{
"updated": "2026-10-19",
"note": "Performance figures are the original posters' claims, unverified. Trust badges are Preliminary.",
"prompts": [
{
"slug": "ai-models-paper-portfolio-race",
"title": "Race AI models on $1k paper portfolios",
"play": "Give several AI models the same daily pre-market prompt and a $1,000 paper account each, then see which one actually trades well.",
"assets": [
"stocks"
],
"styles": [
"swing",
"long-term"
],
"works": [
"Alpaca",
"Robinhood",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "Original Reddit thread (r/ChatGPT)",
"url": "https://www.reddit.com/r/ChatGPT/comments/1rq33za/chatgpt_vs_gemini_vs_claude_vs_perplexity_i_gave/"
},
{
"label": "Poster's Substack: weeks 6–9",
"url": "https://aiportfolioexperiment.substack.com/p/the-ai-portfolio-experiment-weeks"
},
{
"label": "Public dashboard",
"url": "https://seve1995.github.io/ai-portfolio-experiment/"
},
{
"label": "Code on GitHub",
"url": "https://github.com/seve1995/ai-portfolio-experiment"
},
{
"label": "Story format credit: Agent Use Cases",
"url": "https://agentusecases.ai/use-case/let-ai-models-trade-stocks-autonomously-with-1k-each"
}
],
"did": "The poster gave ChatGPT, Gemini, Claude and Perplexity (Deep Research on) $1,000 paper accounts each on Alpaca. The same prompt ran every weekday before the open. Each model could only answer BUY, SELL, HOLD or CANCEL, Python placed the orders, and everything was logged publicly. The poster says they never overrode a decision.",
"went": "The poster's claims after 9 weeks: ChatGPT +21.1% (after sitting in cash for about three weeks), Perplexity +1.1%, Gemini −6.6%, Claude −11.5%, versus S&P 500 −1.5% over the same period. All paper money.",
"know": [
"Nine weeks of paper trading is far too short to separate skill from luck. A few biotech picks drove the leader's result.",
"A model may do nothing for weeks. Decide in advance whether that counts as a valid outcome.",
"Paper fills are friendlier than live fills, especially for small caps."
],
"prompt": "You are running one entry in a paper-trading experiment.\n\nEvery weekday at [8:30 AM ET], review my paper portfolio (starting cash $[1,000]) on [Alpaca paper / my broker's paper account].\nStrategy guardrails: [e.g. US stocks and ETFs only, no options, max 5 positions, risk level: moderate].\nFor each holding and any new idea, answer exactly one of BUY / SELL / HOLD / CANCEL with:\n- ticker, size, limit price, stop-loss\n- one sentence on why\nRecord each decision and the portfolio value in [log location].\nEvery Friday, compare performance with [SPY] and summarize what worked and what didn't.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": false,
"oos": false,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "Paper trading clearly disclosed. The strategy is the model's own judgment, so there are no fixed rules.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"verifiedOn": "2026-10-17",
"url": "/prompts/ai-models-paper-portfolio-race"
},
{
"slug": "qqq-rsi-ema-vwap-pullback",
"title": "QQQ RSI pullback with trend and VWAP filters",
"play": "Buy short-term oversold dips in QQQ only while the long-term trend is rising, and sell once momentum recovers.",
"assets": [
"stocks"
],
"styles": [
"swing"
],
"works": [
"Alpaca",
"Robinhood",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "QuantifiedStrategies post",
"url": "https://x.com/QuantifiedStrat/status/2106776360580686067"
},
{
"label": "QuantifiedStrategies article post",
"url": "https://x.com/QuantifiedStrat/status/2106000111117676716"
},
{
"label": "Independent rebuild by @crowcaw",
"url": "https://x.com/crowcaw/status/2106280698839769244"
}
],
"did": "QuantifiedStrategies combined three filters on QQQ daily bars: a short-term RSI pullback, a rising 100-day EMA trend filter, and price trading below a rolling VWAP. They buy at the next session's open and exit when short-term momentum recovers. A second account, @crowcaw, independently tried to rebuild the test and published its closest fit: RSI(4) < 30, EMA(100) rising, close 0.5% below the prior 10-day VWAP, exit when RSI(4) > 50 at the next open.",
"went": "QuantifiedStrategies' claims: profit factor 3.94 over 27+ years, 215 trades, 78.6% win rate, average trade +1.06%. @crowcaw's rebuild claims: 203 trades, 78.8% wins, profit factor 3.47, average +0.87%, max drawdown 9.3%. They call it 'near the headline, not the same study' and say the VWAP filter barely mattered in their version.",
"know": [
"About 200 trades in 27 years is roughly 7 a year. Expect long idle stretches.",
"The exact original parameters appear only in the image carousel. The rebuild is an approximation.",
"Backtests only. Neither post includes a separate out-of-sample period, and slippage assumptions aren't stated in the posts."
