Shared agent run

AI Bakeoff: GPT-5.4-mini

Options trading strategy experiment using GPT-5.4-mini (Score: 1)

Open interactive viewStart a new chat

Read the conversation below. Open the interactive view for charts, attachments, and continuing this run.

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

You want a research-first options plan for your $25,000 Public Portfolio, using your watchlist and current market conditions, with a goal of doubling the account this year and deploying the strategy for Monday at open with ongoing monitoring. I’ll structure this as a data-driven options exploration and deployment plan, while respecting your capital constraint and your prior tested-results exclusion list.

Plan

  1. Fetch your watchlist and identify the tradable names to research — use Fetch User Watchlists to load the symbols on your watchlist, then exclude anything already known to be over-tested or failed from your prior knowledge list. This step is only to ground the research universe; I will not pre-commit to any options structure yet.
    Tool: Fetch User Watchlists

  2. Research current market conditions and options context — use Stock Screener to check the present regime for SPY/QQQ, VIX, realized volatility, trend state, and whether the market is in a bull, bear, or choppy phase. Then use Options Chain Viewer on the watchlist names that look most relevant to inspect live 30-45 DTE pricing, IV, Greeks, and contract availability.
    Tools: Stock Screener, Options Chain Viewer

  3. Use the research to design and backtest multiple candidate options structures — based on the regime and chain data, create several mechanical-only options portfolios sized for a $25,000 account, favoring structures that can realistically be deployed with small capital and multiple monthly entries. Because your account is small for expensive underlyings, prioritize defined-risk structures and avoid any setup that would rely on impossible sizing or undefined-risk short premium. Include the right take-profit / stop-loss exits for each candidate.
    Tool: Create YAML Portfolios

  4. Stress-test the candidates across multiple regimes — backtest the portfolios across at least a bear regime, a recovery regime, and a trend regime so we can separate structural edge from recency bias. Since this is options exploration with a 100% annual goal, I will compare candidates on Sortino ratio and max drawdown first, then total return.
    Tool: Backtest Portfolios

  5. Analyze the results and choose the best candidate — review which structure performs best across regimes, and identify the top portfolio that balances upside potential with survivability for a $25,000 account. If any candidate has zero trades, I will immediately widen the relevant thresholds and rerun rather than discard the idea too early.
    Tool: Read Backtest

  6. Goal Feasibility Check — compare the winning portfolio’s average return across regimes against your stated goal of doubling the account this year. If the average is less than half of that goal, I will explicitly flag the gap and present the realistic expected return versus the target instead of overstating the result.
    Tool: Read Backtest

  7. Add a portfolio monitor for ongoing oversight — because you want the portfolio to be watched over time, I will append one LaunchAgent monitor to the winning portfolio after the mechanical strategy is selected. The monitor will review the positions, current regime, and open risk, and report whether conditions have changed enough to warrant action. It will not be the primary trading engine.
    Tool: Edit Portfolio

  8. Deploy for Monday at open and verify current-regime eligibility — deploy the final augmented portfolio to your Public Portfolio and confirm whether the winning strategy is ACTIVE or ARMED-BUT-INACTIVE based on current market conditions. I will explicitly state whether it is expected to trigger at Monday’s open or whether it is waiting for its entry filter to flip.
    Tool: Edit Portfolio

Note: I will keep the plan aligned with your $25,000 account size, use your watchlist as the research universe, and respect your prior tested-results exclusions so we do not waste time repeating known failures.

User

Load my saved watchlists and symbols so I can choose the tradable options research universe for my $25,000 Public Portfolio. I need the watchlist names, ids, and symbols.

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

Use the user's saved watchlist as the options research universe for a $25,000 Public Portfolio. Do a single, resource-efficient research pass that combines: (1) current market regime check for SPY/QQQ and VIX, (2) live options chain review for the watchlist names most suitable for Monday-at-open deployment, and (3) identify the best candidate under the prior constraints and exclusion list. Do not repeat previously failed structures. Focus on a simple, deployable, defined-risk options strategy that can plausibly be funded in a $25,000 account, with emphasis on max drawdown and Sortino ratio. If the current regime is unfavorable for the preferred setup, state that clearly and return the best viable alternative for Monday at open.

Aurora

Error executing action: Cannot read properties of null (reading 'processResponse')

User

Current market regime check for Monday-at-open options deployment using the user's saved watchlist as the research universe for a $25,000 Public Portfolio. Please return: (1) SPY and QQQ current trend/regime versus their 200-day SMAs and current VIX level, (2) live options chain snapshots for the most suitable watchlist names for a simple defined-risk strategy on Monday at open, prioritizing the names most likely to be fundable in a $25,000 account, and (3) identify the single best candidate that does not repeat previously failed structures in the exclusion list. Favor max drawdown and Sortino ratio over total return. If the regime is unfavorable for the preferred setup, state that clearly and provide the best viable alternative for Monday at open.

Aurora

Options Chain: SPY

Underlying Price: $655.92
Data Source: Brokerage

2026-04-06 (1 DTE)

Calls:

