Shared agent run on NexusTrade
Nancy Pelosi disclosure portfolio test
A one-sentence NexusTrade run that reads Pelosi disclosures as they became public, creates four $100,000 portfolio interpretations, and backtests them from 2024 through September 2026.
User: Using only Nancy Pelosi's publicly disclosed trades as they became public, show her recent trades, then create four $100,000 portfolio variants: direct copy, disclosure-magnitude weighted, quality-filtered, and quality plus momentum; backtest each from 2024-01-01 through the latest available date and return shareable drafts.
Aurora: 1. **Stock Screener** — Inspect Nancy Pelosi's publicly disclosed congressional trades using only values knowable at each disclosure's `firstAvailableAt`/public availability time. Resolve the filer and report her recent qualifying trades, disclosure coverage and freshness, purchase/sale direction, equity versus option activity, disclosed amount ranges, missing tickers, amendments, and any data gaps; do not use transaction dates as a hindsight substitute. 2. **Generate Portfolios** — After the completed inspection, create exactly four independent $100,000 shareable chat-portfolio drafts using native point-in-time `PoliticalTrades` over a dynamic supported universe rather than freezing today's ticker list: (a) direct-copy disclosure activity, (b) disclosure-magnitude-weighted activity, (c) activity filtered by native quality criteria, and (d) quality plus native momentum. Preserve public-availability timing and clearly label assumptions, sizing, option-disclosure handling, and any unsupported or unrepresentable records. 3. **Backtest Portfolios** — Backtest all four portfolio variants in one bulk call from 2024-01-01 through the latest available date, with the same $100,000 starting…
User: Stock Screener: Inspect the existing political_trade_events lake for filer Nancy Pelosi. Report: (1) confirm her filer identity as recorded and coverage dates of her rows; (2) her most recent qualifying trades ordered by firstAvailableAt descending — for each row give ticker, purchase or sale direction, equity versus option activity, disclosed amount range as disclosed, transaction date as recorded, and firstAvailableAt/public availability date; (3) counts of purchases vs sales and equity vs option activity over the last 12 months of firstAvailableAt; (4) rows missing tickers, amendments, superseded rows, and any freshness or data gaps; (5) the latest firstAvailableAt present. Use only values knowable at each disclosure's firstAvailableAt — do not use transaction dates as a hindsight substitute for recency. Preserve disclosed amount ranges as ranges and keep availability timing separate from transaction timing.
Aurora: ## Results | DisplayName | MemberId | FilerFirst | FilerLast | FilerKey | IdentitySource | EventId | Version | Chamber | Owner | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | Nancy Pelosi | P000197 | Nancy | Pelosi | member:P000197 | legislators | house:20035143:2 | 1 | house | spouse | | Nancy Pelosi | P000197 | Nancy | Pelosi | member:P000197 | legislators | house:20035143:0 | 1 | house | spouse | | Nancy Pelosi | P000197 | Nancy | Pelosi | member:P000197 | legislators | house:20035143:6 | 1 | house | spouse | | Nancy Pelosi | P000197 | Nancy | Pelosi | member:P000197 | legislators | house:20035143:5 | 1 | house | spouse | | Nancy Pelosi | P000197 | Nancy | Pelosi | member:P000197 | legislators | house:20035143:3 | 1 | house | spouse | | Nancy Pelosi | P000197 | Nancy | Pelosi | member:P000197 | legislators | house:20035143:1 | 1 | house | spouse | | Nancy Pelosi | P000197 | Nancy | Pelosi | member:P000197 | legislators | house:20035143:4 | 1 | house | spouse | | Nancy Pelosi | P000197 | Nancy | Pelosi | member:P000197 | legislators | house:20034836:0 | 1 | house | spouse | | Nancy Pelosi | P000197 | Nancy | Pelosi | member:P000197 | legislators | house:2003483…
