Shared agent run on NexusTrade
Public Portfolio Exit Strategy Audit: NVDA & GOOG Analysis
An investigation into why NVDA and GOOG positions haven't hit sell triggers, featuring a detailed audit of P/L thresholds, configuration filters, and drawdown status for the Public Portfolio Challenge.
User: For my public portfolio, are any of my positions close to being sold?
Aurora: Great question! You want to know if any positions in your Public portfolio are close to triggering a sell. I'll investigate this by first fetching your portfolio to understand its strategies and current positions, then auditing the live conditions to see how close each position is to a sell signal. ## Plan 1. **Fetch your Public portfolio** — Retrieve your Public portfolio to see its current positions, strategies, and sell conditions. **Tool:** Fetch User Portfolios 2. **Audit live strategy conditions** — Using the portfolio ID and its sell/exit strategy conditions, query the portfolio's recent events and/or check current indicator values against the sell triggers to determine which positions are closest to being sold. **Tool:** Portfolio Event Auditor (or Query Portfolio Events with `include_condition_audit: true` if needed for specific condition proximity)
User: Find my portfolio named 'Public' and retrieve its strategies and current positions.
Aurora: ### Performance Summary | Name | Type | Total Return (%) | Sharpe Ratio | Max Drawdown (%) | Alpha vs Benchmark (%) | Current Value | | :--- | :--- | :--- | :--- | :--- | :--- | :--- | | **Public Portfolio Challenge** | Live | 12.58% | 2.79 | 9.85% | 3.45% | $28,145.19 | --- ### Position Analysis **Public Portfolio Challenge** * **Top Holdings**: * **NVDA Spreads** (31.0% of market value): High concentration. * **AMAT Spreads** (26.0% of market value). * **GOOG Spreads** (14.0% of market value). * **Concentration Risk**: **NVDA** exposure is currently at **31.0%**, which exceeds the 30% threshold. * **Fundamental Insights**: * **NVDA**: Exceptional growth with a **Revenue CAGR of 48.4%** and **Net Income CAGR of 65.3%**. Valuation is premium at a **P/E of 45.95**, but supported by massive **Free Cash Flow of $60.8B**. * **GOOG**: Solid valuation with a **P/E of 30.48** and healthy **Revenue CAGR of 11.8%**. It maintains a very strong balance sheet with **$73.3B in Free Cash Flow**. * **AMAT**: Trading at a **P/E of 44.5** with slower growth (**Revenue CAGR of 2.4%**). * **ADI**: Showing signs of stagnation with a **negative Revenue CAGR of -2.1%** and **Net Income CAGR of -4.7%**.…
User: Audit the 'Public Portfolio Challenge' (ID: 69ac75df40325cbf6b2424d2). Focus on the exit strategies: (1) why the NVDA and GOOG spreads, which are well past the +50%/-30% P/L thresholds, haven't closed yet, and (2) check the current 'Position Max Drawdown' values for AVGO, AMAT, and ADI to see how close they are to the 25% sell trigger. Include condition audits for the exit rules.
Aurora: Portfolio `69ac75df40325cbf6b2424d2` not found, or you don't have access to its event stream.
User: Audit the 'Public Portfolio Challenge' (ID: 69a7dc7acdb6bf6a4681d36c). Investigate the exit strategy execution: (1) Check why the NVDA and GOOG spreads haven't closed despite legs being past the P/L thresholds, and (2) retrieve the current 'Position Max Drawdown' values for AVGO, AMAT, and ADI to see proximity to the 25% trigger. Include condition audits for the 'CloseOption' strategies.
Aurora: ## Verdict True — The hypothesis is supported by the event stream. NVDA and GOOG spreads remained open due to specific filter constraints and P/L "hold bands," while the Position Max Drawdown triggers for AVGO, AMAT, and ADI did not fire because the calculated drawdown values remained at 0. ## Findings * **NVDA Spreads:** Multiple `CloseOptionSignal` events (e.g., `2026-05-14 13:35:48`) show that NVDA spreads were explicitly skipped with the audit code `CLOSE_SPREAD_SKIPPED_UNDERLYING`. The system message states: "underlying NVDA not in underlyings filter," indicating a configuration restriction preventing these specific spreads from closing. * **GOOG Spreads:** Audit logs (e.g., `2026-05-14 13:35:48`) show GOOG spreads (ID `69fa2b784bc21569399e1abc`) were frequently in a "hold band." At `13:35:48`, the P/L was **48.61%**, which falls within the **-40.00% to 50.00%** hold range. It did not reach the $\ge$ 50% threshold required for a take-profit exit. Earlier events also cited `CLOSE_SPREAD_SKIPPED_MAX_DTE` because the DTE (22) was above the maximum allowed (7). * **Position Max Drawdown (AVGO, AMAT, ADI):** * **AVGO:** `NoSignal` events at `2026-05-14 13:36:14` show `AVGO Positio…
User: Several of your positions are currently eligible or very close to being sold, but specific configuration and timing factors are keeping them open. Here is the breakdown: ### 1. NVDA Spreads (Triggered but Blocked) * **Current P/L**: Your NVDA 205C is up **+164.5%**, which is well past your **+50% take-profit** trigger. * **Why they haven't sold**: The audit revealed a configuration error in your 'CloseOption' strategy. The system is skipping these trades with the code `CLOSE_SPREAD_SKIPPED_UNDERLYING` because **NVDA is not included in the underlyings filter** for that specific exit rule. * **Action Needed**: You should update your 'Close options on any...' strategy to ensure NVDA is included in the underlying symbols list, or create a specific exit rule for NVDA. ### 2. GOOG Spreads (Approaching Trigger) * **Current P/L**: The audit clocked the GOOG spread at **48.61% profit**. * **Why they haven't sold**: Your trigger is $\ge$ 50%. The position is currently in a "hold band" just below the exit threshold. Additionally, the **DTE (Days to Expiration)** is currently 22, so the secondary exit trigger (DTE $\le$ 7) is still about two weeks away. ### 3. AVGO, AMAT, and ADI (Safe) * **E…
Aurora: Several of your positions are currently eligible or very close to being sold, but specific configuration and timing factors are keeping them open. Here is the breakdown: ### 1. NVDA Spreads (Triggered but Blocked) * **Current P/L**: Your NVDA 205C is up **+164.5%**, which is well past your **+50% take-profit** trigger. * **Why they haven't sold**: The audit revealed a configuration error in your 'CloseOption' strategy. The system is skipping these trades with the code `CLOSE_SPREAD_SKIPPED_UNDERLYING` because **NVDA is not included in the underlyings filter** for that specific exit rule. * **Action Needed**: You should update your 'Close options on any...' strategy to ensure NVDA is included in the underlying symbols list, or create a specific exit rule for NVDA. ### 2. GOOG Spreads (Approaching Trigger) * **Current P/L**: The audit clocked the GOOG spread at **48.61% profit**. * **Why they haven't sold**: Your trigger is $\ge$ 50%. The position is currently in a "hold band" just below the exit threshold. Additionally, the **DTE (Days to Expiration)** is currently 22, so the secondary exit trigger (DTE $\le$ 7) is still about two weeks away. ### 3. AVGO, AMAT, and ADI (Safe) * **E…