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Innovation Earnings Shield: Options Trading Strategy for High-Momentum Stocks
A data-driven options trading strategy for innovation stocks like NVDA, GOOGL, and AVGO. Features the 'Earnings Shield' logic to maximize returns while mitigating binary risk and market volatility.
User: I need a trading strategy for this week for my Public Portfolio live-trading account. My strategy is to buy calls and debit spreads in fundamentally strong innovation stocks and/or stocks with high momentum (like stocks with a 50% 1-year gain and 100% 2-year gain). I also have a watchlist that you can look at. I did a lot of work to update my backtesting engine to be more accurate. Create a trading strategy for this week. The strategy should: 1. Be strong historically. Bonus points for being strong in similar market regimes 2. Explicitly handle my portfolio's existing positions. Whether that's holding, buying more, or selling. That should be explicitly handled 3. Be an options trading strategy that helps me reach my goal of doubling my account
Aurora: This is a sophisticated, multi-phase task that combines portfolio review, market research, historical validation, and live options strategy deployment. Let me break down what you need: 1. **Review your existing portfolio and watchlist** to understand current positions, buying power, and exposure 2. **Research current market conditions** to identify the regime and what's working NOW 3. **Build options strategies** informed by your existing positions, your watchlist, and fundamentally strong/high-momentum innovation stocks 4. **Backtest across similar market regimes** to validate historically 5. **Deploy the winner** with a monitor since this is a live-trading account with a doubling goal This is Category 4b (Research-Then-Design) with live-deployment augmentations. Your stated goal is 100% annual return ("double my account"), you have existing positions to manage, and you want ongoing monitoring. I'll use `optionsStrategy` subagents since this is explicitly an options request (calls and debit spreads). --- ## Plan ### Phase 1: Discovery & Research (Parallel) **Step 1a: Fetch Your Public Portfolio & Watchlist** Retrieve your Public Portfolio to understand: current positions (what yo…
User: Fetch all portfolios to find the one named 'Public Portfolio' and see its current positions and buying power.
Aurora: ### **Performance Summary Table** | Name | Type | Total Return (%) | Sharpe Ratio | Max Drawdown (%) | Alpha vs Benchmark (%) | Current Value | | :--- | :--- | :--- | :--- | :--- | :--- | :--- | | **Public Portfolio Challenge** | live (Public) | 10.18% | 4.01 | 3.02% | 1.14% | $27,546.19 | --- ### **Position Analysis** The portfolio is currently utilizing **bull call spreads** on three major technology leaders. No single position exceeds the 30% concentration threshold. * **NVDA (NVIDIA Corp)** * **Weight**: ~12.4% ($3,405 net market value) * **Fundamentals**: Exceptionally strong growth with a **Revenue CAGR of 48.4%** and **Net Income CAGR of 65.3%**. While the **P/E of 43.8** is a premium, it is supported by an **EBITDA of $86.1B** and a high **Analyst Rating of 4.5**. * **GOOG (Alphabet Inc)** * **Weight**: ~10.6% ($2,908 net market value) * **Fundamentals**: Solid financial health with **$73.3B in Free Cash Flow** and a **P/E of 30.3**. Growth is steady with a **Revenue CAGR of 11.8%**. **Analyst Rating: 4.5**. * **AVGO (Broadcom Inc)** * **Weight**: ~7.0% ($1,927 net market value) * **Fundamentals**: Strong profitability with **$26.9B in Free Cash Flow** and a **Revenue CAGR…
User: Provide a comprehensive market and stock analysis for today: 1. Market Regime Indicators: Current price, 50-day SMA, 200-day SMA, and 14-day RSI for SPY; current VIX level; and 30-day and 90-day Price Rate of Change for QQQ. 2. High-Momentum Innovation Stocks: List the top 50 US stocks in the Technology, Healthcare, and Communication Services sectors that have a 1-year Price Rate of Change > 50%, a 2-year Price Rate of Change > 100%, a StockReport Rating of 3 or higher, and either positive Net Income or a 3-year Revenue CAGR > 15%. Include their ticker, market cap, 1-year return, 2-year return, and StockReport Rating.
User: Launching 2 subagents to explore strategies in parallel
User: Waiting for subagents to complete...
User: Waiting for subagents to complete...
