Shared agent run on NexusTrade
Optimization Round 2: Overcorrection (Score: 51)
Abandoned Iron Condors for aggressive long calls. Nothing passed backtest.
User: **OPTIMIZATION ROUND 2 — Continuation** You are iterating on a previous agent run. Do NOT start from scratch. Build directly on the findings below. **Prior Run History — do NOT repeat strategies without meaningful improvement:** Round 1 — Score: 71/100 (mixed) | Goal: 100%+ avg annual return across ALL regimes ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ DEPLOYED: Always-On Iron Condors [volatility] on SPY, QQQ 2022 Bear : 14.61% | maxDD: -15.00% | Sharpe: 0.8 | Sortino: 1.2 2023 Recovery : 63.56% | maxDD: -8.00% | Sharpe: 4.5 | Sortino: 9.1 2024 Trend : 116.40% | maxDD: -59.00% | Sharpe: 1.8 | Sortino: 3.2 2025 Current : 22.78% | maxDD: -12.00% | Sharpe: 1.2 | Sortino: 2.1 → Average return: 54.34% avg (2022: 14.61%, 2023: 63.56%, 2024: 116.40%, 2025: 22.78%) → Insight: Only strategy to remain profitable across all regimes (2022-2026) with a 54% average annual return. PROMISING — massive alpha exists here, but drawdown is too high. Do NOT ignore: Mean-Reversion Bull Call Spreads (META, NVDA, AMD) [mean-reversion | signals: RSI] on META, NVDA, AMD 2023 Recovery : 500.76% 2024 Trend : 2565.06% 2022 Bear : -78.22% | maxDD: -78.00% 2025 Current : -80.78% | maxDD: -83.0…
Aurora: Welcome to **Optimization Round 2**. We have a clear mandate: take the 54% average return from the Round 1 Iron Condors and the massive alpha from the Mean-Reversion Bull Call Spreads, and refine them into a strategy that hits the **80%+ average annual return** mark while keeping drawdowns **under 40%**. Your goal of doubling a $25,000 account is aggressive, but the Round 1 data shows the alpha exists—we just need to solve for the terminal drawdowns. I will use a research-first approach, leveraging specialized subagents to stress-test these refinements in parallel. ### The Core Question Can we refine the SPY/QQQ Iron Condor and the META/NVDA/AMD Mean-Reversion structures—using VIX-gated entries and tighter stop-losses—to achieve an 80%+ average annual return across all regimes (2022-2025) while maintaining a max drawdown under 40% for a $25,000 account? ### Competing Hypotheses 1. **Hypothesis A (Volatility Alpha Refinement):** The "Always-On" Iron Condor is robust but bleeds during low-volatility drifts. Restricting entry to **VIX > 20** and tightening stop-losses to **20% of credit** will preserve the 50%+ returns while cutting the 59% drawdown by half. 2. **Hypothesis B (Risk-M…
User: Retrieve the user's saved watchlists to identify target symbols for the Round 2 options strategy.
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: Provide the current price, 50-day SMA, 200-day SMA, and 14-day RSI for SPY. Also, provide the current level of the VIX. For the following stocks, provide their current 14-day RSI and 30-day Price Standard Deviation: META, GOOG, NVDA, HOOD, LLY, QQQ, AMD, AVGO, TSM, ANET, GS, DUOL, XOM, COP, POWL.
User: Launching 3 subagents to explore strategies in parallel
User: Waiting for subagents to complete...
User: Waiting for subagents to complete...
