.08%        4
HRB           0.00%        1.05%        8
OI            0.00%        1.04%        4
ATI           0.00%        1.04%        2
ANDV          0.00%        1.04%       15
LMT           0.00%        1.03%        4
JBL           0.00%        1.00%       12
KR            0.00%        1.00%       10
QQQ           0.00%        0.98%        3
OKE           0.00%        0.95%        6
XYL           0.00%        0.87%        6
RRC           0.00%        0.81%        2
EQT           0.00%        0.77%       10
HRL           0.00%        0.75%        2
KMX           0.00%        0.73%        1
CPB           0.00%        0.70%        6
CMG           0.00%        0.69%        8
PBI           0.00%        0.69%       22
CLF           0.00%        0.66%        8
EOG           0.00%        0.65%       14
MS            0.00%        0.64%        8
PRGO          0.00%        0.55%        6
FDX           0.00%        0.53%        4
NDAQ          0.00%        0.50%       12
GRMN          0.00%        0.44%       14
SCHW          0.00%        0.43%        6
HAS           0.00%        0.34%        2
ABBV          0.00%        0.33%        4
MET           0.00%        0.32%        4
LNC           0.00%        0.21%       10
PSX           0.00%        0.14%       11
MOLX          0.00%        0.05%        5
F             0.00%       -0.07%       11
FFIV          0.00%       -0.07%        8
ANF           0.00%       -0.12%        1
ROK           0.00%       -0.13%        4
CF            0.00%       -0.15%        2
NOC           0.00%       -0.17%       10
STT           0.00%       -0.18%        4
GS            0.00%       -0.22%        2
CRM           0.00%       -0.37%       10
TGNA          0.00%       -0.41%       14
FLS           0.00%       -0.42%        4
UNM           0.00%       -0.44%        2
LDOS          0.00%       -0.46%       16
AKAM          0.00%       -0.65%        8
BMY           0.00%       -0.67%        4
CBRE          0.00%       -0.78%        6
CME           0.00%       -0.88%        6
GILD          0.00%       -0.94%        8
AET           0.00%       -1.01%        4
AMGN          0.00%       -1.08%        6
FSLR          0.00%       -1.08%       14
HIG           0.00%       -1.09%        4
MNST          0.00%       -1.19%        3
MCK           0.00%       -1.21%        4
NTAP          0.00%       -1.24%        2
BIIB          0.00%       -1.39%        8
SEE           0.00%       -1.51%       10
AMD           0.00%       -1.73%       14
AES           0.00%       -1.76%        6
MCO           0.00%       -1.81%        4
IVZ           0.00%       -1.88%        2
RF            0.00%       -1.97%        2
FLR           0.00%       -2.03%        2
ICE           0.00%       -2.06%        4
BBBY          0.00%       -2.20%        2
TXT           0.00%       -2.31%        1
MSFT          0.00%       -2.73%        4
CSCO          0.00%       -2.89%        4
WHR           0.00%       -2.92%        6
ZION          0.00%       -3.08%        2
GLW           0.00%       -3.23%        2
NFX           0.00%       -3.49%        6
HAL           0.00%       -5.89%        2
MAS           0.00%       -7.18%        2

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

================================================================================
   RECENT TRADES (Last 50)
================================================================================
Date                 Ticker   Action      Price      Qty     Return
--------------------------------------------------------------------------------
2013-12-31 00:00:00  PSX      BUY    $    50.32       14     -0.34%
2013-12-27 00:00:00  MNST     BUY    $    11.24       64     -1.42%
2013-12-27 00:00:00  PSX      SELL   $    48.77       14      3.02%
2013-12-26 00:00:00  LUV      SELL   $    16.59       43      2.59%
2013-12-26 00:00:00  PSX      BUY    $    49.01       14      1.56%
2013-12-24 00:00:00  STX      SELL   $    32.49       22     -0.95%
2013-12-24 00:00:00  LUV      BUY    $    16.59       43     -0.26%
2013-12-23 00:00:00  LUV      SELL   $    16.56       43     -0.26%
2013-12-23 00:00:00  ANDV     BUY    $    52.62       13      0.33%
2013-12-20 00:00:00  CAH      SELL   $    48.10       14      1.22%
2013-12-20 00:00:00  WDC      BUY    $    51.30       13      1.47%
2013-12-20 00:00:00  STX      BUY    $    32.33       22      1.56%
2013-12-20 00:00:00  PSX      SELL   $    48.30       14      0.93%
2013-12-20 00:00:00  AMZN     SELL   $    20.11       36     -2.20%
2013-12-20 00:00:00  TXT      BUY    $    36.62       19     -2.31%
2013-12-19 00:00:00  WDC      SELL   $    50.94       13      1.24%
2013-12-19 00:00:00  ANDV     SELL   $    50.89       13      1.74%
2013-12-19 00:00:00  LUV      BUY    $    16.32       43      0.64%
2013-12-19 00:00:00  AMZN     BUY    $    19.76       36      0.73%
2013-12-18 00:00:00  STX      SELL   $    30.58       23      6.40%
2013-12-18 00:00:00  LDOS     SELL   $    25.65       25      4.05%
2013-12-18 00:00:00  LUV      SELL   $    16.36       47      1.45%
2013-12-18 00:00:00  PSX      BUY    $    48.27       14      1.54%
2013-12-18 00:00:00  CAH      BUY    $    48.25       14      1.06%
2013-12-17 00:00:00  STX      BUY    $    30.75       23      5.65%
2013-12-17 00:00:00  EXPE     BUY    $    62.07       11      3.18%
2013-12-17 00:00:00  XYL      SELL   $    29.28       24      0.67%
2013-12-17 00:00:00  PSX      SELL   $    47.37       15      2.95%
2013-12-16 00:00:00  CAH      SELL   $    47.42       14      2.09%
2013-12-16 00:00:00  WDC      BUY    $    50.67       13      1.19%
2013-12-13 00:00:00  WDC      SELL   $    49.05       14      4.59%
2013-12-13 00:00:00  PBI      SELL   $    12.97       53      0.72%
2013-12-13 00:00:00  HPQ      BUY    $     8.35       84      3.81%
2013-12-13 00:00:00  XYL      BUY    $    29.03       24      0.80%
2013-12-12 00:00:00  AMZN     SELL   $    19.06       38      3.66%
2013-12-12 00:00:00  HPQ      SELL   $     8.30       83      5.41%
2013-12-12 00:00:00  ANDV     BUY    $    51.38       13     -0.97%
2013-12-12 00:00:00  WDC      BUY    $    48.93       14      4.11%
2013-12-11 00:00:00  CAH      BUY    $    47.86       14      0.82%
2013-12-11 00:00:00  HPQ      BUY    $     8.42       83      1.93%
2013-12-11 00:00:00  FDX      SELL   $   115.67        4      2.35%
2013-12-11 00:00:00  ANDV     SELL   $    50.76       13      2.26%
2013-12-10 00:00:00  MCK      SELL   $   146.49        4     -0.95%
2013-12-10 00:00:00  STX      SELL   $    29.58       23      3.95%
2013-12-10 00:00:00  ANDV     BUY    $    52.09       13     -1.28%
2013-12-09 00:00:00  ANDV     SELL   $    52.33       13      0.66%
2013-12-09 00:00:00  MCK      BUY    $   149.32        4     -3.42%
2013-12-06 00:00:00  MCK      SELL   $   149.12        5     -3.33%
2013-12-06 00:00:00  NDAQ     SELL   $    10.66       68     -0.52%
2013-12-06 00:00:00  PRGO     SELL   $   124.66        5     -2.45%