Shared agent run on NexusTrade
Fact-check: @bridgingcycles 0DTE SPX iron condor
The full agent run behind the TikTok fact-check: Web Ingest pulled the video in as a Source, Enrich Source read it with native video understanding, Generate Portfolios encoded his stated rules, and Backtest ran them on Minute data for a year. 7 iterations, $0.091.
User: Fact-check this TikTok: https://www.tiktok.com/@bridgingcycles/video/7682059185910992158 . Codify the 0DTE SPX iron condor it describes and backtest it on Minute over the last 12 months. He claims zero losers in August. Is that real?
Aurora: 1. Web Ingest — Acquire the exact TikTok URL https://www.tiktok.com/@bridgingcycles/video/7682059185910992158 as one document via Web Ingest. 2. Enrich Source — Extract repeatable 0DTE SPX iron condor rules from that Source (entry time, wings/delta, DTE, exits/stops, sizing) and classify promo vs repeatable rules. 3. Collect Web Data — If step 2 is thin, seed with profile https://www.tiktok.com/@bridgingcycles to collect that creator's profile and post URLs. 4. Ingest Content — Ingest the derived creator profile with broad limit to expand beyond the single post before any portfolio work. 5. Ask Corpus — Query the ingested creator corpus scoped to @bridgingcycles for 0DTE iron condor entries/exits and August claim context with dated citations. 6. Generate Portfolios — Only from corpus-backed rules, encode the 0DTE iron condor as Minute options-native book using SPY options as labeled SPX proxy, with explicit assumptions. 7. Backtest Portfolios — Backtest on Minute over last 12 months capped at 365-day max with matched capital/fees. 8. Read Backtest — Read results with August 2026 trade-level breakdown to test zero-losers claim. 9. Audit Backtest Breadth — Audit breadth/participatio…
User: Web Ingest: Ingest the exact TikTok video as one document via Web Ingest: https://www.tiktok.com/@bridgingcycles/video/7682059185910992158. Persist it as a Source for downstream Enrich Source extraction of the 0DTE SPX iron condor rules.
Aurora: Web ingest success: 1 already in corpus — Not financial advice, please be careful and aware of the risk associated with 0dte before trading them. Especially short options can result in massive losses if unchecked. #finance #optionstrader #daytrader #stockmarket #options. Source IDs: 6a9d2b38f68259010daffa1e.
User: Enrich Source: Enrich Source on sourceId 6a9d2b38f68259010daffa1e (TikTok https://www.tiktok.com/@bridgingcycles/video/7682059185910992158 titled 'Not financial advice, please be careful and aware of the risk associated with 0dte before trading them'). Extract repeatable 0DTE SPX iron condor rules: entry time/session clock, wing width/delta/strike selection, DTE/0DTE definition, profit target/stop-loss/management exits, sizing, and any August zero-losers claim context with dates. Classify promo vs repeatable rules, preserve raw wording, and flag thin/missing fields.
Aurora: Enriched source 6a9d2b38f68259010daffa1e (Muse Spark native video).
User: Collect Web Data: Collect Web Data seeded with TikTok profile https://www.tiktok.com/@bridgingcycles — collect that creator's profile and recent post URLs with titles, post URLs, view counts, channel name, and published dates, focusing on 0DTE SPX iron condor posts and any August performance claims. Return contentUrls plus data.videos array. Ask Corpus: Ask Corpus scoped to creator @bridgingcycles and source 6a9d2b38f68259010daffa1e: what 0DTE SPX iron condor entry, exit, wing width, and profit-target rules are stated, and what dated evidence supports the August zero-losers and $30,000 last-month claims? Return dated citations and flag unverified performance claims.
Aurora: Collect Web Data returned no structured result.