Aurora: All 3 subagents complete. **Subagent 1**: Analyze the user's favorites watchlist (META, GOOG, NVDA, HOOD, LLY, AMD, AVGO, TSM, ANET, GS, DUOL, XOM, COP, POWL). Identify candidates currently in a mean-reversion zone (RSI < 40) or momentum breakout (RSI > 60). Create and backtest bull call spreads on mean-reversion names and long calls on momentum names. Use $25,000 initialValue, 2-3% position sizing, and backtest across 2022-2025 regimes to find a strategy averaging 80%+ return. - Status: completed - Summary: **RSI Options Strategy Analysis: 2022-2026 Performance Review** Designed and tested a dual-regime options strategy for a 14-stock watchlist (including **NVDA**, **META**, and **LLY**) to achieve an 80% average annual return. The approach combined RSI-based mean reversion (RSI < 40) using Bull Call Spreads and momentum breakouts (RSI > 60) using Long Calls and Spreads. ### Research & Methodology We analyzed 14 tickers for current RSI levels and historical signal frequency. Research revealed that while momentum signals (RSI > 60) are frequent in bull markets, mean reversion signals (RSI < 40) are rarer but potentially more potent. We implemented a $25,000 portfolio with 2.5% pos…
User: Create a portfolio named 'Round 2 Champion: Asymmetric Alpha' with an initialValue of $25,000. Strategy 1 (Volatility Hedge): On SPY and QQQ, open an Asymmetric Iron Condor (Short 25-delta Puts / Short 10-delta Calls), 10-point wide spreads, 30-45 DTE. Allocation: 10% of buying power per underlying. Exit: Take profit at 40% of credit, Stop loss at 50% of credit. Strategy 2 (Tech Momentum): On NVDA, META, and AMD, open a Bull Call Spread (Long 60-delta Call / Short 5% OTM Call), 30-45 DTE. Allocation: 10% of buying power per position. Entry condition: Price > 50-day SMA. Exit: Take profit at 60%, Stop loss at 50%. This structure combines the bear-market resilience of asymmetric premium selling with the bull-market vertical alpha of tech leaders, using the sizing and filters identified by subagents as necessary for a $25k account.
Aurora: I have synthesized the findings from the subagents to create the **Round 2 Champion: Asymmetric Alpha** portfolio. This structure addresses the two primary failure points identified in Round 1: 1. **Execution Failure**: By increasing allocation to **10% per position**, we ensure the $25,000 account has enough buying power to actually fill spreads on high-priced tech leaders like META and NVDA. 2. **Terminal Drawdown**: By using **Asymmetric Iron Condors** (conservative calls vs. aggressive puts) and **tight stop-losses** (50% of credit/premium), we protect against the "melt-ups" and "flash crashes" that previously wiped out gains.
User: Backtest the 'Round 2 Champion: Asymmetric Alpha' portfolio (chatPortfolioId: 69d3760a401165fca52893a9) across four distinct market regimes: 1. 2022 Bear Market: 2022-01-01 to 2022-12-31 2. 2023 Recovery: 2023-01-01 to 2023-12-31 3. 2024 Trend: 2024-01-01 to 2024-12-31 4. Current Regime: 2025-01-01 to 2026-04-06 Benchmark all tests against SPY with an initial value of $25,000.
Aurora: I'll create four backtest configurations for the **Round 2 Champion: Asymmetric Alpha** portfolio to evaluate its performance across the 2022 bear market, the 2023 recovery, the 2024 trend, and the current 2025-2026 regime.
User: Analyze the backtest results for the 'Round 2 Champion: Asymmetric Alpha' portfolio (chatPortfolioId: 69d3760a401165fca52893a9) for the following periods: 2022 (Bear), 2023 (Recovery), 2024 (Trend), and 2025-present (Current). Summarize the total return, max drawdown, and Sortino ratio for each period, and calculate the average annual return across all four regimes.
Aurora: The analysis of the **Round 2 Champion: Asymmetric Alpha** portfolio reveals that the strategy failed to meet the performance targets and significantly underperformed the SPY baseline in every tested regime. ### 1. Backtest Summary and Comparison The following table compares the "Asymmetric Alpha" portfolio against the SPY baseline across four distinct market environments. | Period | Portfolio Return | SPY Return | Portfolio Max DD | SPY Max DD | Portfolio Sortino | | :--- | :--- | :--- | :--- | :--- | :--- | | **2022 (Bear)** | -74.77% | **-18.38%** | 81.35% | **24.50%** | -1.61 | | **2023 (Recovery)** | -56.42% | **+26.19%** | 64.37% | **9.97%** | -1.86 | | **2024 (Trend)** | -69.63% | **+25.34%** | 73.63% | **8.41%** | -1.07 | | **2025 (Current)** | -57.30% | **+8.74%** | 57.30% | **18.76%** | -1.86 | ### 2. Trends * **Systemic Underperformance:** The portfolio lost more than 50% of its value in every single regime, regardless of whether the broader market was in a bear trend (2022), a recovery (2023), or a strong bull trend (2024). * **Terminal Drawdowns:** The maximum drawdowns were consistently catastrophic, ranging from 57% to over 81%. This indicates that the risk manageme…
User: Launching 2 subagents to explore strategies in parallel
User: Waiting for subagents to complete...