Strike Bid Ask Mid Volume OI IV Delta
$525.00 $129.53 $132.34 $130.94 2 2 N/A N/A
$530.00 $124.53 $127.35 $125.94 0 0 N/A N/A
$535.00 $119.53 $122.35 $120.94 0 0 N/A N/A
$540.00 $114.53 $117.35 $115.94 0 0 N/A N/A
$545.00 $109.53 $112.35 $110.94 0 0 N/A N/A
$550.00 $104.53 $107.35 $105.94 0 0 N/A N/A
$555.00 $99.54 $102.35 $100.94 0 0 N/A N/A
$560.00 $94.54 $97.35 $95.94 0 0 N/A N/A
$565.00 $89.54 $92.36 $90.95 2 0 N/A N/A
$570.00 $84.54 $87.36 $85.95 9 8 N/A N/A
$575.00 $79.54 $82.36 $80.95 0 0 N/A N/A
$580.00 $74.55 $77.36 $75.95 9 8 N/A N/A
$585.00 $69.55 $71.74 $70.64 53 1 N/A N/A
$590.00 $64.55 $67.37 $65.96 58 10 N/A N/A
$595.00 $59.56 $62.37 $60.97 4 4 N/A N/A
$600.00 $54.55 $56.24 $55.39 96 11 N/A N/A
$601.00 $53.56 $56.38 $54.97 10 2 N/A N/A
$602.00 $52.56 $55.38 $53.97 0 0 N/A N/A
$603.00 $51.57 $54.38 $52.98 2 4 N/A N/A
$604.00 $50.57 $53.38 $51.98 1 1 N/A N/A
$605.00 $49.57 $52.38 $50.98 1 7 N/A N/A
$606.00 $48.57 $51.39 $49.98 0 0 N/A N/A
$607.00 $47.57 $50.39 $48.98 8 0 N/A N/A
$608.00 $46.57 $49.39 $47.98 8 4 N/A N/A
$609.00 $45.57 $48.39 $46.98 0 0 N/A N/A
$610.00 $44.57 $47.39 $45.98 41 11 N/A N/A
$611.00 $43.58 $46.40 $44.99 2 6 N/A N/A
$612.00 $42.57 $45.40 $43.98 9 5 N/A N/A
$613.00 $41.58 $44.40 $42.99 10 1 N/A N/A
$614.00 $40.59 $43.40 $42.00 2 1 N/A N/A
$615.00 $39.59 $42.41 $41.00 2 6 N/A N/A
$616.00 $38.59 $41.41 $40.00 2 1 N/A N/A
$617.00 $37.60 $40.41 $39.00 2 0 N/A N/A
$618.00 $36.59 $39.42 $38.01 1 0 58.7% 0.992
$619.00 $35.61 $38.42 $37.02 2 2 58.8% 0.990
$620.00 $35.88 $36.24 $36.06 110 195 62.3% 0.984
$621.00 $33.62 $36.43 $35.02 2 31 57.1% 0.988
$622.00 $33.87 $34.23 $34.05 21 567 58.3% 0.985
$623.00 $32.88 $33.25 $33.06 7 9 58.1% 0.982
$624.00 $31.91 $32.27 $32.09 13 4 58.4% 0.979
$625.00 $30.92 $31.25 $31.09 1 32 56.4% 0.979
$626.00 $29.91 $30.28 $30.09 37 196 55.5% 0.977
$627.00 $28.92 $29.29 $29.11 20 7 54.6% 0.975
$628.00 $27.94 $28.30 $28.12 54 113 53.8% 0.973
$629.00 $26.96 $27.32 $27.14 52 62 53.2% 0.969
$630.00 $26.02 $26.34 $26.18 171 322 53.5% 0.963
$631.00 $25.04 $25.36 $25.20 48 285 52.6% 0.960
$632.00 $24.07 $24.39 $24.23 42 580 52.0% 0.955
$633.00 $23.10 $23.42 $23.26 95 607 51.3% 0.950
$634.00 $22.11 $22.45 $22.28 36 822 50.1% 0.947
$635.00 $21.18 $21.50 $21.34 202 1481 50.1% 0.938
$636.00 $20.22 $20.54 $20.38 98 541 49.3% 0.932
$637.00 $19.23 $19.60 $19.41 89 594 48.3% 0.925
$638.00 $18.34 $18.66 $18.50 361 1124 48.3% 0.914
$639.00 $17.38 $17.73 $17.55 286 726 47.5% 0.905
$640.00 $16.55 $16.72 $16.63 1325 3443 47.0% 0.894
$641.00 $15.65 $15.82 $15.73 382 594 46.7% 0.880
$642.00 $14.75 $14.92 $14.84 951 1107 46.1% 0.866
$643.00 $13.87 $14.04 $13.95 275 1872 45.7% 0.851
$644.00 $13.00 $13.17 $13.09 1168 666 45.2% 0.834
$645.00 $12.14 $12.31 $12.23 3806 20831 44.7% 0.816
$646.00 $11.31 $11.47 $11.39 14568 1062 44.2% 0.795
$647.00 $10.49 $10.65 $10.57 7647 1223 43.7% 0.774
$648.00 $9.69 $9.85 $9.77 5580 1601 43.2% 0.750
$649.00 $8.91 $9.08 $9.00 6651 1328 42.7% 0.725
$650.00 $8.16 $8.32 $8.24 14394 4604 42.2% 0.698
$651.00 $7.43 $7.59 $7.51 8334 2161 41.7% 0.669
$652.00 $6.73 $6.88 $6.80 6868 1699 41.1% 0.639
$654.00 $5.40 $5.53 $5.46 38281 2940 39.8% 0.574
$655.00 $4.84 $4.88 $4.86 63540 4113 39.3% 0.538
$656.00 $4.26 $4.29 $4.28 25456 2722 38.7% 0.502
$657.00 $3.71 $3.74 $3.73 15079 3913 38.0% 0.464
$658.00 $3.19 $3.22 $3.21 19794 2545 37.3% 0.425
$659.00 $2.72 $2.75 $2.74 15756 1432 36.6% 0.386
$660.00 $2.28 $2.31 $2.29 38590 4428 35.9% 0.346
$661.00 $1.89 $1.92 $1.90 16414 4238 35.2% 0.307
$662.00 $1.54 $1.57 $1.56 17247 3599 34.5% 0.268
$663.00 $1.24 $1.26 $1.25 12865 2098 33.8% 0.230
$664.00 $0.98 $1.00 $0.99 14221 1703 33.1% 0.195
$665.00 $0.77 $0.78 $0.78 28830 6931 32.6% 0.163
$666.00 $0.60 $0.61 $0.60 9737 2508 32.2% 0.135
$667.00 $0.45 $0.47 $0.46 8634 1187 31.7% 0.109
$668.00 $0.34 $0.36 $0.35 12586 1762 31.4% 0.087
$669.00 $0.26 $0.27 $0.27 5602 1487 31.2% 0.069
$670.00 $0.19 $0.20 $0.20 18220 7333 30.9% 0.054
$671.00 $0.14 $0.15 $0.15 5058 3866 30.8% 0.042
$672.00 $0.11 $0.12 $0.11 6725 2085 31.1% 0.034
$673.00 $0.08 $0.09 $0.08 5340 1999 31.0% 0.026
$674.00 $0.06 $0.07 $0.07 3157 2059 31.2% 0.020
$675.00 $0.04 $0.06 $0.05 8275 4870 31.4% 0.016
$676.00 $0.03 $0.04 $0.04 2070 2253 31.2% 0.012
$677.00 $0.03 $0.04 $0.04 1036 1271 32.5% 0.011
$678.00 $0.02 $0.03 $0.03 1590 2336 32.5% 0.008
$679.00 $0.02 $0.03 $0.03 2072 2573 33.7% 0.008
$680.00 $0.02 $0.03 $0.03 6583 7115 35.0% 0.008
$681.00 $0.01 $0.02 $0.01 3743 1347 34.2% 0.005
$682.00 $0.01 $0.02 $0.01 1264 3089 35.4% 0.005
$683.00 $0.01 $0.02 $0.01 499 1934 36.6% 0.005
$684.00 $0.01 $0.02 $0.01 290 1790 37.7% 0.005
$685.00 $0.01 $0.02 $0.01 500 2724 38.9% 0.004
$686.00 $0.01 $0.02 $0.01 384 1281 40.1% 0.004
$687.00 $0.01 $0.02 $0.01 616 452 41.2% 0.004
$688.00 $0.00 $0.01 $0.01 1334 408 38.1% 0.002
$689.00 $0.00 $0.01 $0.01 2726 224 39.2% 0.002
$690.00 $0.00 $0.01 $0.01 2054 2109 40.3% 0.002
$691.00 $0.00 $0.01 $0.01 187 1142 41.3% 0.002
$692.00 $0.00 $0.01 $0.01 539 1346 42.3% 0.001
$693.00 $0.00 $0.01 $0.01 168 273 43.4% 0.001
$694.00 $0.01 $0.01 $0.01 122 1385 47.3% 0.003
$695.00 $0.00 $0.01 $0.01 89 4377 45.5% 0.001
$696.00 $0.01 $0.01 $0.01 20 161 49.5% 0.002
$697.00 $0.00 $0.01 $0.01 273 326 N/A N/A
$698.00 $0.00 $0.01 $0.01 28 192 N/A N/A
$699.00 $0.00 $0.01 $0.01 4 217 N/A N/A
$700.00 $0.00 $0.01 $0.01 394 1646 N/A N/A
$705.00 $0.00 $0.01 $0.01 53 246 N/A N/A
$710.00 $0.00 $0.01 $0.01 313 506 N/A N/A
$715.00 $0.00 $0.01 $0.01 2 169 N/A N/A
$720.00 $0.00 $0.01 $0.01 24 490 N/A N/A
$725.00 $0.00 $0.01 $0.01 719 707 N/A N/A
$730.00 $0.00 $0.01 $0.01 14 1143 N/A N/A
$735.00 $0.00 $0.01 $0.01 0 0 N/A N/A
$740.00 $0.00 $0.01 $0.01 1001 3022 N/A N/A
$745.00 $0.00 $0.01 $0.01 25 25 N/A N/A
$750.00 $0.00 $0.01 $0.01 129 109 N/A N/A
$755.00 $0.00 $0.01 $0.01 13 142 N/A N/A
$760.00 $0.00 $0.01 $0.01 304 272 N/A N/A
$765.00 $0.00 $0.01 $0.01 33 449 N/A N/A
$770.00 $0.00 $0.01 $0.01 760 316 N/A N/A
$775.00 $0.00 $0.01 $0.01 2873 2890 N/A N/A
$780.00 $0.00 $0.01 $0.01 1008 1015 N/A N/A
$785.00 $0.00 $0.01 $0.01 579 1803 N/A N/A

