Shared agent run on NexusTrade
AI Bakeoff: Gemini 3.1 Flash Lite
Options trading strategy experiment using Gemini 3.1 Flash Lite (Score: 53)
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: To build a profitable options strategy that aims to double your $25,000 account while providing ongoing management, I will follow a research-first approach. We need to identify what works in the current regime before deploying capital. ### The Core Question Which options structure (e.g., bull call spreads, credit put spreads) for your watchlist stocks delivers the highest risk-adjusted returns on a $25,000 account, and is the goal of doubling the account realistic based on historical patterns? ### Plan **Step 1: Current Regime & Watchlist Analysis** I will query current market conditions (SPY/QQQ vs 200-day SMA, VIX level) and pull the latest options chain data for your watchlist to ensure our strike selection is grounded in current implied volatility. **Tool:** Stock Screener, Options Chain Viewer **Step 2: Create Mechanical-Only Candidate Portfolios** I will create 6-8 mechanical options portfolios testing competing hypotheses (e.g., Bull Call Spreads vs. Put Credit Spreads). * **Constraint:** `initialValue: 25000` (Hard limit for your account). * No LaunchAgent strategies here; we test the mechanical rules in historical simulation first. **Tool:** Create YAML Portfolios **Step…
User: What are the current price of SPY and QQQ, their current 200-day simple moving averages, and the current VIX level?
User: Create 6 portfolios, each with an initialValue of $25,000. 1) Bull Call Spread on NVDA, 2) Put Credit Spread on NVDA, 3) Bull Call Spread on AVGO, 4) Put Credit Spread on AVGO, 5) Bull Call Spread on META, 6) Put Credit Spread on META. All spreads should use a 30-45 DTE window, 5-point width, and a 10% allocation per position.
User: Backtest the following portfolios: 'NVDA Bull Call Spread', 'NVDA Put Credit Spread', 'AVGO Bull Call Spread', 'AVGO Put Credit Spread', 'META Bull Call Spread', and 'META Put Credit Spread'. Run each backtest across four regimes: 2022-01-01 to 2022-12-31, 2023-01-01 to 2023-12-31, 2024-01-01 to 2024-12-31, and 2025-01-01 to 2025-02-28.
Aurora: I have generated the backtest configurations for your six portfolios across the four requested market regimes (2022, 2023, 2024, and early 2025). This results in 24 total backtest runs.
User: Analyze the backtest results for the 6 portfolios ('NVDA Bull Call Spread', 'NVDA Put Credit Spread', 'AVGO Bull Call Spread', 'AVGO Put Credit Spread', 'META Bull Call Spread', 'META Put Credit Spread') across the four regimes (2022, 2023, 2024, 2025). Provide a summary of performance metrics including total return, Sharpe ratio, Sortino ratio, and max drawdown for each portfolio, and identify the top-performing strategy.
Aurora: ### Backtest Performance Summary The backtest results for the requested strategies (Bull Call Spreads and Put Credit Spreads on NVDA, AVGO, and META) across the four regimes (2022–2025) are summarized below. | Portfolio | Avg. Return | Avg. Sharpe | Avg. Max Drawdown | | :--- | :--- | :--- | :--- | | **NVDA Bull Call** | -75.66% | -2.45 | 79.01% | | **NVDA Put Credit** | -33.03% | -2.97 | 37.84% | | **AVGO Bull Call** | -85.69% | -3.00 | 85.89% | | **AVGO Put Credit** | -35.22% | -2.75 | 36.96% | | **META Bull Call** | -87.60% | -3.48 | 88.44% | | **META Put Credit** | -20.69% | -2.15 | 23.73% | ### Analysis of Results 1. **Systemic Underperformance:** Every single strategy tested resulted in significant capital erosion across all four regimes. The "Bull Call Spread" strategies were particularly catastrophic, frequently resulting in drawdowns exceeding 90%. 2. **Strategy Comparison:** The **Put Credit Spread** strategies consistently outperformed the Bull Call Spreads in terms of capital preservation, though they still failed to generate positive returns. 3. **Top Performer:** The **META Put Credit Spread** was the "least bad" performer, showing the lowest average drawdown (23.73%…
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User: ## Options Strategy Analysis & Feasibility Report I have completed the backtesting and analysis of the 6 mechanical options portfolios (Bull Call Spreads and Put Credit Spreads on NVDA, AVGO, and META) across four market regimes (2022–2025). ### Backtest Performance Summary | Portfolio | Avg. Return | Avg. Sharpe | Avg. Max Drawdown | | :--- | :--- | :--- | :--- | | **NVDA Bull Call** | -75.66% | -2.45 | 79.01% | | **NVDA Put Credit** | -33.03% | -2.97 | 37.84% | | **AVGO Bull Call** | -85.69% | -3.00 | 85.89% | | **AVGO Put Credit** | -35.22% | -2.75 | 36.96% | | **META Bull Call** | -87.60% | -3.48 | 88.44% | | **META Put Credit** | -20.69% | -2.15 | 23.73% | ### Goal Feasibility Assessment **Your goal of doubling the $25,000 account (100% annual return) is NOT feasible with these mechanical options strategies.** The tested configurations resulted in consistent capital erosion across all regimes. The 'META Put Credit Spread' was the most resilient, but it still failed to generate positive returns. Mechanical options trading on these high-beta stocks, using the tested parameters, is currently a high-risk approach that does not align with your objective of capital growth. ### Curr…
Aurora: ## Options Strategy Analysis & Feasibility Report I have completed the backtesting and analysis of the 6 mechanical options portfolios (Bull Call Spreads and Put Credit Spreads on NVDA, AVGO, and META) across four market regimes (2022–2025). ### Backtest Performance Summary | Portfolio | Avg. Return | Avg. Sharpe | Avg. Max Drawdown | | :--- | :--- | :--- | :--- | | **NVDA Bull Call** | -75.66% | -2.45 | 79.01% | | **NVDA Put Credit** | -33.03% | -2.97 | 37.84% | | **AVGO Bull Call** | -85.69% | -3.00 | 85.89% | | **AVGO Put Credit** | -35.22% | -2.75 | 36.96% | | **META Bull Call** | -87.60% | -3.48 | 88.44% | | **META Put Credit** | -20.69% | -2.15 | 23.73% | ### Goal Feasibility Assessment **Your goal of doubling the $25,000 account (100% annual return) is NOT feasible with these mechanical options strategies.** The tested configurations resulted in consistent capital erosion across all regimes. The 'META Put Credit Spread' was the most resilient, but it still failed to generate positive returns. Mechanical options trading on these high-beta stocks, using the tested parameters, is currently a high-risk approach that does not align with your objective of capital growth. ### Curr…