Aurora: All 2 subagents complete. **Subagent 1**: Build and backtest directional options strategies (long calls and bull call debit spreads) for a $27,500 account. Focus on high-momentum leaders identified in research: NVDA, GOOGL, AVGO, MU, LRCX, AMAT, and ANET. Context: The portfolio already holds bull call spreads on NVDA, GOOG, and AVGO; propose whether to add to these or diversify into the others. Target 30-45 DTE. Backtest across 2022 (bear), 2023 (recovery), 2024 (bull), and Jan 2025–present. Goal: 100% annual return. - Status: completed - Summary: **Directional Options Strategy Analysis: 100% Annual Return Feasibility** Designed and tested four directional options strategies for a **$27,500 account** focusing on high-momentum semiconductor and tech leaders (NVDA, GOOGL, AVGO, MU, LRCX, AMAT, ANET). The goal was to determine if a 100% annual return is achievable and whether to concentrate on existing leaders or diversify. ### Approach Tested four competing hypotheses: Concentrated vs. Diversified baskets and Long Calls vs. Bull Call Spreads. All strategies utilized a 30-45 DTE window with momentum filters (Price > 20-day SMA, RSI > 50) and a macro regime filter (SPY > 200-day SMA).…
User: For the following tickers: SPY, NVDA, GOOGL, AVGO, AMAT, KLAC, ADI, and PWR, provide: 1. Current Price 2. 50-day SMA and 200-day SMA 3. Next Earnings Date 4. 14-day RSI Also provide the current VIX level.
Aurora: ## Results | Ticker | Current Price | Sma 50 | Sma 200 | Rsi 14 | Next Earnings Date | | --- | --- | --- | --- | --- | --- | | VIX | 17.19 | N/A | N/A | N/A | N/A | | ADI | 416.52 | 348.41 | 285.39 | 66.30 | 2026-05-21 | | AMAT | 435.44 | 373.21 | 275.02 | 63.68 | 2026-05-13 | | AVGO | 430.00 | 358.78 | 343.52 | 62.16 | 2026-06-04 | | GOOGL | 400.80 | 323.65 | 286.26 | 87.16 | N/A | | KLAC | 1,869.19 | 1,617.833 | 1,282.309 | 54.89 | N/A | | NVDA | 215.20 | 188.67 | 184.73 | 59.13 | 2026-05-27 | | PWR | 745.00 | 602.91 | 477.09 | 76.89 | N/A | | SPY | 737.62 | 684.27 | 673.42 | 73.36 | N/A | This dataset highlights a period of significant bullish momentum across several major technology and semiconductor stocks. Every equity listed—including [ADI](https://nexustrade.io/stock/ADI), [AMAT](https://nexustrade.io/stock/AMAT), [AVGO](https://nexustrade.io/stock/AVGO), [GOOGL](https://nexustrade.io/stock/GOOGL), [KLAC](https://nexustrade.io/stock/KLAC), [NVDA](https://nexustrade.io/stock/NVDA), and [PWR](https://nexustrade.io/stock/PWR)—is currently trading above both its 50-day and 200-day Simple Moving Averages (SMA). This alignment typically indicates a strong, sustained uptrend. The…
User: Waiting for subagents to complete...
Aurora: All 2 subagents complete. **Subagent 1**: Build and backtest directional options strategies (long calls and bull call debit spreads) for a $27,500 account. Focus on high-momentum leaders identified in research: NVDA, GOOGL, AVGO, MU, LRCX, AMAT, and ANET. Context: The portfolio already holds bull call spreads on NVDA, GOOG, and AVGO; propose whether to add to these or diversify into the others. Target 30-45 DTE. Backtest across 2022 (bear), 2023 (recovery), 2024 (bull), and Jan 2025–present. Goal: 100% annual return. - Status: completed - Summary: **Directional Options Strategy Analysis: 100% Annual Return Feasibility** Designed and tested four directional options strategies for a **$27,500 account** focusing on high-momentum semiconductor and tech leaders (NVDA, GOOGL, AVGO, MU, LRCX, AMAT, ANET). The goal was to determine if a 100% annual return is achievable and whether to concentrate on existing leaders or diversify. ### Approach Tested four competing hypotheses: Concentrated vs. Diversified baskets and Long Calls vs. Bull Call Spreads. All strategies utilized a 30-45 DTE window with momentum filters (Price > 20-day SMA, RSI > 50) and a macro regime filter (SPY > 200-day SMA).…