],
"prompt": "Monitor QQQ on daily bars. After each close, check:\n1. RSI([4]) is below [30]\n2. The [100]-day EMA is higher than it was [5] days ago (trend rising)\n3. The close is at least [0.5]% below the rolling [10]-day VWAP\nIf all three are true and I'm flat, propose buying $[amount] of QQQ at the next open.\nWhile in a position, after each close: if RSI([4]) is above [50], propose selling at the next open.\nNever add to an existing position. Report every check (pass/fail per rule) daily.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": true,
"oos": false,
"disclosed": true,
"reproduced": true
},
"badgeNotes": "Reproduced approximately by an independent account (@crowcaw), with somewhat weaker numbers.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"verifiedOn": "2026-10-17",
"url": "/prompts/qqq-rsi-ema-vwap-pullback"
},
{
"slug": "qqq-6-up-days-low-ibs",
"title": "QQQ six-up-days plus low IBS, held 21 days",
"play": "When QQQ has rallied six days straight but closed near the day's low, buy and hold for about a month.",
"assets": [
"stocks"
],
"styles": [
"swing"
],
"works": [
"Alpaca",
"Robinhood",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "QuantifiedStrategies post",
"url": "https://x.com/QuantifiedStrat/status/2108253340425408995"
}
],
"did": "QuantifiedStrategies tested QQQ: 6 consecutive higher closes AND an Internal Bar Strength (IBS = (close − low) / (high − low)) below 0.2, entering when both are true. They compared exits after 1, 3, 5, 10 and 21 days.",
"went": "QuantifiedStrategies' claims: the 21-day exit was best, with 73 trades, +1.68% average gain, 64.4% win rate and 21.55% max drawdown.",
"know": [
"73 trades is a small sample, and picking the best of several exits is a mild form of curve-fitting.",
"Signals are rare. Paper-test for many months, or replay history, before trusting it.",
"Backtest only. Costs and slippage aren't stated in the post."
],
"prompt": "Monitor QQQ daily bars. After each close compute IBS = (close − low) / (high − low).\nEntry: if QQQ closed higher than the prior close for [6] consecutive days AND today's IBS < [0.2] AND I'm flat, propose buying $[amount] of QQQ at the next open.\nExit: propose selling at the close of the [21]st trading day after entry. Optional protective stop: [none / X% below entry].\nEach day, report the up-day streak, today's IBS, and days held.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": true,
"oos": false,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "Rules published, backtest only.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"verifiedOn": "2026-10-17",
"url": "/prompts/qqq-6-up-days-low-ibs"
},
{
"slug": "spy-3-down-days-overnight",
"title": "SPY three-down-days overnight bounce",
"play": "After three straight down closes in SPY, buy at the close and sell at the next morning's open.",
"assets": [
"stocks"
],
"styles": [
"swing",
"overnight"
],
"works": [
"Alpaca",
"Robinhood",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "QuantifiedStrategies post",
"url": "https://x.com/QuantifiedStrat/status/2107530074039705685"
}
],
"did": "QuantifiedStrategies backtested a simple mean-reversion rule in SPY from 1993 in Amibroker: SPY down three days in a row (close to close), enter on the close of the third down day, exit at the next day's open.",
"went": "QuantifiedStrategies' claims: they show only an equity curve image, with no performance numbers in the post text. We don't restate any figures.",
"know": [
"You must be able to buy right at the close. Market-on-close orders or the last minutes of the session matter.",
"Overnight gaps cut both ways, and one bad gap can erase many small wins.",
"Results are only in a chart image. Run your own backtest before paper trading."