Aurora: Scoped to @bridgingcycles, source `6a9d2b38f68259010daffa1e`: ### 0DTE SPX iron condor rules stated **Entry:** - Wait for opening range breakout -> consolidation -> entry - Short legs right outside daily expected range [2026-09-05 | https://www.tiktok.com/@bridgingcycles/video/7682059185910992158] **Wing width - changed over time:** - Originally: 100 wide wings both sides - Updated to: 50 wide generally, with asymmetric example 25 wide call / 50 wide put due to put richness [2026-09-05 | https://www.tiktok.com/@bridgingcycles/video/7682059185910992158] - Function: Long wings are catastrophic insurance further OTM to cap losses - Rationale: Put side more expensive / rich (protection demand) -> call wing can be closer / cheaper; put wing must be further OTM for acceptable price - Visual support: Overlay 'Note Put Premium: 50 and 100 OTM' showing bid/ask for puts; overlay 'Call Premium Much Cheaper' showing call bid/ask; highlights 10.40/12.05 vs 3.00/3.10 etc., demonstrating put richness vs call cheapness [2026-09-05 | https://www.tiktok.com/@bridgingcycles/video/7682059185910992158] **Exit / profit-target / management:** - Profit target: "target 25% of max profit" - verbatim: "I wo…
User: Generate Portfolios: Create ONE Minute-interval options portfolio named 'BridgingCycles 0DTE SPX Iron Condor (SPY proxy)' with $500000 initial capital (user gave no capital, options default). Underlying is SPY explicitly as a labeled proxy for SPX which the lake cannot trade as 0DTE index options. Corpus-backed rules from TikTok source 6a9d2b38f68259010daffa1e published 2026-09-05 (creator @bridgingcycles): entry after opening-range breakout then consolidation, shorts right outside daily expected range, wings originally 100-wide SPX then tightened to 50-wide with asymmetric 25-wide call / 50-wide put example due to put richness, profit target 25% of max profit, typical hold 30-60 minutes example 9:45 to before 10:20 ET, long wings as catastrophic insurance, do NOT scale contracts when wings tighten. Encode as one RebalanceOption iron-condor book plus CloseOption exits: - Entry daily around 15 minutes after open (~9:45 ET), only on 0DTE contracts (0-1 DTE). ASSUMPTION for underspecified 'daily expected range': short put and short call placed just outside plus/minus 0.5 percent of the opening price. ASSUMPTION for underspecified opening-range/consolidation: require price outside the…
Aurora: Created 1 portfolio. - BridgingCycles 0DTE SPX Iron Condor (SPY proxy): portfolioId=6a9d2e0ac6e5f830097140c4; strategies=Rebalance iron condor (short put $1 OTM 0-1 DTE · long put $6 OTM 0-1 DTE · short call $0.5 OTM 0-1 DTE · long call $3 OTM 0-1 DTE) on SPY ranked by Constant 1, filter ( High of Day > High of Day at 15 min after open or Low of Day < Low of Day at 15 min after open and last price ≤ High of Day at 15 min after open and last price ≥ Low of Day at 15 min after open and Abs(5 Minute Rate of Change) < Constant 0.1), max 1 underlyings when Minutes After Market Open ≥ Constant 15 and Minutes After Market Open ≤ Constant 16 and Days Since Strategy Fired ≥ Constant 1; Close options on SPY (P/L >= 25%) when Constant 1 > Constant 0; Close options on SPY when Minutes After Market Open ≥ Constant 50 Use these portfolioIds directly in subsequent portfolio tools. Do not fetch or ask the user to recover IDs already listed here.
User: Backtest Portfolios: Backtest portfolio 6a9d2e0ac6e5f830097140c4 (BridgingCycles 0DTE SPX Iron Condor SPY proxy) on Minute interval from 2025-09-06 to 2026-09-04 (last 12 months, capped at 365-day max), initialValue $500000, baseline SPY buy-and-hold, generateEvents true for August 2026 trade-level audit.
Aurora: Started 1 native backtest. Backtest IDs: ["6a9d2e20f68259010daffbb2"]. Next, call Read Backtest with exactly these backtestIds. Do not run Backtest Portfolios again for the same portfolio and window.
User: Read Backtest: Read backtest 6a9d2e20f68259010daffbb2 for portfolio 6a9d2e0ac6e5f830097140c4 BridgingCycles 0DTE SPX Iron Condor SPY proxy on Minute 2025-09-06 to 2026-09-04. Return total percent change, Sharpe, Sortino, max drawdown, trade count, win rate, profit factor, SPY baseline, and August 2026 trade-level breakdown with wins vs losses to test zero-losers claim.