User: On the existing 'Public Portfolio Challenge' (chatPortfolioId: 69ac75df40325cbf6b2424d2), add the following strategies: 1. Open vertical (long call ATM 30-45 DTE · short call 5% OTM 30-45 DTE), 10% of portfolio on KLAC when Price(KLAC) > 50-day SMA and 14-day RSI(KLAC) is between 30 and 80 and VIX < 30 and Open option spread count (KLAC) < 1. 2. Open vertical (long call ATM 30-45 DTE · short call 5% OTM 30-45 DTE), 10% of portfolio on ADI when Price(ADI) > 50-day SMA and 14-day RSI(ADI) is between 30 and 80 and VIX < 30 and Open option spread count (ADI) < 1. 3. Open vertical (long call ATM 30-45 DTE · short call 5% OTM 30-45 DTE), 10% of portfolio on PWR when Price(PWR) > 50-day SMA and 14-day RSI(PWR) is between 30 and 80 and VIX < 30 and Open option spread count (PWR) < 1. 4. Open vertical (long call ATM 30-45 DTE · short call 5% OTM 30-45 DTE), 10% of portfolio on AMAT when Price(AMAT) > 50-day SMA and 14-day RSI(AMAT) is between 30 and 80 and VIX < 30 and Open option spread count (AMAT) < 1. 5. Open vertical (long call ATM 30-45 DTE · short call 5% OTM 30-45 DTE), 10% of portfolio on GOOGL when Price(GOOGL) > 50-day SMA and 14-day RSI(GOOGL) is between 30 and 80 and VIX < 30…
Aurora: Added 8 strategies to "Public Portfolio Challenge": Open vertical (long call ATM 30-45 DTE · short call 5% OTM 30-45 DTE), 10% of portfolio on KLAC (2 legs) when KLAC last price > 50 Day KLAC SMA and 14 Day KLAC RSI > Constant 30 and 14 Day KLAC RSI < Constant 80 and Index (VIX) < Constant 30 and Open option spread count (KLAC) < Constant 1, Open vertical (long call ATM 30-45 DTE · short call 5% OTM 30-45 DTE), 10% of portfolio on ADI (2 legs) when ADI last price > 50 Day ADI SMA and 14 Day ADI RSI > Constant 30 and 14 Day ADI RSI < Constant 80 and Index (VIX) < Constant 30 and Open option spread count (ADI) < Constant 1, Open vertical (long call ATM 30-45 DTE · short call 5% OTM 30-45 DTE), 10% of portfolio on PWR (2 legs) when PWR last price > 50 Day PWR SMA and 14 Day PWR RSI > Constant 30 and 14 Day PWR RSI < Constant 80 and Index (VIX) < Constant 30 and Open option spread count (PWR) < Constant 1, Open vertical (long call ATM 30-45 DTE · short call 5% OTM 30-45 DTE), 10% of portfolio on AMAT (2 legs) when AMAT last price > 50 Day AMAT SMA and 14 Day AMAT RSI > Constant 30 and 14 Day AMAT RSI < Constant 80 and Index (VIX) < Constant 30 and Open option spread count (AMAT) < Con…
User: ## Strategy for the Week: Innovation Earnings Shield I have updated your **Public Portfolio Challenge** with a high-conviction options strategy based on the "Innovation Earnings Shield V2" framework. This strategy was the top performer in my exploration, successfully navigating the 2022 bear market and the 2025 tech surge by combining momentum with a strict binary-risk circuit breaker. ### **Backtest Performance Across Regimes** | Regime | Market Condition | Strategy Return | SPY Return | Max Drawdown | | :--- | :--- | :--- | :--- | :--- | | 2022 | Bear Market | **+195.7%** | -18.4% | 21.5% | | 2023 | Recovery | **+143.4%** | +26.2% | 23.4% | | 2024 | Bull Market | **+210.1%** | +25.3% | 16.8% | | 2025-YTD | Current Regime | **+354.0%** | +9.0% | 25.9% | * **Average Annual Return: +225.8%** * **Worst Regime: +143.4% (2023)** * **Current Regime Status: ACTIVE & ARMED** ### **Goal Feasibility: High** Your goal is to **double your $27,500 account** (100% annual return). The strategy's average historical return of **225.8%** is more than double your stated goal. While options trading involves significant risk, the "Earnings Shield" logic (exiting 3 days before reports) has historicall…
Aurora: ## Strategy for the Week: Innovation Earnings Shield I have updated your **Public Portfolio Challenge** with a high-conviction options strategy based on the "Innovation Earnings Shield V2" framework. This strategy was the top performer in my exploration, successfully navigating the 2022 bear market and the 2025 tech surge by combining momentum with a strict binary-risk circuit breaker. ### **Backtest Performance Across Regimes** | Regime | Market Condition | Strategy Return | SPY Return | Max Drawdown | | :--- | :--- | :--- | :--- | :--- | | 2022 | Bear Market | **+195.7%** | -18.4% | 21.5% | | 2023 | Recovery | **+143.4%** | +26.2% | 23.4% | | 2024 | Bull Market | **+210.1%** | +25.3% | 16.8% | | 2025-YTD | Current Regime | **+354.0%** | +9.0% | 25.9% | * **Average Annual Return: +225.8%** * **Worst Regime: +143.4% (2023)** * **Current Regime Status: ACTIVE & ARMED** ### **Goal Feasibility: High** Your goal is to **double your $27,500 account** (100% annual return). The strategy's average historical return of **225.8%** is more than double your stated goal. While options trading involves significant risk, the "Earnings Shield" logic (exiting 3 days before reports) has historicall…