Shared agent run on NexusTrade
AI Bakeoff: Kimi K2.5
Options trading strategy experiment using Kimi K2.5 (Score: 5)
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 Category 4b (Research-Then-Design) options exploration with live-deployment intent. You want me to research your watchlist and current market conditions, then design a profitable options strategy for Monday open with the goal of doubling your $25,000 account this year. Per the LIVE-DEPLOYMENT AUGMENTATIONS rules, I must follow a research-first approach, test mechanical-only candidates, then deploy the winner with a LaunchAgent monitor attached. ### The Core Question Based on your watchlist and current market conditions, which options structure and underlying selection approach can realistically deliver strong risk-adjusted returns on a $25,000 account, and is doubling the account in a year achievable? ### Plan **Step 1: Fetch Your Watchlist and Current Holdings** Retrieve your saved watchlist symbols and current Public Portfolio positions to understand what you're already tracking and holding. **Tool:** Fetch User Watchlists, Fetch User Portfolios **Step 2: Current Market Regime Analysis** Query current market conditions: SPY/QQQ price vs 50/200-day SMA, VIX level, sector momentum (tech, healthcare, energy), and recent realized volatility. This informs which options stru…
User: Fetch my saved watchlists to see which stocks I'm currently tracking, and fetch my Public Portfolio to see my current positions and allocation.
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: Fetch my Public Portfolio to see my current positions and allocation.
Aurora: I can see your Public Portfolio is already deployed with a mean-reversion options strategy (bull call spreads on QQQ, META, LLY, NVDA, AVGO), but it currently has **zero positions** — meaning no trades have triggered yet under your current filters. Let me now analyze current market conditions to see if your strategy is ARMED-BUT-INACTIVE or if conditions are approaching trigger levels. ## Step 2: Current Market Regime Analysis Let me check where SPY, QQQ, and your watchlist stocks stand relative to key technical levels, plus VIX/VXX conditions. </think> <|tool_calls_section_begin|> <|tool_call_begin|> functions.Stock_Screener:0 <|tool_call_argument_begin|> <|tool_call_end|> <|tool_calls_section_end|>
User: Analyze current market conditions for SPY, QQQ, META, NVDA, AVGO, LLY, and VXX. I need: current price vs 50-day and 200-day SMA, 14-day RSI, 20-day Bollinger Band position, 30-day realized volatility, and VIX/VXX levels. This will inform which options structures are appropriate for Monday open.
User: Pull 30-45 DTE option chains for NVDA, AVGO, META, and LLY. Show me the implied volatility levels, bid-ask spreads, and delta for ATM and 5% OTM calls. This will help assess liquidity and current pricing for bull call spreads on these names.
Aurora: ## Options Chain: NVDA **Underlying Price:** $176.70 **Data Source:** Brokerage ### 2026-05-08 (33 DTE) **Calls:** | Strike | Bid | Ask | Mid | Volume | OI | IV | Delta | |--------|-----|-----|-----|--------|----|----|-------| | $145.00 | $33.00 | $34.35 | $33.67 | 26 | 51 | N/A | N/A | | $150.00 | $28.55 | $29.65 | $29.10 | 34 | 89 | N/A | N/A | | $155.00 | $24.10 | $24.85 | $24.48 | 2 | 126 | 47.5% | 0.846 | | $160.00 | $19.90 | $20.60 | $20.25 | 33 | 161 | 45.2% | 0.797 | | $165.00 | $16.00 | $16.50 | $16.25 | 16 | 482 | 42.8% | 0.736 | | $170.00 | $12.60 | $12.75 | $12.68 | 139 | 557 | 41.1% | 0.659 | | $175.00 | $9.35 | $9.45 | $9.40 | 404 | 823 | 38.9% | 0.570 | | $180.00 | $6.55 | $6.65 | $6.60 | 634 | 1233 | 36.8% | 0.470 | | $185.00 | $4.30 | $4.45 | $4.38 | 1726 | 1437 | 35.1% | 0.365 | | $190.00 | $2.69 | $2.73 | $2.71 | 1005 | 2106 | 33.6% | 0.264 | | $195.00 | $1.58 | $1.63 | $1.60 | 2225 | 1787 | 32.7% | 0.179 | | $200.00 | $0.90 | $0.94 | $0.92 | 511 | 1474 | 32.1% | 0.116 | | $205.00 | $0.52 | $0.55 | $0.54 | 325 | 1178 | 32.2% | 0.073 | | $210.00 | $0.31 | $0.35 | $0.33 | 237 | 385 | 32.8% | 0.048 | ### 2026-05-15 (40 DTE) **Calls:** | Strike | Bid | Ask | Mid | V…