Aurora: Backtests finished (1 complete).
Aurora: ## 0DTE SPX Iron Condor TikTok Fact-Check — Minute Backtest (Last 12 Months) **Deployment posture (lead):** > `6a9d2e20` Backtest BridgingCycles 0DTE SPX Iron Condor (SPY proxy) from 2025-09-06 to 2026-09-04 using SPY: **medianDeployment = 0.0% → sparse / often flat** This is **expected** for this design — 1 condor/day, 30-60 min hold, same-day flat (~9:45 to ~10:20 ET assumption). It is NOT ~always invested. Baseline SPY buy-and-hold in the same window was 94.05% medianDeployment. **Functioning check:** Book **traded**. `participationRate = 1`, `distinctUnderlyingsTraded = 1`, `closedTradeCount = 516`, `dollarsSold = $535,085.75`, `resolutionAttempts = 194`. Per advisory rule, this is NOT a PipelineEmpty / broken book despite medianDeployment 0%. `breadthAudit.status = available` with single-name concentration `top1SharePct = 100%` is normal for SPY-only book. One sizing note: 61 `other` rejections with sample `totalBudget exceeded: candidate requires $5985.00, but only $4993.91 remains` — occasional cap, not fatal. No material `warnings[]` or `validationWarning` in this run. ### 1. Summary vs Baseline — Same Window Window: **2025-09-06 to 2026-09-05** — `windowKey: 2025-09-06|20…
User: ## Fact-check: @bridgingcycles 0DTE SPX Iron Condor — https://www.tiktok.com/@bridgingcycles/video/7682059185910992158 **Verdict: Codified and backtested. Zero-losers in August is NOT real — unverified promo, contradicted by proxy backtest.** ### What he actually says (Source 6a9d2b38f68259010daffa1e, published 2026-09-05) Repeatable rules extracted via Enrich + Ask Corpus: - **Entry:** Wait for opening-range breakout then consolidation, then open iron condor. Example: open ~9:45 ET, close before 10:20 ET. Typical hold 30-60 min. - **Shorts:** "right outside the daily expected range" — no formula given for expected range. - **Wings:** Originally 100-wide SPX both sides as catastrophic insurance. Updated to 50-wide generally, example 25-wide call / 50-wide put because puts trade rich vs calls. Visual overlays show put richness 10.40/12.05 vs call 3.00/3.10. - **Target:** 25% of max profit. - **Sizing:** Use less buying power with tighter wings, do NOT scale up contracts — "you're scaling your gamma risk." No contracts, % or $ given. - **Missing:** delta, opening-range definition (minutes), consolidation definition, stop-loss / adjustment rule, SPXW settlement time, commissions. Pro…
Aurora: ## Fact-check: @bridgingcycles 0DTE SPX Iron Condor — https://www.tiktok.com/@bridgingcycles/video/7682059185910992158 **Verdict: Codified and backtested. Zero-losers in August is NOT real — unverified promo, contradicted by proxy backtest.** ### What he actually says (Source 6a9d2b38f68259010daffa1e, published 2026-09-05) Repeatable rules extracted via Enrich + Ask Corpus: - **Entry:** Wait for opening-range breakout then consolidation, then open iron condor. Example: open ~9:45 ET, close before 10:20 ET. Typical hold 30-60 min. - **Shorts:** "right outside the daily expected range" — no formula given for expected range. - **Wings:** Originally 100-wide SPX both sides as catastrophic insurance. Updated to 50-wide generally, example 25-wide call / 50-wide put because puts trade rich vs calls. Visual overlays show put richness 10.40/12.05 vs call 3.00/3.10. - **Target:** 25% of max profit. - **Sizing:** Use less buying power with tighter wings, do NOT scale up contracts — "you're scaling your gamma risk." No contracts, % or $ given. - **Missing:** delta, opening-range definition (minutes), consolidation definition, stop-loss / adjustment rule, SPXW settlement time, commissions. Pro…