Shared agent run on NexusTrade
AI Bakeoff: Gemini 3 Pro Preview
Options trading strategy experiment using Gemini 3 Pro Preview (Score: 50)
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 comprehensive research-to-deployment task (Category 4b). You have a quantitative goal (100% annual return to double the account), a hard capital constraint ($25,000), a specific deployment target (your "Public" live-trading portfolio), and a timeline (Monday at open). Given your $25k account size and prior learnings, we must avoid uncapped long calls and naked short puts. We will focus on defined-risk structures (like Bull Call Spreads) with strict sizing (1-2 contracts) and regime filters to protect your capital while aiming for aggressive growth. Here is the execution plan: ### Step 1: Retrieve User Context First, I need to see what you are watching and find your target portfolio. * **Action:** Retrieve your saved symbols to define our trading universe, and retrieve your deployed portfolios to locate the `chatPortfolioId` for your "Public" portfolio. * **Tools:** `Fetch User Watchlists`, `Fetch User Portfolios` ### Step 2: Current Regime & Watchlist Analysis Before designing the options strategies, we must analyze the current market environment. * **Action:** Query the current trend of SPY (e.g., price vs 200-day SMA) to establish our regime filter. Then, evaluate your…
User: Retrieve my saved watchlists to see what symbols I am currently watching.
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: Retrieve my portfolios to find the one named 'Public' or 'Public Portfolio' so we can get its ID for deployment.
Aurora: Here is the analysis of your deployed portfolio and the fundamental breakdown of your targeted assets. ### Performance Summary | Name | Type | Total Return (%) | Sharpe Ratio | Max Drawdown (%) | Alpha vs Benchmark (%) | Current Value | | :--- | :--- | :--- | :--- | :--- | :--- | :--- | | Public Portfolio Challenge | live (Public) | 0.00% | -1.00 | 0.00% | +3.31% | $25,000.00 | ### Position & Target Asset Analysis You currently have **no open positions** (100% cash). However, your portfolio is armed with options strategies targeting specific underlying assets. Here is the fundamental analysis of those targets: * **NVDA (Nvidia):** Exceptional fundamentals. P/E of 36.10 and P/S of 20.07. It boasts massive growth with a Revenue CAGR of 68.3% and Net Income CAGR of 87.3%. Financial health is pristine with $96.6B in Free Cash Flow and low Total Debt of $11.4B. Analyst Rating: 4.5. * **AVGO (Broadcom):** Premium valuation with a P/E of 61.57 and P/S of 22.52. Strong growth metrics showing a Revenue CAGR of 23.5% and Net Income CAGR of 36.1%. It carries higher leverage with Total Debt of $65.1B against $26.9B in Free Cash Flow. Analyst Rating: 4.5. * **LLY (Eli Lilly):** P/E of 40.71 an…
User: What is the current price and 200-day Simple Moving Average for SPY? Also, for NVDA, AVGO, LLY, and META, provide their current price, 14-day RSI, 50-day Simple Moving Average, and 30-day Price Standard Deviation.
User: Show me the options chains for NVDA, AVGO, META, and LLY for 30-45 DTE.
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 | 48.2% | 0.842 | | $160.00 | $19.90 | $20.60 | $20.25 | 33 | 161 | 45.7% | 0.793 | | $165.00 | $16.00 | $16.50 | $16.25 | 16 | 482 | 43.2% | 0.732 | | $170.00 | $12.60 | $12.75 | $12.68 | 139 | 557 | 41.4% | 0.656 | | $175.00 | $9.35 | $9.45 | $9.40 | 404 | 823 | 39.1% | 0.567 | | $180.00 | $6.55 | $6.65 | $6.60 | 634 | 1233 | 37.0% | 0.468 | | $185.00 | $4.30 | $4.45 | $4.38 | 1726 | 1437 | 35.3% | 0.363 | | $190.00 | $2.69 | $2.73 | $2.71 | 1005 | 2106 | 33.7% | 0.263 | | $195.00 | $1.58 | $1.63 | $1.60 | 2225 | 1787 | 32.8% | 0.179 | | $200.00 | $0.90 | $0.94 | $0.92 | 511 | 1474 | 32.2% | 0.115 | | $205.00 | $0.52 | $0.55 | $0.54 | 325 | 1178 | 32.3% | 0.073 | | $210.00 | $0.31 | $0.35 | $0.33 | 237 | 385 | 32.9% | 0.047 | **Puts:** | Strike | Bid | Ask | Mid | Volume | OI | IV | Delta |…
User: Create 4 options portfolios, each with an initialValue of $25,000. Portfolio 1: 'NVDA Bull Call Spread'. OpenOption: bull call spread on NVDA (long ATM call + short 5% OTM call), 30-45 DTE, 1 contract max, when Price(SPY) > SimpleMovingAverage(SPY, 200) AND RSI(NVDA, 14) < 60. Portfolio 2: 'META Bull Call Spread'. OpenOption: bull call spread on META (long ATM call + short 5% OTM call), 30-45 DTE, 1 contract max, when Price(SPY) > SimpleMovingAverage(SPY, 200) AND RSI(META, 14) < 60. Portfolio 3: 'AVGO Bull Call Spread'. OpenOption: bull call spread on AVGO (long ATM call + short 5% OTM call), 30-45 DTE, 1 contract max, when Price(SPY) > SimpleMovingAverage(SPY, 200) AND RSI(AVGO, 14) < 60. Portfolio 4: 'LLY Bull Call Spread'. OpenOption: bull call spread on LLY (long ATM call + short 5% OTM call), 30-45 DTE, 1 contract max, when Price(SPY) > SimpleMovingAverage(SPY, 200) AND RSI(LLY, 14) < 60. For all portfolios, add CloseOption rules: close all options positions to take profit at 100%, stop loss at -30%, or when DTE <= 7.