User: Waiting for subagents to complete...
Aurora: All 5 subagents complete. **Subagent 1**: Analyze the user's favorites watchlist (META, GOOG, NVDA, HOOD, LLY, AMD, AVGO, TSM, ANET, GS, DUOL, XOM, COP, POWL). Identify candidates currently in a mean-reversion zone (RSI < 40) or momentum breakout (RSI > 60). Create and backtest bull call spreads on mean-reversion names and long calls on momentum names. Use $25,000 initialValue, 2-3% position sizing, and backtest across 2022-2025 regimes to find a strategy averaging 80%+ return. - Status: completed - Summary: **RSI Options Strategy Analysis: 2022-2026 Performance Review** Designed and tested a dual-regime options strategy for a 14-stock watchlist (including **NVDA**, **META**, and **LLY**) to achieve an 80% average annual return. The approach combined RSI-based mean reversion (RSI < 40) using Bull Call Spreads and momentum breakouts (RSI > 60) using Long Calls and Spreads. ### Research & Methodology We analyzed 14 tickers for current RSI levels and historical signal frequency. Research revealed that while momentum signals (RSI > 60) are frequent in bull markets, mean reversion signals (RSI < 40) are rarer but potentially more potent. We implemented a $25,000 portfolio with 2.5% pos…
User: Waiting for subagents to complete...
Aurora: All 5 subagents complete. **Subagent 1**: Analyze the user's favorites watchlist (META, GOOG, NVDA, HOOD, LLY, AMD, AVGO, TSM, ANET, GS, DUOL, XOM, COP, POWL). Identify candidates currently in a mean-reversion zone (RSI < 40) or momentum breakout (RSI > 60). Create and backtest bull call spreads on mean-reversion names and long calls on momentum names. Use $25,000 initialValue, 2-3% position sizing, and backtest across 2022-2025 regimes to find a strategy averaging 80%+ return. - Status: completed - Summary: **RSI Options Strategy Analysis: 2022-2026 Performance Review** Designed and tested a dual-regime options strategy for a 14-stock watchlist (including **NVDA**, **META**, and **LLY**) to achieve an 80% average annual return. The approach combined RSI-based mean reversion (RSI < 40) using Bull Call Spreads and momentum breakouts (RSI > 60) using Long Calls and Spreads. ### Research & Methodology We analyzed 14 tickers for current RSI levels and historical signal frequency. Research revealed that while momentum signals (RSI > 60) are frequent in bull markets, mean reversion signals (RSI < 40) are rarer but potentially more potent. We implemented a $25,000 portfolio with 2.5% pos…
User: Waiting for subagents to complete...
Aurora: All 5 subagents complete. **Subagent 1**: Analyze the user's favorites watchlist (META, GOOG, NVDA, HOOD, LLY, AMD, AVGO, TSM, ANET, GS, DUOL, XOM, COP, POWL). Identify candidates currently in a mean-reversion zone (RSI < 40) or momentum breakout (RSI > 60). Create and backtest bull call spreads on mean-reversion names and long calls on momentum names. Use $25,000 initialValue, 2-3% position sizing, and backtest across 2022-2025 regimes to find a strategy averaging 80%+ return. - Status: completed - Summary: **RSI Options Strategy Analysis: 2022-2026 Performance Review** Designed and tested a dual-regime options strategy for a 14-stock watchlist (including **NVDA**, **META**, and **LLY**) to achieve an 80% average annual return. The approach combined RSI-based mean reversion (RSI < 40) using Bull Call Spreads and momentum breakouts (RSI > 60) using Long Calls and Spreads. ### Research & Methodology We analyzed 14 tickers for current RSI levels and historical signal frequency. Research revealed that while momentum signals (RSI > 60) are frequent in bull markets, mean reversion signals (RSI < 40) are rarer but potentially more potent. We implemented a $25,000 portfolio with 2.5% pos…
User: Waiting for subagents to complete...
