Shared agent run on NexusTrade
AI Bakeoff: MiMo v2 Pro
Options trading strategy experiment using MiMo v2 Pro (Score: 47)
User: Look at my watchlist and current market conditions, design a profitable options trading strategy that I should use at Monday at open. My goal is to double my $25,000 Public Portfolio live-trading account this year.
Aurora: This is a complex, high-stakes request that combines research, strategy design, and live deployment with a quantitative goal. I'll follow the Research-First Framework (Category 4b) to ensure the strategy is data-informed, then deploy it with a portfolio monitor. ### The Core Question Based on your watchlist and current market conditions, which options strategy structure (long calls, bull call spreads, put credit spreads, etc.) on the most promising underlyings gives the highest probability of doubling your $25,000 account this year, and is that goal realistic? ### Plan **Step 1: Fetch Your Watchlist** Retrieve your saved watchlist symbols to know which underlyings to focus on. **Tool:** Fetch User Watchlists **Step 2: Current Regime Analysis** Query current market conditions: SPY price vs 200-day SMA, VIX level, 14-day RSI on SPY and your watchlist stocks, recent realized volatility, and drawdown from highs. This answers "what is the market doing right now?" **Tool:** Stock Screener **Step 3: Historical Analogues & Forward Returns** Based on Step 2's regime metrics, search for historical periods with similar characteristics (e.g., VIX level, SPY distance from 200 SMA, RSI range).…
User: Retrieve all of my saved watchlists and their symbols to understand which stocks I'm tracking.
Aurora: Here **is** your **1** watchlist, in the same order as in the app: ### 1. All my favorites META (stock), GOOG (stock), NVDA (stock), BTC-USD (crypto), HOOD (stock), LLY (stock), SPY (stock), QQQ (stock), AMD (stock), AVGO (stock), TSM (stock), ANET (stock), GS (stock), DUOL (stock), XOM (stock), COP (stock), POWL (stock)
User: For SPY, NVDA, AVGO, AMD, META, LLY, QQQ, GOOG, ANET, and HOOD, provide the following current metrics as of today: (1) current price, (2) 200-day Simple Moving Average, (3) 14-day RSI, (4) 30-day Price Standard Deviation (realized volatility proxy), (5) percent drawdown from 52-week high, and (6) 30-day Price Rate of Change. Also provide the current VIX level. This will help assess the current market regime for options strategy selection.
User: Find historical periods (since 2018) where SPY's price was within ±5% of its 200-day Simple Moving Average AND the VIX was between 20 and 30. For each such period, calculate the average forward 30-day return for SPY and the average forward 30-day return for high-beta tech stocks (META, NVDA, AVGO, AMD). Also indicate whether long call options or bull call spreads would have been more profitable in those periods based on the magnitude of the moves.
User: Show me the 30-45 DTE options chain for META, AMD, NVDA, and AVGO. For each stock, I need: (1) ATM call and put pricing, (2) implied volatility (IV), (3) delta/gamma/theta for ATM options, (4) volume and open interest. Focus on the nearest expirations between 30-45 days out. This will help determine whether long calls or bull call spreads are more cost-effective for a $25,000 account.
Aurora: ## Options Chain: META **Underlying Price:** $574.78 **Data Source:** Brokerage ### 2026-05-08 (34 DTE) **Calls:** | Strike | Bid | Ask | Mid | Volume | OI | IV | Delta | |--------|-----|-----|-----|--------|----|----|-------| | $460.00 | $116.20 | $123.50 | $119.85 | 0 | 0 | N/A | N/A | | $470.00 | $108.50 | $113.70 | $111.10 | 2 | 1 | N/A | N/A | | $475.00 | $104.00 | $109.20 | $106.60 | 0 | 0 | N/A | N/A | | $480.00 | $100.95 | $104.00 | $102.47 | 5 | 0 | N/A | N/A | | $485.00 | $95.15 | $100.35 | $97.75 | 0 | 0 | N/A | N/A | | $490.00 | $90.80 | $96.00 | $93.40 | 1 | 1 | N/A | N/A | | $495.00 | $86.50 | $90.80 | $88.65 | 0 | 0 | 52.0% | 0.854 | | $500.00 | $82.30 | $86.40 | $84.35 | 1 | 1 | 51.3% | 0.842 | | $505.00 | $78.15 | $83.30 | $80.72 | 0 | 0 | 52.0% | 0.823 | | $510.00 | $73.75 | $77.35 | $75.55 | 0 | 0 | 49.2% | 0.817 | | $515.00 | $71.15 | $75.15 | $73.15 | 2 | 1 | 52.0% | 0.789 | | $520.00 | $66.25 | $69.95 | $68.10 | 20 | 2 | 49.3% | 0.780 | | $525.00 | $62.30 | $66.90 | $64.60 | 2 | 3 | 49.5% | 0.760 | | $530.00 | $58.80 | $64.10 | $61.45 | 2 | 47 | 50.1% | 0.738 | | $535.00 | $55.20 | $59.95 | $57.58 | 2 | 21 | 49.2% | 0.719 | | $540.00 | $53.70 | $54.20 | $53.9…
User: Create 6 options trading portfolios for a $25,000 account, each with initialValue 25000. All portfolios should use a regime filter: only enter when SPY price is above its 200-day simple moving average. Portfolio 1 - 'META Long Call (Regime Filtered)': OpenOption: buy 1 ATM call on META, 30-45 DTE, 1 contract, when SPY > 200 SMA AND RSI(META) < 58. CloseOption: take profit at 50% OR stop loss at -30% OR close at 7 DTE. Portfolio 2 - 'NVDA Long Call (Regime Filtered)': OpenOption: buy 1 ATM call on NVDA, 30-45 DTE, 1 contract, when SPY > 200 SMA AND RSI(NVDA) < 58. CloseOption: take profit at 50% OR stop loss at -30% OR close at 7 DTE. Portfolio 3 - 'AMD Long Call (Regime Filtered)': OpenOption: buy 1 ATM call on AMD, 30-45 DTE, 1 contract, when SPY > 200 SMA AND RSI(AMD) < 58. CloseOption: take profit at 50% OR stop loss at -30% OR close at 7 DTE. Portfolio 4 - 'META Bull Call Spread (Regime Filtered)': OpenOption: bull call spread on META, long ATM call + short 5% OTM call, 30-45 DTE, 1 contract, when SPY > 200 SMA AND RSI(META) < 58. CloseOption: take profit at 50% OR stop loss at -30% OR close at 7 DTE. Portfolio 5 - 'NVDA Bull Call Spread (Regime Filtered)': OpenOption: bull ca…
Aurora: Here's a summary of the 6 portfolios created: | # | Portfolio | Structure | Underlying | Entry Logic | |---|-----------|-----------|------------|-------------| | 1 | META Long Call | Long ATM Call | META | SPY > 200 SMA + RSI < 58 | | 2 | NVDA Long Call | Long ATM Call | NVDA | SPY > 200 SMA + RSI < 58 | | 3 | AMD Long Call | Long ATM Call | AMD | SPY > 200 SMA + RSI < 58 | | 4 | META Bull Call Spread | ATM Long + 5% OTM Short | META | SPY > 200 SMA + RSI < 58 | | 5 | NVDA Bull Call Spread | ATM Long + 5% OTM Short | NVDA | SPY > 200 SMA + RSI < 58 | | 6 | Multi-Stock Long Calls | Dynamic lowest-RSI pick | META/NVDA/AMD | SPY > 200 SMA + RSI < 55 | **Key design notes:** - **Regime filter**: All portfolios require SPY > 200-day SMA (currently $662.58 vs SPY at $655.83 — **SPY is currently BELOW its 200 SMA**, so no entries will trigger until SPY recovers above it) - **RSI filter**: Entries require RSI < 58 (oversold pullback zone) to avoid chasing strength - **Position gating**: `OptionSpreadCount` prevents opening duplicate positions - **Exit rules**: 50% take profit, -30% stop loss, and 7 DTE near-expiry close — each as separate CloseOption strategies - **$25k account sizing**: 1…
User: Backtest the following 6 portfolios across 4 distinct periods. Use SPY as the benchmark. Portfolios: META Long Call (Regime Filtered), NVDA Long Call (Regime Filtered), AMD Long Call (Regime Filtered), META Bull Call Spread (Regime Filtered), NVDA Bull Call Spread (Regime Filtered), Multi-Stock Long Calls (Regime Filtered). Test periods: (1) Jan 2022 - Dec 2022, (2) Jan 2023 - Dec 2023, (3) Jan 2024 - Dec 2024, (4) Jan 2025 - Apr 2025. Each portfolio starts with $25,000.
User: Analyze the backtest results for the 6 options portfolios that were just tested across 4 periods (2022, 2023, 2024, 2025-present). I need a comprehensive summary including total return, Sortino ratio, max drawdown, and number of trades for each portfolio in each period. Compare against the SPY benchmark. Identify which portfolio performed best overall considering risk-adjusted returns and worst-case drawdown.