Puts:

Strike Bid Ask Mid Volume OI IV Delta
$525.00 $0.00 $0.01 $0.01 15 569 N/A N/A
$530.00 $0.00 $0.01 $0.01 11 665 N/A N/A
$535.00 $0.00 $0.01 $0.01 1024 576 N/A N/A
$540.00 $0.00 $0.01 $0.01 118 504 N/A N/A
$545.00 $0.00 $0.01 $0.01 292 513 N/A N/A
$550.00 $0.00 $0.01 $0.01 1255 864 N/A N/A
$555.00 $0.00 $0.01 $0.01 149 1078 N/A N/A
$560.00 $0.00 $0.01 $0.01 74 1668 N/A N/A
$565.00 $0.00 $0.01 $0.01 1880 845 N/A N/A
$570.00 $0.01 $0.02 $0.01 833 1007 N/A N/A
$575.00 $0.01 $0.02 $0.01 455 1012 N/A N/A
$580.00 $0.01 $0.02 $0.01 1816 1244 N/A N/A
$585.00 $0.01 $0.02 $0.01 1542 1298 N/A N/A
$590.00 $0.02 $0.03 $0.03 1466 2085 N/A N/A
$595.00 $0.02 $0.03 $0.03 1153 1579 N/A N/A
$600.00 $0.02 $0.03 $0.03 3070 5811 N/A N/A
$601.00 $0.02 $0.03 $0.03 2249 1210 N/A N/A
$602.00 $0.02 $0.03 $0.03 3892 853 N/A N/A
$603.00 $0.03 $0.04 $0.04 1498 1237 N/A N/A
$604.00 $0.03 $0.04 $0.04 202 1486 N/A N/A
$605.00 $0.03 $0.04 $0.04 1472 3124 N/A N/A
$606.00 $0.03 $0.04 $0.04 822 956 N/A N/A
$607.00 $0.03 $0.04 $0.04 650 639 N/A N/A
$608.00 $0.03 $0.04 $0.04 1245 525 N/A N/A
$609.00 $0.03 $0.04 $0.04 1279 927 N/A N/A
$610.00 $0.04 $0.05 $0.04 12856 12678 N/A N/A
$611.00 $0.04 $0.05 $0.04 1710 756 N/A N/A
$612.00 $0.04 $0.05 $0.04 3268 2295 N/A N/A
$613.00 $0.04 $0.05 $0.04 1389 1337 N/A N/A
$614.00 $0.05 $0.06 $0.06 632 1513 N/A N/A
$615.00 $0.05 $0.06 $0.06 2669 2013 N/A N/A
$616.00 $0.05 $0.06 $0.06 1528 654 N/A N/A
$617.00 $0.06 $0.07 $0.07 1995 798 N/A N/A
$618.00 $0.06 $0.07 $0.07 3133 839 61.7% -0.011
$619.00 $0.06 $0.07 $0.07 2164 805 60.2% -0.011
$620.00 $0.07 $0.08 $0.08 8057 10233 59.9% -0.013
$621.00 $0.08 $0.09 $0.08 2752 750 59.4% -0.014
$622.00 $0.08 $0.09 $0.08 3597 1892 57.9% -0.015
$623.00 $0.09 $0.10 $0.10 3294 5377 57.3% -0.016
$624.00 $0.10 $0.11 $0.11 3757 1836 56.6% -0.018
$625.00 $0.11 $0.12 $0.11 12336 35470 55.8% -0.020
$626.00 $0.12 $0.13 $0.13 5213 1493 55.0% -0.022
$627.00 $0.13 $0.14 $0.14 5296 2302 54.0% -0.024
$628.00 $0.15 $0.16 $0.15 4569 1715 53.6% -0.027
$629.00 $0.17 $0.18 $0.17 14020 2582 53.1% -0.030
$630.00 $0.19 $0.20 $0.20 40348 35568 52.4% -0.034
$631.00 $0.21 $0.22 $0.21 6958 1481 51.6% -0.037
$632.00 $0.23 $0.25 $0.24 5932 1986 50.9% -0.041
$633.00 $0.26 $0.28 $0.27 6934 2212 50.3% -0.046
$634.00 $0.30 $0.31 $0.30 5981 3570 49.7% -0.052
$635.00 $0.34 $0.35 $0.34 33502 6768 49.2% -0.058
$636.00 $0.39 $0.40 $0.40 9569 2567 48.7% -0.066
$637.00 $0.44 $0.45 $0.45 6418 1038 48.1% -0.074
$638.00 $0.50 $0.51 $0.51 9070 9724 47.6% -0.083
$639.00 $0.57 $0.59 $0.58 10673 2094 47.2% -0.094
$640.00 $0.65 $0.67 $0.66 55932 28939 46.7% -0.105
$641.00 $0.74 $0.76 $0.75 10970 1886 46.3% -0.118
$642.00 $0.85 $0.86 $0.85 13551 2623 45.9% -0.132
$643.00 $0.96 $0.98 $0.97 12245 1514 45.4% -0.148
$644.00 $1.09 $1.11 $1.10 17834 1210 44.9% -0.165
$645.00 $1.24 $1.25 $1.25 44462 24065 44.4% -0.183
$646.00 $1.40 $1.42 $1.41 18855 1580 44.0% -0.203
$647.00 $1.58 $1.60 $1.59 26592 1327 43.5% -0.225
$648.00 $1.78 $1.79 $1.79 26603 10566 43.0% -0.248
$649.00 $2.00 $2.03 $2.01 17444 1431 42.6% -0.274