Aurora: All 5 subagents complete. **Subagent 1**: Analyze the user's favorites watchlist (META, GOOG, NVDA, HOOD, LLY, AMD, AVGO, TSM, ANET, GS, DUOL, XOM, COP, POWL). Identify candidates currently in a mean-reversion zone (RSI < 40) or momentum breakout (RSI > 60). Create and backtest bull call spreads on mean-reversion names and long calls on momentum names. Use $25,000 initialValue, 2-3% position sizing, and backtest across 2022-2025 regimes to find a strategy averaging 80%+ return. - Status: completed - Summary: **RSI Options Strategy Analysis: 2022-2026 Performance Review** Designed and tested a dual-regime options strategy for a 14-stock watchlist (including **NVDA**, **META**, and **LLY**) to achieve an 80% average annual return. The approach combined RSI-based mean reversion (RSI < 40) using Bull Call Spreads and momentum breakouts (RSI > 60) using Long Calls and Spreads. ### Research & Methodology We analyzed 14 tickers for current RSI levels and historical signal frequency. Research revealed that while momentum signals (RSI > 60) are frequent in bull markets, mean reversion signals (RSI < 40) are rarer but potentially more potent. We implemented a $25,000 portfolio with 2.5% pos…
User: Create a portfolio named 'Round 2 Hybrid: Regime Master' with an initialValue of $25,000. Strategy 1 (Bear Regime): When Price(SPY) < SimpleMovingAverage(SPY, 200), open an Iron Condor on SPY and QQQ (Short 5% OTM / Long 8% OTM), 7-10 DTE. Allocation: 15% of buying power per underlying. Entry: Mondays at open. Exit: Take profit at 50% of credit, Stop loss at 50% of credit. Strategy 2 (Bull Regime): When Price(SPY) > SimpleMovingAverage(SPY, 200), open a Bull Call Spread on NVDA, META, and AMD (Long 70-delta Call / Short 50-delta Call), 30-45 DTE. Allocation: 10% of buying power per position. Exit: Take profit at 60%, Stop loss at 50%. This hybrid strategy uses the bear-market alpha of IV-crush condors (+102% in 2022) and the bull-market vertical alpha of tech leaders (+102% in 2023), gated by the 200-day SMA trend filter.
User: Backtest the 'Round 2 Hybrid: Regime Master' portfolio (chatPortfolioId: 69d38385401165fca52bc083) across four regimes: 1. 2022 Bear Market: 2022-01-01 to 2022-12-31 2. 2023 Recovery: 2023-01-01 to 2023-12-31 3. 2024 Trend: 2024-01-01 to 2024-12-31 4. Current Regime: 2025-01-01 to 2026-04-06 Benchmark against SPY with an initial value of $25,000.
Aurora: I'll create the backtest configurations for the **Round 2 Hybrid: Regime Master** portfolio across the four requested market regimes. Since your strategies include time-specific execution rules ("Minutes After Market Open < 30"), I have set the backtest interval to **Minute** to ensure accurate simulation of Monday morning entries. Because intraday backtests are limited to 1-year durations, I have split the "Current Regime" (2025–2026) into two separate configurations.
User: Analyze the backtest results for the 'Round 2 Hybrid: Regime Master' portfolio (chatPortfolioId: 69d38385401165fca52bc083) for the periods 2022 (Bear), 2023 (Recovery), 2024 (Trend), and 2025-present (Current). Summarize the total return, max drawdown, and Sortino ratio for each period, and calculate the average annual return across all regimes.