User: Generate Portfolios: Create exactly FOUR independent chat-portfolio drafts, each with $100,000 initial capital, all based on Nancy Pelosi's publicly disclosed congressional transactions evaluated strictly at each disclosure's public availability time (firstAvailableAt) — never at transaction date. Use native PoliticalTrades indicators over a dynamic US-stock universe so eligibility is recomputed point-in-time at each rebalance; do NOT freeze today's ticker list. Option disclosures (assetTypeCode OP) cannot be reproduced as option contracts, so treat them as underlying-equity eligibility signals for the same ticker — label this as a stated assumption. Disclosed amount ranges are preserved by their bounds (amountLow/amountHigh); missing-ticker and non-equity asset rows are excluded from trading eligibility and noted as unsupported records. Variant definitions: 1. 'Pelosi Direct Copy ($100K)' — equal-weight buy of every qualifying Pelosi-disclosed asset name that became public in the trailing lookback window at each rebalance, sized equally across names, rebalancing as new disclosures land. 2. 'Pelosi Magnitude Weighted ($100K)' — same universe and timing, but weight each name in pro…
Aurora: Created 4 portfolios. - Pelosi Direct Copy ($100K): portfolioId=6ab2500cef84673ed4371f9f; strategies=Dynamic rebalance US stocks weighted by Constant 1, filter (Asset Congressional BuyCount (90d, Nancy Pelosi, All) > Constant 0) when Constant 1 > Constant 0 - Pelosi Magnitude Weighted ($100K): portfolioId=6ab2500cef84673ed4371fa1; strategies=Dynamic rebalance US stocks weighted by Asset Congressional BuyAmount (90d, Nancy Pelosi, All, UpperBound), filter (Asset Congressional BuyCount (90d, Nancy Pelosi, All) > Constant 0) → filter (Asset Congressional BuyAmount (90d, Nancy Pelosi, All, UpperBound) > Constant 0) when Constant 1 > Constant 0 - Pelosi Quality Filtered ($100K): portfolioId=6ab2500cef84673ed4371fa2; strategies=Dynamic rebalance US stocks weighted by Constant 1, filter (Asset Congressional BuyCount (90d, Nancy Pelosi, All) > Constant 0 and Asset's netIncome > Constant 0 and Asset's freeCashFlow > Constant 0) when Constant 1 > Constant 0 - Pelosi Quality + Momentum ($100K): portfolioId=6ab2500cef84673ed4371fa4; strategies=Dynamic rebalance US stocks weighted by Asset Congressional BuyAmount (90d, Nancy Pelosi, All, UpperBound) * 126 Day Rate of Change, filter (Asset Cong…
User: Backtest Portfolios: Backtest all four chat portfolios together — 6ab2500cef84673ed4371f9f (Pelosi Direct Copy $100K), 6ab2500cef84673ed4371fa1 (Pelosi Magnitude Weighted $100K), 6ab2500cef84673ed4371fa2 (Pelosi Quality Filtered $100K), and 6ab2500cef84673ed4371fa4 (Pelosi Quality + Momentum $100K) — from 2024-01-01 through 2026-09-21 (latest completed session), Day interval, $100,000 initial value each, baseline SPY buy-and-hold, matched fee and slippage assumptions across all four. These are long-only equity books using point-in-time PoliticalTrades signals keyed to each disclosure's public availability.
Aurora: Started 4 native backtests. Backtest IDs: ["6ab25022f68259010dd26c5f","6ab25022f68259010dd26c5e","6ab25022f68259010dd26c60","6ab25022f68259010dd26c61"]. Next, call Read Backtest with exactly these backtestIds. Do not run Backtest Portfolios again for the same portfolio and window.
User: Read Backtest: Read all four backtests just completed: 6ab25022f68259010dd26c5f (Pelosi Direct Copy), 6ab25022f68259010dd26c5e (Pelosi Magnitude Weighted), 6ab25022f68259010dd26c60 (Pelosi Quality Filtered), 6ab25022f68259010dd26c61 (Pelosi Quality + Momentum). For each return total percent change, Sharpe, Sortino, max drawdown, win rate, trade count, participation rate, median deployment, distinct tickers traded, dollars sold, profit factor, and the SPY baseline return for the same 2024-01-01 to 2026-09-21 window.
Aurora: Backtests finished (4 complete).