$650.00 $2.25 $2.27 $2.26 71504 27333 42.0% -0.301
$651.00 $2.52 $2.54 $2.53 13884 1810 41.5% -0.330
$652.00 $2.81 $2.84 $2.83 23558 1247 41.0% -0.360
$653.00 $3.13 $3.17 $3.15 31456 2527 40.4% -0.393
$654.00 $3.49 $3.52 $3.50 66371 1821 39.9% -0.426
$655.00 $3.87 $3.90 $3.88 45396 5177 39.2% -0.461
$656.00 $4.29 $4.33 $4.31 11298 1527 38.7% -0.498
$657.00 $4.74 $4.78 $4.76 3689 1172 38.0% -0.536
$658.00 $5.16 $5.32 $5.24 3067 1346 37.3% -0.575
$659.00 $5.69 $5.85 $5.77 1258 835 36.6% -0.614
$660.00 $6.25 $6.38 $6.31 5465 2155 35.7% -0.654
$661.00 $6.85 $7.02 $6.93 1395 192 35.1% -0.694
$662.00 $7.50 $7.67 $7.58 1753 147 34.4% -0.733
$663.00 $8.20 $8.36 $8.28 523 208 33.7% -0.770
$664.00 $8.94 $9.10 $9.02 344 76 33.1% -0.806
$665.00 $9.72 $9.89 $9.80 455 230 32.5% -0.838
$666.00 $10.54 $10.71 $10.63 103 38 31.9% -0.867
$667.00 $11.31 $11.65 $11.48 72 25 31.4% -0.893
$668.00 $12.20 $12.55 $12.38 93 123 31.2% -0.914
$669.00 $13.11 $13.45 $13.28 122 14 30.6% -0.934
$670.00 $14.04 $14.41 $14.22 213 142 30.7% -0.947
$671.00 $15.02 $15.34 $15.18 32 10 30.8% -0.958
$672.00 $15.96 $16.28 $16.12 171 11 29.5% -0.973
$673.00 $16.77 $17.38 $17.07 66 4 27.7% -0.985
$674.00 $16.84 $18.23 $17.54 58 15 N/A N/A
$675.00 $17.83 $19.23 $18.53 6 4 N/A N/A
$676.00 $18.81 $20.23 $19.52 4 0 N/A N/A
$677.00 $19.81 $21.23 $20.52 136 0 N/A N/A
$678.00 $20.81 $22.23 $21.52 1 0 N/A N/A
$679.00 $21.81 $23.23 $22.52 2 0 N/A N/A
$680.00 $22.81 $25.36 $24.09 11 0 38.2% -0.986
$681.00 $23.81 $26.36 $25.09 8 0 39.6% -0.987
$683.00 $25.69 $28.51 $27.10 20 0 43.8% -0.985
$684.00 $26.69 $29.51 $28.10 40 0 45.2% -0.985
$685.00 $27.69 $30.51 $29.10 1 1 46.5% -0.986
$686.00 $28.69 $31.51 $30.10 2 0 47.9% -0.986
$687.00 $29.69 $32.51 $31.10 40 0 49.2% -0.986
$688.00 $30.69 $33.51 $32.10 8 0 50.6% -0.987
$689.00 $31.69 $34.51 $33.10 2 0 51.9% -0.987
$690.00 $32.69 $35.51 $34.10 3 0 53.2% -0.987
$691.00 $33.69 $36.51 $35.10 0 0 54.5% -0.987
$692.00 $34.69 $37.51 $36.10 0 0 55.8% -0.988
$693.00 $35.69 $38.51 $37.10 0 0 57.2% -0.988
$694.00 $36.69 $39.51 $38.10 2 0 58.5% -0.988
$695.00 $37.69 $40.51 $39.10 8 0 59.8% -0.988
$696.00 $38.69 $41.51 $40.10 8 0 61.0% -0.989
$697.00 $39.69 $42.51 $41.10 8 0 N/A N/A
$698.00 $40.69 $43.51 $42.10 0 0 N/A N/A
$699.00 $41.69 $44.51 $43.10 0 0 N/A N/A
$700.00 $42.69 $45.51 $44.10 1 0 N/A N/A
$705.00 $47.69 $50.51 $49.10 0 0 N/A N/A
$710.00 $52.69 $55.51 $54.10 0 0 N/A N/A
$715.00 $57.69 $60.51 $59.10 0 0 N/A N/A
$720.00 $62.69 $65.51 $64.10 0 0 N/A N/A
$725.00 $67.69 $70.51 $69.10 0 0 N/A N/A
$730.00 $72.69 $75.51 $74.10 0 0 N/A N/A
$735.00 $77.69 $80.51 $79.10 0 0 N/A N/A
$740.00 $82.68 $85.51 $84.09 0 0 N/A N/A
$745.00 $87.69 $90.51 $89.10 0 0 N/A N/A
$750.00 $92.69 $95.51 $94.10 0 0 N/A N/A
$755.00 $97.69 $100.51 $99.10 0 0 N/A N/A
$760.00 $102.69 $105.51 $104.10 0 0 N/A N/A
$765.00 $107.69 $110.51 $109.10 0 0 N/A N/A
$770.00 $112.69 $115.51 $114.10 0 0 N/A N/A
$775.00 $117.69 $120.51 $119.10 0 0 N/A N/A
$780.00 $122.69 $125.51 $124.10 0 0 N/A N/A
$785.00 $127.69 $130.51 $129.10 0 0 N/A N/A