Aurora: Failed to parse portfolio configuration: **Error:** Failed to parse YAML syntax: unexpected end of the stream within a double quoted scalar (2:1) 1 | {"action":{"tool":"Create YAML P ... 2 | -----^ Please try again with a valid portfolio structure.
User: Create 4 separate options portfolios. Every portfolio must have an initialValue of $25000. Portfolio 1 is NVDA Bull Call Spread. It opens a bull call spread on NVDA using a long ATM call and a short 5 percent OTM call. Expiration should be 30 to 45 days out. The position size is exactly 1 contract. The entry condition is when SPY price is greater than its 200-day Simple Moving Average AND the 14-day RSI of NVDA is less than 60. Portfolio 2 is META Bull Call Spread. It opens a bull call spread on META using a long ATM call and a short 5 percent OTM call. Expiration should be 30 to 45 days out. The position size is exactly 1 contract. The entry condition is when SPY price is greater than its 200-day Simple Moving Average AND the 14-day RSI of META is less than 60. Portfolio 3 is AVGO Bull Call Spread. It opens a bull call spread on AVGO using a long ATM call and a short 5 percent OTM call. Expiration should be 30 to 45 days out. The position size is exactly 1 contract. The entry condition is when SPY price is greater than its 200-day Simple Moving Average AND the 14-day RSI of AVGO is less than 60. Portfolio 4 is LLY Bull Call Spread. It opens a bull call spread on LLY using a long…
User: Backtest the following 4 portfolios: 'NVDA Bull Call Spread', 'META Bull Call Spread', 'AVGO Bull Call Spread', and 'LLY Bull Call Spread'. Run these backtests across four separate time periods to test different market regimes: 1) January 1, 2022 to December 31, 2022; 2) January 1, 2023 to December 31, 2023; 3) January 1, 2024 to December 31, 2024; and 4) January 1, 2025 to present.
Aurora: I will set up the backtest configurations for your 4 options portfolios across the 4 requested market regimes (2022 bear market, 2023 recovery, 2024 bull run, and 2025-present). This will result in 16 total backtest runs.
User: Analyze the backtest results for the 4 options portfolios ('NVDA Bull Call Spread', 'META Bull Call Spread', 'AVGO Bull Call Spread', 'LLY Bull Call Spread') that were just run across the four time periods (2022, 2023, 2024, and 2025-present). Provide a comprehensive summary of their performance, specifically highlighting the Total Return, Sortino Ratio, Maximum Drawdown, and trade frequency for each portfolio in each regime. Identify the overall winner based on risk-adjusted performance (prioritizing Sortino and Max Drawdown).