Aurora: ## Backtest Analysis — Pelosi Disclosure Portfolios **Window:** 2024-01-01 to 2026-09-21 (Day interval, baseline SPY) — `windowKey: 2024-01-01|2026-09-21|Day|SPY`. All four rows are the same measurement and directly comparable. **Fee contract charged on all four (platform default, not overridden):** Stock 0.1% of notional per fill, Cryptocurrency 0.7%, Option $0.65/contract, option slippage 0.5 of half-spread. No run was commission-free. Actual fees charged: $3,827 / $3,735 / $1,638 / $6,429 respectively. ### Participation verdict first - **Pelosi Quality + Momentum — SPARSE.** Median deployment was **0.0%**: the capital sat in cash most days of the window, despite 537 open fills. The book churned heavily when it did trade ($3.21M dollars sold — the highest of all four — against only 562 closed trades at a 0.79 profit factor), but the median day held no position. A book built to hold disclosure-driven equity positions most of the time is not working as authored. Before optimizing or deploying this variant, determine whether the momentum gate (positive 126-day ROC **and** quality **and** disclosure, all simultaneously true) simply had no qualifying names on most rebalance days — if…
User: ## Nancy Pelosi — recent publicly disclosed trades Filer resolved in the lake as **Nancy Pelosi (P000197)**, House, filerKey `member:P000197`, identity source `legislators`, owner `spouse`. Coverage: **216 rows**, first disclosure available **2014-04-17**, latest `firstAvailableAt` **2026-08-22**. Recent qualifying trades by public availability (amount ranges exactly as disclosed; availability ≠ transaction date): | Available (firstAvailableAt) | Transaction date | Ticker | Direction | Type | Disclosed range | |---|---|---|---|---|---| | 2026-08-22 | 2026-07-28 | BE | Purchase | Equity | $500,001–$1,000,000 | | 2026-08-22 | 2026-07-28 | BE | Purchase | Option | $500,001–$1,000,000 | | 2026-08-22 | 2026-07-27 | REOF XXV, LLC | Purchase | Non-equity (no ticker) | $500,001–$1,000,000 | | 2026-08-22 | 2026-07-24 | BE | Purchase | Equity | $1,000,001–$5,000,000 | | 2026-08-22 | 2026-07-24 | BE | Purchase | Option | $1,000,001–$5,000,000 | | 2026-08-22 | 2026-07-24 | INTC | Purchase | Equity | $500,001–$1,000,000 | | 2026-08-22 | 2026-07-24 | INTC | Purchase | Option | $250,001–$500,000 | | 2026-06-24 | 2026-05-29 | INTC | Purchase | Option | $1,000,001–$5,000,000 | | 2026-06-24 | 2026-…
Aurora: ## Nancy Pelosi — recent publicly disclosed trades Filer resolved in the lake as **Nancy Pelosi (P000197)**, House, filerKey `member:P000197`, identity source `legislators`, owner `spouse`. Coverage: **216 rows**, first disclosure available **2014-04-17**, latest `firstAvailableAt` **2026-08-22**. Recent qualifying trades by public availability (amount ranges exactly as disclosed; availability ≠ transaction date): | Available (firstAvailableAt) | Transaction date | Ticker | Direction | Type | Disclosed range | |---|---|---|---|---|---| | 2026-08-22 | 2026-07-28 | BE | Purchase | Equity | $500,001–$1,000,000 | | 2026-08-22 | 2026-07-28 | BE | Purchase | Option | $500,001–$1,000,000 | | 2026-08-22 | 2026-07-27 | REOF XXV, LLC | Purchase | Non-equity (no ticker) | $500,001–$1,000,000 | | 2026-08-22 | 2026-07-24 | BE | Purchase | Equity | $1,000,001–$5,000,000 | | 2026-08-22 | 2026-07-24 | BE | Purchase | Option | $1,000,001–$5,000,000 | | 2026-08-22 | 2026-07-24 | INTC | Purchase | Equity | $500,001–$1,000,000 | | 2026-08-22 | 2026-07-24 | INTC | Purchase | Option | $250,001–$500,000 | | 2026-06-24 | 2026-05-29 | INTC | Purchase | Option | $1,000,001–$5,000,000 | | 2026-06-24 | 2026-…