2026-04-07 (2 DTE)

Calls:

Strike Bid Ask Mid Volume OI IV Delta
$525.00 $129.60 $132.41 $131.00 0 0 N/A N/A
$530.00 $124.59 $127.41 $126.00 0 0 N/A N/A
$535.00 $119.59 $122.41 $121.00 0 0 N/A N/A
$540.00 $114.60 $117.41 $116.00 0 0 N/A N/A
$545.00 $109.61 $111.77 $110.69 0 0 N/A N/A
$550.00 $104.60 $107.42 $106.01 0 0 N/A N/A
$555.00 $99.62 $102.42 $101.02 1 0 N/A N/A
$560.00 $94.66 $97.43 $96.05 1 0 N/A N/A
$565.00 $89.63 $92.43 $91.03 1 1 N/A N/A
$570.00 $84.64 $87.44 $86.04 0 0 N/A N/A
$575.00 $79.64 $82.44 $81.04 0 0 N/A N/A
$580.00 $74.63 $77.45 $76.04 0 0 N/A N/A
$585.00 $69.64 $72.46 $71.05 17 1 N/A N/A
$590.00 $64.67 $66.69 $65.68 1 2 N/A N/A
$595.00 $59.67 $62.48 $61.08 36 17 N/A N/A
$600.00 $54.67 $57.49 $56.08 3 2 54.8% 0.993
$601.00 $53.68 $56.49 $55.09 1 6 54.4% 0.992
$602.00 $52.69 $55.50 $54.09 20 1 54.4% 0.991
$603.00 $51.68 $54.50 $53.09 0 0 53.0% 0.991
$604.00 $50.69 $53.50 $52.09 3 2 52.5% 0.991
$605.00 $49.73 $52.51 $51.12 1 0 53.6% 0.988
$606.00 $48.70 $51.51 $50.11 4 2 51.5% 0.989
$607.00 $47.70 $50.52 $49.11 8 0 50.9% 0.989
$608.00 $46.71 $49.52 $48.12 8 1 50.3% 0.988
$609.00 $45.72 $48.53 $47.13 2 4 50.1% 0.987
$610.00 $44.72 $47.54 $46.13 4 50 49.4% 0.986
$611.00 $43.73 $46.55 $45.14 1 1 49.1% 0.985
$612.00 $42.75 $45.55 $44.15 2 2 48.7% 0.984
$613.00 $42.98 $43.41 $43.19 570 203 49.9% 0.979
$614.00 $40.77 $43.57 $42.17 2 2 47.7% 0.981
$615.00 $39.78 $42.58 $41.18 2 3 47.2% 0.980
$616.00 $40.01 $40.44 $40.22 3 6 48.0% 0.975
$617.00 $39.01 $39.44 $39.22 1 1 47.0% 0.975
$618.00 $38.04 $38.47 $38.25 1 1 47.0% 0.971
$619.00 $37.04 $37.47 $37.25 0 0 45.9% 0.971
$620.00 $36.06 $36.49 $36.28 7 113 45.5% 0.968
$621.00 $35.08 $35.51 $35.30 41 21 45.0% 0.966
$622.00 $34.12 $34.55 $34.33 2 523 45.1% 0.962
$623.00 $33.13 $33.56 $33.34 2 8 44.2% 0.960
$624.00 $32.15 $32.58 $32.36 1 27 43.6% 0.957
$625.00 $31.18 $31.61 $31.39 5 29 43.2% 0.954
$626.00 $30.21 $30.64 $30.43 2 6 42.7% 0.950
$627.00 $29.25 $29.68 $29.46 1 23 42.4% 0.945
$6

Message shortened in this preview.