],
"prompt": "Each trading day at [3:50 PM ET], check SPY's daily closes.\nEntry: if SPY is on track to close lower for the [3]rd consecutive day (today's price below yesterday's close, and the two prior days were also down) and I'm flat, propose a market-on-close (or last-minute limit) buy of $[amount] SPY.\nExit: propose selling at the next day's open (market-on-open or a limit within [0.1]% of the open).\nLog the entry price, exit price and overnight gap for every trade.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": true,
"oos": false,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "Rules published. Results only in a chart image.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"verifiedOn": "2026-10-17",
"url": "/prompts/spy-3-down-days-overnight"
},
{
"slug": "spy-ema-trim-50sma-rebuy",
"title": "SPY trim-below-EMAs, rebuy near the 50-day (a cautionary test)",
"play": "Sell SPY when it loses its 8/21-day EMAs and buy back near the 50-day SMA. The poster found it trailed buy-and-hold.",
"assets": [
"stocks"
],
"styles": [
"long-term"
],
"works": [
"Alpaca",
"Robinhood",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "Babyfolio post",
"url": "https://x.com/babyfolio/status/2107800290590134417"
}
],
"did": "Babyfolio backtested trimming SPY when price fell below the 8- and 21-day EMAs, then buying back near the 50-day SMA, with and without also buying EMA recoveries. The test ran 1993–2026 including dividends.",
"went": "Babyfolio's claims: the tested versions returned about 7–8% annualized versus about 10.9% for buy-and-hold, with smaller drawdowns. Cash earned 0%, and fees and taxes were excluded.",
"know": [
"This is here as a benchmark lesson: smaller drawdowns, but it lagged simply holding.",
"Taxes on frequent trims would widen the gap in a taxable account.",
"Ask the agent to compare against buy-and-hold every month, not just total P&L."
],
"prompt": "I hold SPY as a core position of $[amount] in my paper account.\nDaily after the close:\n- If SPY closes below BOTH its [8]-day and [21]-day EMAs, propose trimming [50]% of the position.\n- If I'm trimmed and SPY trades within [1]% of its [50]-day SMA, propose buying back to the full position.\n- [Optional] If SPY closes back above both EMAs, propose buying back.\nEvery month, report my result versus simply holding SPY, with dividends counted.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": true,
"oos": false,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "Honest negative result. Fees and taxes excluded.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"verifiedOn": "2026-10-17",
"url": "/prompts/spy-ema-trim-50sma-rebuy"
},
{
"slug": "qqq-9-31-ema-trend",
"title": "QQQ 9/31 EMA trend-follow, stress-tested",
"play": "Go long QQQ when price is above a rising fast EMA stack (9 > 31) and short on the mirror signal, with fixed stops and targets.",
"assets": [
"stocks"
],
"styles": [
"swing"
],
"works": [
"Alpaca",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "Trading Time Machine article post",
"url": "https://x.com/thetrading/status/2107547824410038576"
}
],
"did": "Trading Time Machine re-ran a strategy someone else had claimed: on QQQ daily bars, go long when the close is above the 9 EMA and the 9 EMA is above the 31 EMA (mirror rules for shorts). Stops and targets were 3%/5% for longs and 1%/6.5% for shorts, entering at the next open. They then ran Monte Carlo stress tests and extended the test back to 1999.",
"went": "Trading Time Machine reports (summarized from our research notes; read the article for exact figures): their reproduction produced 117 trades with a −16.9% drawdown, against an originally claimed +280% over 10 years. Monte Carlo showed a 1-in-100 worst drawdown of about −31%, and extending the test to 1999 showed about −44%. Their headline: 'Feed it a lucky decade and you get a lucky forecast.'",
"know": [
"This is a reproduction that weakens the original claim. That's the point of including it.",
"Shorting QQQ needs a margin account. Paper-test the long-only version first if you're unsure.",
"Always test across 1999–2002 and 2008, not just the last 10 years."
