Shared conversation on NexusTrade
Top 100 Stocks Analysis and Strategy Creation
Analysis of top 100 stocks by market cap, including historical probabilities of rising above SMA and creation of rebalancing strategies based on SMA and position gain filters.
User: What are the top 100 stocks by market cap?
Aurora: Snapshot date: 2025-08-12 — Top 100 stocks by market capitalization (latest available snapshot) | Ticker | Close (USD) | Market Cap (USD) | P/E (TTM) | P/S (TTM) | P/B (TTM) | Volume | |---|---:|---:|---:|---:|---:|---:| | [NVDA](https://nexustrade.io/stock/NVDA) | 183.16 | 4,525,150,960,000 | 62.0904 | 34.6763 | 57.0443 | 145,529,537 | | [MSFT](https://nexustrade.io/stock/MSFT) | 529.24 | 3,948,659,640,000 | 40.8616 | 14.6241 | 12.2671 | 18,660,497 | | [AAPL](https://nexustrade.io/stock/AAPL) | 229.65 | 3,457,640,943,450 | 35.5381 | 8.6362 | 51.7642 | 55,614,975 | | [GOOG](https://nexustrade.io/stock/GOOG) | 204.16 | 2,509,330,560,000 | 22.6074 | 6.9759 | 7.2678 | 19,846,441 | | [GOOGL](https://nexustrade.io/stock/GOOGL) | 203.34 | 2,499,251,940,000 | 22.5166 | 6.9479 | 7.2386 | 30,391,597 | | [AMZN](https://nexustrade.io/stock/AMZN) | 221.47 | 2,390,325,710,000 | 36.2478 | 3.6757 | 7.8149 | 37,166,960 | | [META](https://nexustrade.io/stock/META) | 790.00 | 2,046,100,000,000 | 30.7061 | 12.0105 | 11.0583 | 14,555,922 | | [AVGO](https://nexustrade.io/stock/AVGO) | 312.83 | 1,512,845,880,000 | 150.1882 | 27.7439 | 21.6774 | 17,603,347 | | [TSLA](https://nexustrade.io/stock/TSLA) |…
User: If a stock on this list falls below its 200 day SMA, in the past 10 years, what's the probability that it will rise 10% or more from its SMA?
Aurora: Below are the results from your crossing-event analysis (one overall row + the top 25 tickers by number of crossing events). Each ticker links to its Nexustrade page. | Ticker | Total crossing events | Successes (>=10% above SMA within 252 days) | Probability | |---|---:|---:|---:| | OVERALL | 1,642 | 1,100 | 66.99% | | [TMO](https://nexustrade.io/stock/TMO) | 32 | 13 | 40.63% | | [HON](https://nexustrade.io/stock/HON) | 31 | 16 | 51.61% | | [QCOM](https://nexustrade.io/stock/QCOM) | 31 | 14 | 45.16% | | [TSLA](https://nexustrade.io/stock/TSLA) | 30 | 19 | 63.33% | | [JNJ](https://nexustrade.io/stock/JNJ) | 30 | 16 | 53.33% | | [DE](https://nexustrade.io/stock/DE) | 29 | 26 | 89.66% | | [TXN](https://nexustrade.io/stock/TXN) | 28 | 19 | 67.86% | | [ABBV](https://nexustrade.io/stock/ABBV) | 27 | 19 | 70.37% | | [PG](https://nexustrade.io/stock/PG) | 26 | 10 | 38.46% | | [AMGN](https://nexustrade.io/stock/AMGN) | 26 | 12 | 46.15% | | [XOM](https://nexustrade.io/stock/XOM) | 25 | 19 | 76.00% | | [CVX](https://nexustrade.io/stock/CVX) | 24 | 4 | 16.67% | | [ADI](https://nexustrade.io/stock/ADI) | 23 | 19 | 82.61% | | [UNP](https://nexustrade.io/stock/UNP) | 23 | 9 | 39.13% | | [V](htt…
User: If a stock on this list falls below its 200 day SMA, in the past 10 years, what's the probability that it will rise 10% or more from its SMA within the next 90 days?
Aurora: Below is a compact, easy-to-scan summary of the query results (OVERALL + all tickers returned). Tickers link to their Nexustrade pages. | Ticker | Total crossing events | Successes (all events) | Successes (full 90-day window) | Full-90-window events | P(success) — all events | P(success) — full windows | |---|---:|---:|---:|---:|---:|---:| | OVERALL | 1,642 | 826 | 747 | 1,466 | 50.3% | 50.95% | | [TMO](https://nexustrade.io/stock/TMO) | 32 | 11 | 11 | 32 | 34.4% | 34.4% | | [HON](https://nexustrade.io/stock/HON) | 31 | 13 | 11 | 27 | 41.9% | 40.7% | | [QCOM](https://nexustrade.io/stock/QCOM) | 31 | 12 | 12 | 27 | 38.7% | 44.4% | | [JNJ](https://nexustrade.io/stock/JNJ) | 30 | 12 | 4 | 22 | 40.0% | 18.2% | | [TSLA](https://nexustrade.io/stock/TSLA) | 30 | 18 | 16 | 23 | 60.0% | 69.6% | | [DE](https://nexustrade.io/stock/DE) | 29 | 19 | 18 | 28 | 65.5% | 64.3% | | [TXN](https://nexustrade.io/stock/TXN) | 28 | 10 | 10 | 26 | 35.7% | 38.5% | | [ABBV](https://nexustrade.io/stock/ABBV) | 27 | 15 | 15 | 20 | 55.6% | 75.0% | | [AMGN](https://nexustrade.io/stock/AMGN) | 26 | 10 | 10 | 21 | 38.5% | 47.6% | | [PG](https://nexustrade.io/stock/PG) | 26 | 2 | 2 | 22 | 7.7% | 9.1% | | [XOM](ht…
User: Create a strategy with the original top 100 stocks by market cap excluding BRK-A and GOOG (since we already have BRK-B and GOOGL). It should rebalance weighted by market cap every 90 days. We should filter to only include stocks below their 200 day SMA.