User

Summary (regime + liquidity snapshot)

  1. Market regime / volatility
  • SPY: 655.8 vs SPY 200‑day SMA ~662.6 → SPY is below its 200‑day SMA (slightly bearish / not ideal for pure bullish option buys).
  • VIX: ~23–24 (moderately elevated volatility).
    Conclusion: the environment is mixed — higher intraday volatility (helps option premia) but a slightly negative macro/trend filter (SPY below 200 SMA). That raises risk for aggressive bullish option bets at the open; prefer defined‑risk spreads sized conservatively or conditional entries tied to an intraday dip or a regime flip (SPY > 200 SMA).
  1. Live chain, fundability, and short list (watchlist -> best candidates for $25k account)
  • We prioritized: liquidity (volume & OI), IV (moderate), and per‑contract debit size so spreads can be funded under $2.5k (10% allocation). From the chains you provided, the most fundable, liquid names were: GOOG, QQQ, NVDA, META, and LLY. Key points for each:
    • GOOG (underlying ~$294.5): good liquidity across 30–45 DTE strikes; 5‑point verticals are very cheap (example: 33 DTE 300C mid≈11.10, 305C mid≈8.85 → spread ≈ $2.25 = $225/contract). This means 10 contracts ≈ $2,250 (within a 10% allocation). IV is moderate → favorable for controlled, defined‑risk spreads.
    • NVDA (underlying ~$176.7): very liquid, but IV is high and gamma is large — spreads are fundable but more volatile (higher breach risk). Good for smaller sized, volatility‑sensitive spreads.
    • META (underlying $574.8): high IV and expensive per contract; bull spreads are feasible but costlier per contract ($3k+ per few contracts) — less efficient for a $25k account unless you use very tight 1–2 contract sizing. Also you have prior long-call failures on META — avoid naked long calls.
    • QQQ (underlying ~$584.8): extremely liquid. Historically we’ve seen some failed premium structures on QQQ/SPY in your exclusion list (bull‑put/iron‑condor failures) — avoid those. QQQ bull‑call spreads were previously tested and in some runs failed; use caution.
    • LLY (underlying ~$935): option sizes are expensive — spreads exist but per‑contract risk is large; feasible only at very small contract counts.

Candidate shortlist (sized for $25,000):

  • Primary candidate (best combination of liquidity, fundability, and defined‑risk): GOOG — short DTE bull‑call spread (30–45 DTE), 5‑point width (e.g., 300/305 or nearest 5‑pt strikes), sized to keep debit ≤ 10% of account for a reasonable number of contracts.
  • Runner-up if GOOG is disallowed by you: NVDA — small bull‑call spread sized tightly (1–3 contracts) and conditional entry on intraday dip (to reduce gamma exposure).
  1. Recommendation — single best candidate for Monday at open (one concrete, deployable plan)
    Important preface: SPY is below its 200‑day SMA and VIX ~24. That makes a pure bullish launch riskier. I recommend a conditional, defined‑risk spread that only executes if entry triggers are met (either a small intraday pullback in the underlying or a regime check). This prioritizes Max Drawdown and Sortino over raw upside.

Trade (primary; GOOG):

  • Strategy: Bull Call Vertical (defined‑risk debit spread).
  • Expiration: 30–45 DTE (use the nearest 33–40 DTE series available Monday).
  • Structure (example for Monday morning using the live chain): Long GOOG 300C / Short GOOG 305C (same expiration). Using the 33 DTE chain the mids were roughly: 300C ≈ $11.10, 305C ≈ $8.85 → spread cost ≈ $2.25 ($225 per contract). (If you choose a different DTE, recreate the exact mid price and debit.)
  • Position sizing: max allocation per trade = 10% of account = $2,500. With an estimated ~ $225 per spread, you can buy up to 10 contracts (~$2,250). Conservative recommendation: buy 3–6 contracts initially (≈ $675–$1,350 debit) to limit exposure and preserve capacity for adjustments.
  • Entry trigger (Monday at open): ONLY enter if EITHER (A) SPY > 200‑day SMA OR (B) GOOG exhibits an instant intraday mean‑reversion signal at open (price gap down ≥ 1% and 5‑minute RSI < 40) — this reduces buying into broad weakness. Because SPY is currently below its 200 SMA, preference is to wait for the intraday dip entry (B) rather than blind buy at open.
  • Profit target / exits: take profit at 100% (close when spread value ≥ 2× debit) and consider partial take at 50%.
  • Stop / risk control: hard stop — close the spread at 50% of debit loss (i.e., if spread drops to 0.5× initial debit) OR if SPY drops further and closes below the prior day low by >2% (regime deterioration). Max loss per contract = the debit paid × 100.
  • Rationale: GOOG spread is low per‑contract debit (fits $25k account), very liquid at the 30–45 DTE window, and is a defined‑risk structure that caps drawdown. This favors Sortino / drawdown control vs naked calls.

Sizing example (concrete numbers using live mids):

  • Debit estimate: $2.25／share → $225 per contract.
  • 4 contracts → $900 initial debit (~3.6% of $25k).
  • If rules allow, you can scale to 8–10 contracts but I recommend starting small (3–6) and scaling after a positive result or clearer regime.

Why GOOG vs others

  • GOOG is liquid at 30–45 DTE and mid‑priced options allow multiple contracts within 10% allocation.
  • META and LLY are expensive per contract (hard to size), NVDA is very volatile (higher breach risk), QQQ and SPY have had failed premium structures in your history — so GOOG gives the best mix of fundability, liquidity, and lower per‑contract nominal cost.

Regime guard (if SPY still below 200 SMA at Monday open)

  • If SPY remains below its 200 SMA at the Monday open (it currently is), DO NOT leg into a large bullish spread position at market open. Either:
    a) Use the conditional intraday dip trigger described above (enter only on a GOOG intraday dip + RSI signal), or
    b) Wait until SPY reclaims its 200 SMA, or
    c) Use a much smaller sized position (1–2 contracts) as a tactical, exploratory trade.

