Shared agent run on NexusTrade
AI Bakeoff: Grok 4.20
Options trading strategy experiment using Grok 4.20 (Score: 4)
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** (user wants data to inform the strategy, mentions "current market conditions", has a quantitative goal of doubling $25k = 100% annual return, live-trading Public Portfolio intent, and "Monday at open" deployment). **Options exploration is mandatory for subagents** — I must spawn `optionsStrategy` subagents rather than handle directly or use the 5-step framework. **Key constraints from context:** - $25,000 account (hard constraint — do **not** inflate to $500k/$1M defaults) - Goal feasibility check required in final answer (average return across regimes vs 100% goal; flag if <50% of goal) - Current-Regime Eligibility Check for Monday open - Live-deployment augmentations: attach **one LaunchAgent portfolio monitor** (review/watchdog, not autonomous trader) at deploy time using Pattern B (addStrategies then deploy on winner's chatPortfolioId) - Prior knowledge exclusion list: avoid recreating failed volatility/iron-condor/bull-put on SPY/QQQ; favor tested promising structures like bull-call-spread on high-momentum names (NVDA, AVGO, META, etc.) - Use Stock Screener for regime analysis + Options Chain Viewer for curren…
User: Launching 2 subagents to explore strategies in parallel
User: Waiting for subagents to complete...
Aurora: All 2 subagents complete. **Subagent 1**: Research current market regime (VIX, SPY vs 200 SMA, IV on NVDA/META/AVGO/AMD). Perform historical RSI/IV analysis and breach rate calculations for 2022 bear and 2023 recovery. Then build and backtest 4-6 mechanical options portfolios using $25,000 initialValue exactly. Focus on momentum-driven 30-45 DTE 5-point wide bull call spreads on high-momentum AI/tech names (NVDA, AVGO, META, AMD preferred; avoid all excluded failed structures like iron condors or bull put spreads on SPY/QQQ). Use concrete OpenOption/CloseOption language with realistic sizing (max 10% buying power per position). Prioritize Sortino and Max Drawdown. Identify top 2-3 winners. - Status: completed - Summary: **Momentum-Driven Bull Call Spread Research & Backtesting ($25k Account)** User requested current market regime analysis (VIX, SPY vs 200 SMA, IV on NVDA/META/AVGO/AMD), historical RSI/IV + breach rate calculations for 2022 bear and 2023 recovery, followed by building and backtesting 4-6 mechanical **momentum-driven 30-45 DTE 5-point wide bull call spread** portfolios on NVDA, AVGO, META, AMD only. Strict constraints: exactly $25,000 initialValue, max 10% buying po…
User: ## Options Strategy for $25k Public Portfolio (Monday Open) **Current Regime Snapshot (from subagent research):** VIX elevated (~23-25 range implied), SPY trading near/below 200-day SMA in recent data, high IV on NVDA/META/AVGO/AMD (earnings-driven). Historical breach rates higher in 2023 recovery (50-69%) vs 2022 bear (16-43%). RSI at momentum entries typically 58-67. **Subagent Results Summary (2 optionsStrategy subagents completed):** - **Subagent 1 (Momentum Bull Call Spreads):** Tested 6 portfolios on NVDA/AVGO/META/AMD with 30-45 DTE 5-point wide bull call spreads, $25k initialValue, max 10% buying power. Most had zero trades or extreme turnover. **Conservative Stop Bull Call** was strongest in 2022 bear (+14.21%, Sortino 2.37, -5.01% Max DD) but inactive in 2024. SPY benchmark was most consistent. Higher-delta versions blew up (>100% DD). - **Subagent 2 (Mean-Reversion/IV Credit/Debit):** 3/4 portfolios produced **zero trades** (overly restrictive RSI<30 + IV filters). The only active one had catastrophic -69.3% Max DD / -67.7% return in 2022 bear (Sortino -3.03) despite strong 2023 (+293.9%). All avoided excluded failed structures. **Honest Labeling & Goal Feasibility:** A…
Aurora: ## Options Strategy for $25k Public Portfolio (Monday Open) **Current Regime Snapshot (from subagent research):** VIX elevated (~23-25 range implied), SPY trading near/below 200-day SMA in recent data, high IV on NVDA/META/AVGO/AMD (earnings-driven). Historical breach rates higher in 2023 recovery (50-69%) vs 2022 bear (16-43%). RSI at momentum entries typically 58-67. **Subagent Results Summary (2 optionsStrategy subagents completed):** - **Subagent 1 (Momentum Bull Call Spreads):** Tested 6 portfolios on NVDA/AVGO/META/AMD with 30-45 DTE 5-point wide bull call spreads, $25k initialValue, max 10% buying power. Most had zero trades or extreme turnover. **Conservative Stop Bull Call** was strongest in 2022 bear (+14.21%, Sortino 2.37, -5.01% Max DD) but inactive in 2024. SPY benchmark was most consistent. Higher-delta versions blew up (>100% DD). - **Subagent 2 (Mean-Reversion/IV Credit/Debit):** 3/4 portfolios produced **zero trades** (overly restrictive RSI<30 + IV filters). The only active one had catastrophic -69.3% Max DD / -67.7% return in 2022 bear (Sortino -3.03) despite strong 2023 (+293.9%). All avoided excluded failed structures. **Honest Labeling & Goal Feasibility:** A…