Aurora: The analysis of the **Round 2 Champion: Asymmetric Alpha** and **Round 2 Hybrid: Regime Master** portfolios shows that both strategies failed to meet your performance targets and significantly underperformed the SPY baseline across all tested regimes. ### 1. Backtest Summary and Comparison The following table summarizes the performance of both portfolios against the SPY baseline. | Backtest Period | Portfolio Name | Portfolio Return | SPY Return | Max Drawdown | Sortino Ratio | | :--- | :--- | :--- | :--- | :--- | :--- | | **2022 (Bear)** | Asymmetric Alpha | -74.77% | **-18.38%** | 81.35% | -1.61 | | **2022 (Bear)** | Regime Master | -44.72% | **-18.40%** | 50.67% | -1.53 | | **2023 (Recovery)** | Asymmetric Alpha | -56.42% | **+26.19%** | 64.37% | -1.86 | | **2023 (Recovery)** | Regime Master | -59.63% | **+26.19%** | 71.14% | -0.72 | | **2024 (Trend)** | Asymmetric Alpha | -69.63% | **+25.34%** | 73.63% | -1.07 | | **2024 (Trend)** | Regime Master | -45.64% | **+25.24%** | 55.85% | -1.57 | | **2025 (Full Year)** | Regime Master | -63.14% | **+17.84%** | 67.72% | -0.14 | | **2025-26 (Current)** | Asymmetric Alpha | -57.30% | **+8.74%** | 57.30% | -1.86 | | **2026 (YTD)** | Regim…
User: Create an options portfolio named 'Round 2 Final: Sovereign Alpha' with an initialValue of $25,000. Strategy 1 (Bear Regime - IV Crush): When Price(SPY) < SimpleMovingAverage(SPY, 200), open an Iron Condor on SPY and QQQ. Short legs at 5% OTM, Long legs at 8% OTM. 7-10 Days to Expiration (DTE). Allocation: 15% of buying power per underlying. Entry: Mondays at open (Day 1). Exit: Take profit at 50% of credit received, Stop loss at 50% of credit received. Max 1 spread per underlying. Strategy 2 (Bull Regime - Tech Alpha): When Price(SPY) > SimpleMovingAverage(SPY, 200), open a Bull Call Spread on NVDA, META, and AMD. Long leg at 70-delta, Short leg at 50-delta. 30-45 Days to Expiration (DTE). Allocation: 5% of buying power per position. Exit: Take profit at 75% of premium paid, Stop loss at 75% of premium paid. Exit if DTE <= 7. Max 1 spread per underlying. This hybrid strategy combines the 102% Bear-market alpha of IV-crush condors with the 102% Bull-market alpha of tech vertical spreads, using the 5-15% sizing and 75% risk targets identified by subagents as optimal for a $25k account.
User: Backtest the 'Round 2 Final: Sovereign Alpha' portfolio (chatPortfolioId: 69d39156401165fca52ec364) across four market regimes: 1. 2022 Bear Market: 2022-01-01 to 2022-12-31 2. 2023 Recovery: 2023-01-01 to 2023-12-31 3. 2024 Trend: 2024-01-01 to 2024-12-31 4. Current Regime: 2025-01-01 to 2026-04-06 Benchmark all tests against SPY with an initial value of $25,000.
Aurora: I'll create backtest configurations for the **Round 2 Final: Sovereign Alpha** portfolio across the four requested market regimes. Since the strategy uses intraday timing ("Minutes After Market Open"), I have set the interval to **Minute**. Because intraday backtests are limited to 1-year durations, I have split the 2025–2026 period into two separate runs.
User: Analyze the backtest results for the 'Round 2 Final: Sovereign Alpha' portfolio (chatPortfolioId: 69d39156401165fca52ec364). I need the total return, max drawdown, and Sortino ratio for the following backtest IDs: 69d39172401165fca52ec700 (2022 Bear), 69d39173401165fca52ec719 (2023 Recovery), 69d39172401165fca52ec702 (2024 Trend), 69d39173401165fca52ec73a (2025 Current), and 69d39173401165fca52ec717 (2026 YTD). Calculate the average annual return across all regimes.
Aurora: Backtest timed out after 60 minutes. 1 backtest(s) still pending.
User: Retrieve and analyze the backtest results for the 'Round 2 Final: Sovereign Alpha' portfolio (chatPortfolioId: 69d39156401165fca52ec364). I need the total return, max drawdown, and Sortino ratio for the following backtest IDs: 69d39172401165fca52ec700 (2022 Bear), 69d39173401165fca52ec719 (2023 Recovery), 69d39172401165fca52ec702 (2024 Trend), 69d39173401165fca52ec73a (2025 Current), and 69d39173401165fca52ec717 (2026 YTD). Please summarize the performance for each period and calculate the average annual return across all regimes.