Alternative if you insist on immediate Monday open action (but SPY < 200 SMA):

  • Use a single small NVDA 30–45 DTE 5‑point bull‑call spread (1–2 contracts only), with the same profit/stop rules and an even smaller size, since NVDA’s gamma/IV can produce large drawdowns. NVDA is liquid and per‑spread cost is low enough for $25k, but it is higher-IV — therefore smaller size.

Feasibility vs your stated goal (doubling $25k in one year)

  • Honest assessment: the proposed GOOG bull‑call spread is a prudent, defined‑risk approach that prioritizes drawdown control and Sortino ratio. It is NOT a reliable way to guarantee doubling the account in one year. With realistic sizing (3–10 contracts) this trade targets incremental gains while strictly controlling downside; it is intended to preserve capital and produce positive risk‑adjusted returns rather than chase 100% in a single trade. Doubling in 1 year is an aggressive goal that would require consistently high risk (large concentrated option bets) and materially larger drawdown risk. I will run backtests if you want a quantified feasibility check, but initial assessment: doubling is unlikely as a reliably repeatable outcome without taking much larger, concentrated, and riskier positions (which violate your max drawdown preferences).

Operational checklist for Monday at open (what I will do / you must confirm)

  1. Pre‑market (before Monday open): re-query real mid prices for chosen GOOG strikes (30–45 DTE) and confirm exact debit.
  2. Confirm SPY 200‑day SMA at market open; if SPY > SMA, the trade may be allowed per rules; else require the intraday GOOG dip trigger.
  3. If trigger met, place a limit order to purchase the 300/305 (or nearest 5‑pt) GOOG bull‑call spread sized to keep debit ≤10% of account and initial order ≤5% of account.
  4. Attach manual alerts for: 100% profit, 50% partial profit, 50% debit loss, SPY regime flip (retest of 200 SMA), and any single position P&L worse than -25% of account.

Next action if you want me to proceed now

  • I can either:
    A) Prepare the exact Create YAML Portfolios inputs for a small GOOG bull‑call spread portfolio sized for $25k (so you can backtest across regimes before deploying), OR
    B) Wait for your permission to place a conditional market order at Monday open (I will re-fetch live mid quotes and produce the exact limit prices and contract counts), OR
    C) Run the 3‑regime backtest (bear 2022, recovery 2023, recent 2024) for the GOOG 30–45 DTE 5‑pt bull‑call spread portfolio (recommended before any live/paper deploy).

Recommendation (short):

  • Primary: GOOG 30–45 DTE 5‑pt bull‑call spread (long 300C / short 305C example) sized small (3–6 contracts) and conditional on either SPY > 200‑SMA OR an intraday GOOG dip (RSI < 40).
  • If you want a fully validated deployment, I will backtest the exact spread across the three regimes and report Sortino / max drawdown before any paper or live deployment. This is the safer, evidence‑based next step.

Which of the three next steps above do you want me to run now? (A) Build the exact YAML portfolio for backtest, (B) Requote & prepare Monday limit orders with exact contract counts, or (C) Run the multi‑regime backtest for the GOOG spread and return Sortino / max drawdown before we deploy?

Aurora

Summary (regime + liquidity snapshot)

  1. Market regime / volatility
  • SPY: 655.8 vs SPY 200‑day SMA ~662.6 → SPY is below its 200‑day SMA (slightly bearish / not ideal for pure bullish option buys).
  • VIX: ~23–24 (moderately elevated volatility).
    Conclusion: the environment is mixed — higher intraday volatility (helps option premia) but a slightly negative macro/trend filter (SPY below 200 SMA). That raises risk for aggressive bullish option bets at the open; prefer defined‑risk spreads sized conservatively or conditional entries tied to an intraday dip or a regime flip (SPY > 200 SMA).
  1. Live chain, fundability, and short list (watchlist -> best candidates for $25k account)
  • We prioritized: liquidity (volume & OI), IV (moderate), and per‑contract debit size so spreads can be funded under $2.5k (10% allocation). From the chains you provided, the most fundable, liquid names were: GOOG, QQQ, NVDA, META, and LLY. Key points for each:
    • GOOG (underlying ~$294.5): good liquidity across 30–45 DTE strikes; 5‑point verticals are very cheap (example: 33 DTE 300C mid≈11.10, 305C mid≈8.85 → spread ≈ $2.25 = $225/contract). This means 10 contracts ≈ $2,250 (within a 10% allocation). IV is moderate → favorable for controlled, defined‑risk spreads.
    • NVDA (underlying ~$176.7): very liquid, but IV is high and gamma is large — spreads are fundable but more volatile (higher breach risk). Good for smaller sized, volatility‑sensitive spreads.
    • META (underlying $574.8): high IV and expensive per contract; bull spreads are feasible but costlier per contract ($3k+ per few contracts) — less efficient for a $25k account unless you use very tight 1–2 contract sizing. Also you have prior long-call failures on META — avoid naked long calls.
    • QQQ (underlying ~$584.8): extremely liquid. Historically we’ve seen some failed premium structures on QQQ/SPY in your exclusion list (bull‑put/iron‑condor failures) — avoid those. QQQ bull‑call spreads were previously tested and in some runs failed; use caution.
    • LLY (underlying ~$935): option sizes are expensive — spreads exist but per‑contract risk is large; feasible only at very small contract counts.

Candidate shortlist (sized for $25,000):

  • Primary candidate (best combination of liquidity, fundability, and defined‑risk): GOOG — short DTE bull‑call spread (30–45 DTE), 5‑point width (e.g., 300/305 or nearest 5‑pt strikes), sized to keep debit ≤ 10% of account for a reasonable number of contracts.
  • Runner-up if GOOG is disallowed by you: NVDA — small bull‑call spread sized tightly (1–3 contracts) and conditional entry on intraday dip (to reduce gamma exposure).
  1. Recommendation — single best candidate for Monday at open (one concrete, deployable plan)
    Important preface: SPY is below its 200‑day SMA and VIX ~24. That makes a pure bullish launch riskier. I recommend a conditional, defined‑risk spread that only executes if entry triggers are met (either a small intraday pullback in the underlying or a regime check). This prioritizes Max Drawdown and Sortino over raw upside.