Aurora: **Description**: This portfolio implements a systematic, time‑based rebalancing strategy across the original top-100-by-market-cap universe (snapshot provided earlier) but explicitly excludes BRK-A and GOOG (we keep BRK-B and GOOGL). The portfolio starts with the default initial value of $10,000. Every 90 days the strategy re-evaluates the universe and rebalances the portfolio to hold only those stocks that are currently trading below their 200‑day simple moving average (i.e., Price < SimpleMovingAverage(asset, 200)). From that filtered subset, holdings are sized proportional to each stock’s market capitalization (market-cap weighting). The intent is to target large-cap names that are in extended pullbacks relative to their long-term trend while maintaining systematic discipline via a fixed 90‑day rebalancing cadence. Practical notes and execution details: - Universe (full list used at runtime — BRK-A and GOOG removed): NVDA, MSFT, AAPL, GOOGL, AMZN, META, AVGO, TSLA, BRK-B, WMT, JPM, ORCL, V, LLY, NFLX, MA, PLTR, XOM, COST, JNJ, HD, PG, BAC, ABBV, KO, GE, TMUS, CSCO, AMD, CVX, PM, WFC, GS, MS, ABT, CRM, IBM, MCD, AXP, DIS, T, PEP, INTU, MRK, CAT, UBER, C, GEV, VZ, BLK, TMO, BKNG,…
User: backtest year-to-date
User: What are the top 100 stocks by market cap as of 2022?
Aurora: Here’s a compact, easy-to-scan summary of the query results (top 100 by market cap as of the most‑recent price on-or-before 2022-12-31). I include every stock returned by the query in the table below and link each ticker to its Nexustrade page. | Ticker | Close (USD) | Market Cap (USD) | P/E (TTM) | P/S (TTM) | P/B (TTM) | Price Date | |---|---:|---:|---:|---:|---:|:---| | [AAPL](https://nexustrade.io/stock/AAPL) | 129.93 | 2,094,272,157,450 | 20.98 | 5.31 | 41.33 | 2022-12-30 | | [MSFT](https://nexustrade.io/stock/MSFT) | 239.82 | 1,795,052,700,000 | 25.72 | 8.84 | 10.34 | 2022-12-30 | | [GOOG](https://nexustrade.io/stock/GOOG) | 88.73 | 1,162,096,810,000 | 17.35 | 4.12 | 4.58 | 2022-12-30 | | [GOOGL](https://nexustrade.io/stock/GOOGL) | 88.23 | 1,155,548,310,000 | 17.25 | 4.10 | 4.56 | 2022-12-30 | | [AMZN](https://nexustrade.io/stock/AMZN) | 84.00 | 856,632,000,000 | 75.65 | 1.71 | 6.23 | 2022-12-30 | | [BRK-A](https://nexustrade.io/stock/BRK-A) | 468,710.96 | 684,192,855,773.68 | -573.51 | 2.69 | 1.50 | 2022-12-30 | | [BRK-B](https://nexustrade.io/stock/BRK-B) | 308.90 | 681,391,512,233.30 | -509.64 | 2.64 | 1.47 | 2022-12-30 | | [UNH](https://nexustrade.io/stock/UNH) | 530.18…
User: For the new list of stocks in 2022, create this strategy. Every month, rebalance the new 100 stocks by market cap excluding BRK-A and GOOG. Filter to only include * stocks below the 200 day SMA OR * we have positions in our portfolio and the positions percent gain is less than 10% Limit 7. The only condition is every 30 days
Aurora: **Description**: This portfolio implements a monthly rebalancing strategy that focuses on a filtered subset of the top 100 stocks by market capitalization as of 2022. The strategy explicitly excludes BRK-A and GOOG, retaining BRK-B and GOOGL to avoid redundant share classes. The portfolio starts with an initial value of $10,000. Every 30 days, the strategy evaluates the entire eligible universe of 98 stocks. It then filters these stocks based on a two-part condition: 1. **Value/Trend Filter**: The stock's current price is below its 200-day Simple Moving Average (SMA). This aims to identify stocks that are currently in a pullback or downtrend relative to their long-term average. 2. **Momentum/Loss Aversion Filter**: The portfolio currently holds a position in the stock, and that position's percentage gain is less than 10%. This allows the strategy to continue holding positions that are still in early stages of profit or are slightly down, preventing premature selling of potential winners or cutting losses too quickly. These two conditions are combined with an "OR" logic, meaning a stock will be considered if it meets *either* criterion. From the stocks that pass this filter, the st…
User: backtest from 01/01/2023 to today
Aurora: I'll create a backtest configuration for your "2022 Top 100 Market Cap Rebalance - SMA & Position Gain Filter" strategy from January 1, 2023, to today (August 13, 2025).