Aurora: Here is a comprehensive analysis of the backtest results for your four Bull Call Spread portfolios across the four distinct market regimes. ### 1. Performance Summary The table below summarizes the Total Return, Sortino Ratio, Maximum Drawdown, and Trade Frequency (using Total Fees as a proxy, where higher fees indicate more round-trip executions) for each portfolio. | Portfolio | Regime | Total Return | Sortino Ratio | Max Drawdown | Total Fees (Trade Freq Proxy) | | :--- | :--- | :--- | :--- | :--- | :--- | | **NVDA Bull Call Spread** | 2022 (Bear) | -10.33% | -3.63 | 10.35% | $11.70 | | | 2023 (Recovery) | -10.60% | -1.24 | 17.76% | $27.30 | | | 2024 (Bull) | -12.73% | -0.85 | 18.91% | $29.90 | | | 2025-Present | -6.72% | -2.80 | 7.54% | $36.40 | | **META Bull Call Spread** | 2022 (Bear) | -1.69% | -1.26 | **2.59%** | $5.20 | | | 2023 (Recovery) | +11.94% | **1.36** | **4.14%** | $22.10 | | | 2024 (Bull) | +16.88% | **1.28** | **7.81%** | $20.15 | | | 2025-Present | +11.94% | **0.54** | 17.19% | $20.80 | | **AVGO Bull Call Spread** | 2022 (Bear) | -30.12% | -2.22 | 35.20% | $27.30 | | | 2023 (Recovery) | +6.63% | 0.56 | 45.58% | $47.45 | | | 2024 (Bull) | **+126.66%** | 2.52 |…
User: On the existing portfolio with chatPortfolioId '69ac75df40325cbf6b2424d2', use the addStrategies operation to add the following strategies: 1) OpenOption: bull call spread on META (long ATM call + short 5% OTM call), 30-45 DTE, 1 contract max, when Price(SPY) > SimpleMovingAverage(SPY, 200) AND RSI(META, 14) < 60. 2) CloseOption: close all options positions to take profit at 100%, stop loss at -30%, or when DTE <= 7. 3) LaunchAgent: Review this portfolio's open positions weekly. 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. Trigger when CurrentDayOfWeek = Constant 1 or CrossBelow(indicators: [Price(SPY), SimpleMovingAverage(SPY, 200)]). Also, update the portfolio's deploymentFrequency to 'Constant'.
Aurora: Added 3 strategies to "Public Portfolio Challenge": Open vertical (long call ATM 30-45 DTE · short call 5% OTM 30-45 DTE), 1 contract on META (2 legs) when SPY last price > 200 Day SPY SMA and 14 Day META RSI < Constant 60, Close options on any (P/L >= 100%, P/L <= -30%, DTE <= 7) always, 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 Set deployment frequency for "Public Portfolio Challenge" to Constant (evaluates 24/7).
User: ## META Bull Call Spread — Deployed, Armed but Inactive I have completed the backtesting across four distinct market regimes and deployed the winning candidate to your **Public Portfolio Challenge**. Based on your strict $25,000 capital constraint and the need to prioritize risk management (Sortino Ratio and Max Drawdown), the **META Bull Call Spread** is the clear winner. It was the only strategy to maintain strict drawdown control while capturing steady upside. ### Backtest Performance Across Regimes | Regime | Market Condition | Strategy Return | Max Drawdown | Sortino Ratio | | :--- | :--- | :--- | :--- | :--- | | 2022 | Bear Market | **-1.69%** | **2.59%** | -1.26 | | 2023 | Recovery | **+11.94%** | **4.14%** | 1.36 | | 2024 | Bull Run | **+16.88%** | **7.81%** | 1.28 | | 2025-Present | Current | **+11.94%** | 17.19% | 0.54 | *Note: High-beta candidates like AVGO generated massive returns in 2024 (+126%) but suffered catastrophic 35-48% drawdowns in every regime, making them mathematically dangerous for a strict capital preservation mandate on a $25k account.* --- ### ⚠️ Goal Feasibility — The Gap You Should Know About Your stated goal is to **double your $25,000 account** th…
Aurora: ## META Bull Call Spread — Deployed, Armed but Inactive I have completed the backtesting across four distinct market regimes and deployed the winning candidate to your **Public Portfolio Challenge**. Based on your strict $25,000 capital constraint and the need to prioritize risk management (Sortino Ratio and Max Drawdown), the **META Bull Call Spread** is the clear winner. It was the only strategy to maintain strict drawdown control while capturing steady upside. ### Backtest Performance Across Regimes | Regime | Market Condition | Strategy Return | Max Drawdown | Sortino Ratio | | :--- | :--- | :--- | :--- | :--- | | 2022 | Bear Market | **-1.69%** | **2.59%** | -1.26 | | 2023 | Recovery | **+11.94%** | **4.14%** | 1.36 | | 2024 | Bull Run | **+16.88%** | **7.81%** | 1.28 | | 2025-Present | Current | **+11.94%** | 17.19% | 0.54 | *Note: High-beta candidates like AVGO generated massive returns in 2024 (+126%) but suffered catastrophic 35-48% drawdowns in every regime, making them mathematically dangerous for a strict capital preservation mandate on a $25k account.* --- ### ⚠️ Goal Feasibility — The Gap You Should Know About Your stated goal is to **double your $25,000 account** th…