Trade (primary; GOOG):

  • Strategy: Bull Call Vertical (defined‑risk debit spread).
  • Expiration: 30–45 DTE (use the nearest 33–40 DTE series available Monday).
  • Structure (example for Monday morning using the live chain): Long GOOG 300C / Short GOOG 305C (same expiration). Using the 33 DTE chain the mids were roughly: 300C ≈ $11.10, 305C ≈ $8.85 → spread cost ≈ $2.25 ($225 per contract). (If you choose a different DTE, recreate the exact mid price and debit.)
  • Position sizing: max allocation per trade = 10% of account = $2,500. With an estimated ~ $225 per spread, you can buy up to 10 contracts (~$2,250). Conservative recommendation: buy 3–6 contracts initially (≈ $675–$1,350 debit) to limit exposure and preserve capacity for adjustments.
  • Entry trigger (Monday at open): ONLY enter if EITHER (A) SPY > 200‑day SMA OR (B) GOOG exhibits an instant intraday mean‑reversion signal at open (price gap down ≥ 1% and 5‑minute RSI < 40) — this reduces buying into broad weakness. Because SPY is currently below its 200 SMA, preference is to wait for the intraday dip entry (B) rather than blind buy at open.
  • Profit target / exits: take profit at 100% (close when spread value ≥ 2× debit) and consider partial take at 50%.
  • Stop / risk control: hard stop — close the spread at 50% of debit loss (i.e., if spread drops to 0.5× initial debit) OR if SPY drops further and closes below the prior day low by >2% (regime deterioration). Max loss per contract = the debit paid × 100.
  • Rationale: GOOG spread is low per‑contract debit (fits $25k account), very liquid at the 30–45 DTE window, and is a defined‑risk structure that caps drawdown. This favors Sortino / drawdown control vs naked calls.

Sizing example (concrete numbers using live mids):

  • Debit estimate: $2.25／share → $225 per contract.
  • 4 contracts → $900 initial debit (~3.6% of $25k).
  • If rules allow, you can scale to 8–10 contracts but I recommend starting small (3–6) and scaling after a positive result or clearer regime.

Why GOOG vs others

  • GOOG is liquid at 30–45 DTE and mid‑priced options allow multiple contracts within 10% allocation.
  • META and LLY are expensive per contract (hard to size), NVDA is very volatile (higher breach risk), QQQ and SPY have had failed premium structures in your history — so GOOG gives the best mix of fundability, liquidity, and lower per‑contract nominal cost.

Regime guard (if SPY still below 200 SMA at Monday open)

  • If SPY remains below its 200 SMA at the Monday open (it currently is), DO NOT leg into a large bullish spread position at market open. Either:
    a) Use the conditional intraday dip trigger described above (enter only on a GOOG intraday dip + RSI signal), or
    b) Wait until SPY reclaims its 200 SMA, or
    c) Use a much smaller sized position (1–2 contracts) as a tactical, exploratory trade.

Alternative if you insist on immediate Monday open action (but SPY < 200 SMA):

  • Use a single small NVDA 30–45 DTE 5‑point bull‑call spread (1–2 contracts only), with the same profit/stop rules and an even smaller size, since NVDA’s gamma/IV can produce large drawdowns. NVDA is liquid and per‑spread cost is low enough for $25k, but it is higher-IV — therefore smaller size.

Feasibility vs your stated goal (doubling $25k in one year)

  • Honest assessment: the proposed GOOG bull‑call spread is a prudent, defined‑risk approach that prioritizes drawdown control and Sortino ratio. It is NOT a reliable way to guarantee doubling the account in one year. With realistic sizing (3–10 contracts) this trade targets incremental gains while strictly controlling downside; it is intended to preserve capital and produce positive risk‑adjusted returns rather than chase 100% in a single trade. Doubling in 1 year is an aggressive goal that would require consistently high risk (large concentrated option bets) and materially larger drawdown risk. I will run backtests if you want a quantified feasibility check, but initial assessment: doubling is unlikely as a reliably repeatable outcome without taking much larger, concentrated, and riskier positions (which violate your max drawdown preferences).

Operational checklist for Monday at open (what I will do / you must confirm)

  1. Pre‑market (before Monday open): re-query real mid prices for chosen GOOG strikes (30–45 DTE) and confirm exact debit.
  2. Confirm SPY 200‑day SMA at market open; if SPY > SMA, the trade may be allowed per rules; else require the intraday GOOG dip trigger.
  3. If trigger met, place a limit order to purchase the 300/305 (or nearest 5‑pt) GOOG bull‑call spread sized to keep debit ≤10% of account and initial order ≤5% of account.
  4. Attach manual alerts for: 100% profit, 50% partial profit, 50% debit loss, SPY regime flip (retest of 200 SMA), and any single position P&L worse than -25% of account.

Next action if you want me to proceed now

  • I can either:
    A) Prepare the exact Create YAML Portfolios inputs for a small GOOG bull‑call spread portfolio sized for $25k (so you can backtest across regimes before deploying), OR
    B) Wait for your permission to place a conditional market order at Monday open (I will re-fetch live mid quotes and produce the exact limit prices and contract counts), OR
    C) Run the 3‑regime backtest (bear 2022, recovery 2023, recent 2024) for the GOOG 30–45 DTE 5‑pt bull‑call spread portfolio (recommended before any live/paper deploy).

Recommendation (short):

  • Primary: GOOG 30–45 DTE 5‑pt bull‑call spread (long 300C / short 305C example) sized small (3–6 contracts) and conditional on either SPY > 200‑SMA OR an intraday GOOG dip (RSI < 40).
  • If you want a fully validated deployment, I will backtest the exact spread across the three regimes and report Sortino / max drawdown before any paper or live deployment. This is the safer, evidence‑based next step.

Which of the three next steps above do you want me to run now? (A) Build the exact YAML portfolio for backtest, (B) Requote & prepare Monday limit orders with exact contract counts, or (C) Run the multi‑regime backtest for the GOOG spread and return Sortino / max drawdown before we deploy?

This is a bounded preview of a long transcript. Open the interactive view for the complete conversation.

Open interactive viewStart a new chat