Aurora: ## Comprehensive Backtest Analysis: 6 Options Portfolios vs. SPY Benchmark ### 1. Performance Summary by Period #### **2022 — Bear Market Stress Test** | Portfolio | Return | Sortino | Max Drawdown | Win Rate | Profit Factor | |-----------|--------|---------|--------------|----------|---------------| | META Long Call | -11.2% | -1.50 | -15.0% | 36.8% | 0.41 | | NVDA Long Call | -66.8% | -3.25 | -67.2% | 13.5% | 0.08 | | AMD Long Call | -46.3% | -3.50 | -46.8% | 0.0% | 0.00 | | META Bull Call Spread | -5.6% | -1.96 | -5.6% | 39.0% | 0.58 | | NVDA Bull Call Spread | -22.5% | -3.90 | -22.5% | 30.3% | 0.41 | | Multi-Stock Long Calls | -46.3% | -2.93 | -46.9% | 17.0% | 0.15 | | **SPY Benchmark** | **-18.4%** | **-1.00** | **-24.5%** | — | — | #### **2023 — AI Bull Run** | Portfolio | Return | Sortino | Max Drawdown | Win Rate | Profit Factor | |-----------|--------|---------|--------------|----------|---------------| | META Long Call | **+109.9%** | **4.70** | -17.0% | 81.5% | 2.94 | | NVDA Long Call | +97.7% | 2.99 | -31.2% | 70.6% | 1.77 | | AMD Long Call | -27.5% | -1.03 | -47.1% | 59.7% | 0.82 | | META Bull Call Spread | -11.5% | -2.05 | -13.8% | 56.0% | 1.39 | | NVDA Bull Call Spr…
User: ## Final Results: Options Strategy Exploration for $25,000 Account ### What Was Tested I created and backtested 6 regime-filtered options portfolios across 4 distinct market periods (2022 bear, 2023 AI bull, 2024 trend, 2025 YTD): | Portfolio | Structure | Underlying(s) | |-----------|-----------|---------------| | META Long Call | ATM Long Call | META | | NVDA Long Call | ATM Long Call | NVDA | | AMD Long Call | ATM Long Call | AMD | | META Bull Call Spread | ATM Long + 5% OTM Short | META | | NVDA Bull Call Spread | ATM Long + 5% OTM Short | NVDA | | Multi-Stock Long Calls | Dynamic lowest-RSI pick | META/NVDA/AMD | All portfolios used: SPY > 200 SMA regime filter, RSI < 58 entry trigger, 50% take-profit / -30% stop-loss exits, 1 contract per entry, $25,000 starting capital. --- ### Cumulative Results (2022–2025 YTD) | Portfolio | Cumulative Return | Worst Max Drawdown | Avg Sortino | |-----------|-------------------|--------------------| ------------| | META Bull Call Spread | **-32.5%** | -27.8% | -1.65 | | NVDA Bull Call Spread | **-23.5%** | -46.6% | -1.95 | | META Long Call | -93.7% | -91.6% | -0.70 | | NVDA Long Call | -70.3% | -84.0% | -0.30 | | AMD Long Call | -99.4% | -…
Aurora: ## Final Results: Options Strategy Exploration for $25,000 Account ### What Was Tested I created and backtested 6 regime-filtered options portfolios across 4 distinct market periods (2022 bear, 2023 AI bull, 2024 trend, 2025 YTD): | Portfolio | Structure | Underlying(s) | |-----------|-----------|---------------| | META Long Call | ATM Long Call | META | | NVDA Long Call | ATM Long Call | NVDA | | AMD Long Call | ATM Long Call | AMD | | META Bull Call Spread | ATM Long + 5% OTM Short | META | | NVDA Bull Call Spread | ATM Long + 5% OTM Short | NVDA | | Multi-Stock Long Calls | Dynamic lowest-RSI pick | META/NVDA/AMD | All portfolios used: SPY > 200 SMA regime filter, RSI < 58 entry trigger, 50% take-profit / -30% stop-loss exits, 1 contract per entry, $25,000 starting capital. --- ### Cumulative Results (2022–2025 YTD) | Portfolio | Cumulative Return | Worst Max Drawdown | Avg Sortino | |-----------|-------------------|--------------------| ------------| | META Bull Call Spread | **-32.5%** | -27.8% | -1.65 | | NVDA Bull Call Spread | **-23.5%** | -46.6% | -1.95 | | META Long Call | -93.7% | -91.6% | -0.70 | | NVDA Long Call | -70.3% | -84.0% | -0.30 | | AMD Long Call | -99.4% | -…