Aurora: The following analysis covers the backtest results for the three portfolios developed in Round 2: **Asymmetric Alpha**, **Regime Master**, and **Sovereign Alpha**. ### 1. Backtest Summary and Comparison The table below compares the performance of each strategy against the SPY baseline across the tested market regimes. | Period | Portfolio Name | Portfolio Return | SPY Return | Portfolio Max DD | SPY Max DD | Sortino | | :--- | :--- | :--- | :--- | :--- | :--- | :--- | | **2022 (Bear)** | Asymmetric Alpha | -74.77% | -18.38% | 81.35% | 24.50% | -1.61 | | **2022 (Bear)** | Regime Master | -44.72% | -18.40% | 50.67% | 26.59% | -1.53 | | **2022 (Bear)** | Sovereign Alpha | -92.47% | -18.40% | 92.56% | 26.59% | -6.28 | | **2023 (Recovery)** | Asymmetric Alpha | -56.42% | **+26.19%** | 64.37% | 9.97% | -1.86 | | **2023 (Recovery)** | Regime Master | -59.63% | **+26.19%** | 71.14% | 10.30% | -0.72 | | **2023 (Recovery)** | Sovereign Alpha | +7.31% | **+26.19%** | 28.87% | 10.30% | 0.39 | | **2024 (Trend)** | Asymmetric Alpha | -69.63% | **+25.34%** | 73.63% | 8.41% | -1.07 | | **2024 (Trend)** | Regime Master | -45.64% | **+25.24%** | 55.85% | 10.03% | -1.57 | | **2024 (Trend)** | Sovere…
User: Provide the current price, 50-day SMA, 200-day SMA, and 14-day RSI for XLK and SMH. Also, re-verify the current level of the VIX to ensure the volatility baseline for Monday's open.
User: ## Optimization Round 2: Final Report — Sovereign Alpha I have completed a rigorous multi-regime stress test of your options strategies. After 23 iterations and dozens of backtests across four distinct market environments (2022 Bear, 2023 Recovery, 2024 Trend, and 2025 Current), I have identified a critical 'Stop-Loss Paradox' that is preventing your $25,000 account from reaching the 100% return goal. ### 1. Performance Summary: The 'Least Bad' Candidate None of the aggressive strategies met the **80% average return** bar. The high-conviction tech spreads were consistently 'shaken out' by market noise, while the Iron Condors were overwhelmed by the recent 2024 'melt-up.' The only strategy that maintained a positive expectancy with acceptable risk was the **Macro IV Crush Condor**. | Regime | Market Condition | Macro IV Crush Return | SPY Return | Max Drawdown | | :--- | :--- | :--- | :--- | :--- | | **2022** | Bear Market | **+102.50%** | -18.38% | **14.18%** | | **2023** | AI Bull Run | **+5.13%** | +26.19% | **6.83%** | | **2024-25** | Continued Trend | **+2.10%** | +25.34% | **8.60%** | * **Average Annual Return:** **+36.57%** (Target: 100% — **FAILED**) * **Worst Max Drawdown:…
Aurora: ## Optimization Round 2: Final Report — Sovereign Alpha I have completed a rigorous multi-regime stress test of your options strategies. After 23 iterations and dozens of backtests across four distinct market environments (2022 Bear, 2023 Recovery, 2024 Trend, and 2025 Current), I have identified a critical 'Stop-Loss Paradox' that is preventing your $25,000 account from reaching the 100% return goal. ### 1. Performance Summary: The 'Least Bad' Candidate None of the aggressive strategies met the **80% average return** bar. The high-conviction tech spreads were consistently 'shaken out' by market noise, while the Iron Condors were overwhelmed by the recent 2024 'melt-up.' The only strategy that maintained a positive expectancy with acceptable risk was the **Macro IV Crush Condor**. | Regime | Market Condition | Macro IV Crush Return | SPY Return | Max Drawdown | | :--- | :--- | :--- | :--- | :--- | | **2022** | Bear Market | **+102.50%** | -18.38% | **14.18%** | | **2023** | AI Bull Run | **+5.13%** | +26.19% | **6.83%** | | **2024-25** | Continued Trend | **+2.10%** | +25.34% | **8.60%** | * **Average Annual Return:** **+36.57%** (Target: 100% — **FAILED**) * **Worst Max Drawdown:…