User: Based on the research completed (watchlist: META, GOOG, NVDA, BTC, HOOD, LLY, SPY, QQQ, AMD, AVGO, TSM, ANET, GS, DUOL, XOM, COP, POWL; current market: SPY below 200-day SMA at $655.83 vs $662.58, VIX elevated at 23.87, all major tech names oversold with RSI 40-47; options chains show workable liquidity for 30-45 DTE bull call spreads), create 6-8 mechanical options portfolio candidates for backtesting. Test these hypotheses: (1) Mean-reversion bull call spreads on oversold tech leaders (NVDA, AVGO, META, LLY) with RSI < 40 or price below Bollinger Band, 30-45 DTE, 1.5% allocation per position, 50% TP / -30% SL; (2) Momentum-driven long calls on strongest relative strength names with SPY > 200 SMA filter; (3) Volatility-adjusted iron condors on QQQ if VIX > 20; (4) Dynamic selection from watchlist top 3 by 30-day momentum; (5) Concentrated NVDA/AVGO mean-reversion with higher 3% allocation; (6) Multi-underlying balanced approach with 1% each across 4 names. Use $25,000 initialPortfolioValue exactly. No LaunchAgent strategies in candidates.
Aurora: I'll create 6-8 mechanical options portfolio candidates for backtesting based on your research. These will test competing hypotheses without LaunchAgent strategies, using $25,000 initialPortfolioValue exactly.
User: Backtest the 8 mechanical options portfolio candidates across multiple market regimes: Jan 2022–Dec 2022 (bear market), Jan 2023–Dec 2023 (recovery), Jan 2024–Dec 2024 (continued trend), and Jan 2025–present (current regime). Use SPY and QQQ buy-and-hold as benchmarks. Portfolio IDs to test: 69d332af401165fca51c2188, 69d332af401165fca51c2189, 69d332af401165fca51c218a, 69d332af401165fca51c218b, 69d332af401165fca51c218c, 69d332af401165fca51c218d, 69d332af401165fca51c218e, 69d332af401165fca51c218f.
User: Read the backtest results for all 8 mechanical options portfolio candidates across the four market regimes. I need to identify the winner by Sortino ratio and consistency, flag any 0-trade portfolios, and get the detailed performance metrics for each strategy.
Aurora: Based on my analysis of the 8 mechanical options portfolio candidates across four market regimes, here are the key findings: ## Backtest Summary Table | Portfolio | 2022 Bear | 2023 Recovery | 2024 Trend | 2025-Present | Avg Sortino | Trades? | |-----------|-----------|---------------|------------|--------------|-------------|---------| | **MR-Tech-Leaders-1.5pct** | -70.8% (-6.53) | -40.9% (-3.97) | -27.8% (-1.45) | 0% (-23.5) | **-8.84** | ✅ Yes | | **Momentum-LongCalls-SPY-Filter** | +1.5% (+6.47) | 0% (-23.3) | 0% (-23.4) | 0% (-23.5) | **-15.9** | ⚠️ 1 trade only | | **VIX-IronCondors-QQQ** | 0% (-23.4) | 0% (-23.3) | 0% (-23.4) | 0% (-23.5) | **-23.4** | ❌ **ZERO TRADES** | | **Dynamic-Momentum-Top3** | -46.1% (-3.46) | -45.8% (-4.63) | -21.8% (-1.50) | -24.1% (-3.04) | **-3.16** | ✅ Yes | | **Concentrated-NVDA-AVGO-3pct** | -90.6% (-2.98) | -57.7% (-4.24) | -27.0% (-2.66) | -19.2% (-0.01) | **-2.47** | ✅ Yes | | **Balanced-4Name-1pct** | -60.2% (-3.30) | -26.8% (-4.91) | -18.5% (-1.97) | 0% (-23.5) | **-8.42** | ✅ Yes | | **Hybrid-MR-Momentum** | -47.2% (-3.82) | -42.2% (-3.43) | -20.4% (-3.00) | 0% (-23.5) | **-8.44** | ✅ Yes | | **Aggressive-MR-WideStops** | -75.1% (-2.41…
User: Attach a LaunchAgent portfolio monitor to the winning portfolio chatPortfolioId 69d332af401165fca51c218f (Aggressive-MR-WideStops). The monitor should review positions weekly on Mondays and when SPY crosses below its 200-day SMA, proposing defensive actions for user approval.
Aurora: Added 1 strategy to "Aggressive-MR-WideStops": Launch AI Agent: "Review this portfolio's open positions. Check SPY vs its 200-day SMA, aggregate portfolio drawdown, and individual position P&L. If conditions suggest defensive action or a regime flip, propose specific closes for user approval. Otherwise, report status." when Days Since Agent ≥ Constant 1 and Day = Constant 1 or SPY last price crosses below 200 Day SPY SMA = Constant 1
User: Deploy chat portfolio '69d332af401165fca51c218f' (Aggressive-MR-WideStops, now augmented with a LaunchAgent portfolio monitor) as a paper-trading portfolio. The portfolio now carries both mechanical options rules AND the LaunchAgent monitor.
Aurora: Deployed "Aggressive-MR-WideStops" — now active and evaluating strategies.
User: ## Aggressive-MR-WideStops — DEPLOYED as Paper-Trading Your options strategy is now live in paper-trading mode. Here's the complete summary: --- ### Strategy Configuration | Parameter | Setting | |-----------|---------| | **Portfolio Name** | Aggressive-MR-WideStops | | **Portfolio ID** | `69d33414401165fca51c4b97` | | **Account Size** | $25,000 (your exact stated amount) | | **Structure** | Bull call spreads (35-delta long / 15-delta short) | | **Underlyings** | NVDA, AVGO, META, LLY | | **Entry Trigger** | 14-day RSI < 45 | | **Allocation** | 2% per position (max ~8% total exposure) | | **Profit Target** | 75% | | **Stop Loss** | -50% | | **DTE Exit** | 14 days to expiration | --- ### Backtest Performance Summary | Regime | Return | Sortino | Trades | |--------|--------|---------|--------| | 2022 Bear | -75.1% | -2.41 | Yes | | 2023 Recovery | -42.2% | -4.45 | Yes | | 2024 Trend | -6.2% | -2.59 | Yes | | 2025-Present | -6.5% | -0.18 | Yes | | **Average** | **-32.5%** | **-2.41** | **Consistent** | **This was the BEST performing strategy** by Sortino ratio among the 8 candidates — though notably, all strategies lost money in backtests. --- ### ⚠️ Goal Feasibility — CRITICAL GAP |…
Aurora: ## Aggressive-MR-WideStops — DEPLOYED as Paper-Trading Your options strategy is now live in paper-trading mode. Here's the complete summary: --- ### Strategy Configuration | Parameter | Setting | |-----------|---------| | **Portfolio Name** | Aggressive-MR-WideStops | | **Portfolio ID** | `69d33414401165fca51c4b97` | | **Account Size** | $25,000 (your exact stated amount) | | **Structure** | Bull call spreads (35-delta long / 15-delta short) | | **Underlyings** | NVDA, AVGO, META, LLY | | **Entry Trigger** | 14-day RSI < 45 | | **Allocation** | 2% per position (max ~8% total exposure) | | **Profit Target** | 75% | | **Stop Loss** | -50% | | **DTE Exit** | 14 days to expiration | --- ### Backtest Performance Summary | Regime | Return | Sortino | Trades | |--------|--------|---------|--------| | 2022 Bear | -75.1% | -2.41 | Yes | | 2023 Recovery | -42.2% | -4.45 | Yes | | 2024 Trend | -6.2% | -2.59 | Yes | | 2025-Present | -6.5% | -0.18 | Yes | | **Average** | **-32.5%** | **-2.41** | **Consistent** | **This was the BEST performing strategy** by Sortino ratio among the 8 candidates — though notably, all strategies lost money in backtests. --- ### ⚠️ Goal Feasibility — CRITICAL GAP |…