],
"prompt": "Monitor QQQ daily bars. After each close:\nLong entry: close > [9]-EMA AND [9]-EMA > [31]-EMA AND I'm flat → propose buying $[amount] at the next open with stop −[3]% and target +[5]%.\nShort entry [enable/disable]: close < [9]-EMA AND [9]-EMA < [31]-EMA AND I'm flat → propose shorting with stop +[1]% and target −[6.5]%.\nOnly one position at a time. Report EMA values and signal state daily.\nMonthly: report the max drawdown so far and compare with buy-and-hold QQQ.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": true,
"oos": true,
"disclosed": true,
"reproduced": true
},
"badgeNotes": "Itself an independent reproduction, extended to earlier years and stress-tested with Monte Carlo.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"verifiedOn": "2026-10-17",
"url": "/prompts/qqq-9-31-ema-trend"
},
{
"slug": "qqq-5-minute-orb",
"title": "QQQ 5-minute opening range breakout (paper vs. replications)",
"play": "Trade QQQ in the direction of the first 5-minute candle, stop at the other side of that candle, and target 10R or exit at the close.",
"assets": [
"stocks"
],
"styles": [
"day",
"orb"
],
"works": [
"Alpaca",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "Zarattini & Aziz paper (PDF)",
"url": "https://concretumgroup.com/wp-content/uploads/2026/02/Can-Day-Trading-Really-Be-Profitable.pdf"
},
{
"label": "Independent replication with costs (GitHub)",
"url": "https://github.com/giovannibrusco/zarattini-2023-orb-qqq"
},
{
"label": "Five-index replication, Krueger Algorithms (PDF, German)",
"url": "https://kruegeralgorithms.com/research/opening-range-breakout-paper-replication/Opening_Range_Breakout_Paper_Replication.pdf"
}
],
"did": "In 'Can Day Trading Really Be Profitable?', Zarattini & Aziz tested a 5-minute ORB on QQQ for 2016–2023: take the direction of the first 5-minute candle, enter at the next candle's open, place the stop at the opposite extreme of the first candle, and target 10× the risk or exit at the session close. Two independent groups later re-ran it with execution costs.",
"went": "The paper's claims: 1,484% total return using TQQQ versus 169% for buy-and-hold QQQ (2016–2023), and an annualized alpha of 33% net of commissions. The replications' claims: the GitHub replication reproduces the gross edge but says it roughly vanishes at about 2.2¢/share slippage, with much of the profit coming from 2022. Krueger Algorithms reproduces the gross result on five indices (2015–2026) but finds about zero edge net of spread and slippage.",
"know": [
"Costs decide everything here. Use realistic slippage in paper trading, not perfect fills.",
"The win rate is low (around 24% in the replication), so long losing streaks are normal.",
"Leverage (TQQQ, or about 4× in the paper) magnifies drawdowns. Paper-test unleveraged first."
],
"prompt": "Trade QQQ intraday using a 5-minute opening range breakout.\nAt [9:35 AM ET], read the first 5-minute candle (9:30–9:35):\n- If it closed up, propose a LONG at the next candle's open; if it closed down, propose a SHORT. If it's a doji (open = close), no trade.\n- Stop: the opposite extreme of the first candle. Risk per trade: [1]% of account. Size = risk ÷ (entry − stop).\n- Target: [10]× risk, otherwise exit at [3:59 PM ET].\nOne trade per day max. Log entry, stop, exit, R-multiple, and estimated slippage (difference between signal price and fill).\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": true,
"oos": true,
"disclosed": true,
"reproduced": true
},
"badgeNotes": "Reproduced by others. The edge mostly disappears after realistic costs in both replications.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"verifiedOn": "2026-10-17",
"url": "/prompts/qqq-5-minute-orb"
},
{
"slug": "spx-0dte-iron-condor-10am",
"title": "SPX 0DTE iron condor at 10:00 AM",
"play": "Sell a same-day SPX iron condor with 0.10–0.15 delta short strikes at 10 AM, and stop out when the loss equals the credit received.",
"assets": [
"options"
],
"styles": [
"0dte"
],
"works": [
"Alpaca",
"Robinhood",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "Academic paper: 'Profitability of selected 0DTE index options strategies' (PDF)",
"url": "https://ibimapublishing.com/p-articles/44ACC/2024/4452224/4452224-1.pdf"
}
],
"did": "The authors tested 0DTE SPX iron condors on one-minute data over 12 months. Positions opened at 10:00 AM, selling calls and puts at 0.15 delta (variant 1) or 0.10 delta (variant 2), with long wings at 0.05 delta or lower. A stop closed the position when the loss equaled the premium received.",
"went": "The authors' claims: both variants were profitable over the 12-month period, each with annual profit above $5,000 per contract. The 0.15-delta variant had a 57.8% win rate and a −$4,043 max drawdown; the 0.10-delta variant had 61.5% and −$1,732. They attribute the edge to implied volatility being overstated relative to realized volatility.",
"know": [
"Only 12 months of data. 0DTE regimes change quickly.",
"SPX is cash-settled and European-style, so there's no early assignment, but each contract is large. XSP is a smaller version.",
"Make sure your broker supports multi-leg 0DTE index options via API (check our Brokers page).",
"On Robinhood agent accounts, multi-leg spreads (1–4 legs, same underlying) need a Level 3 margin account (not cash or retirement) and use limit orders only. New same-day positions must be opened by about 3:30 PM ET for stock/ETF options (Confirmed via Robinhood's official MCP connector, Oct 17 2026; cutoff per Robinhood's options-hours help page)."
],
"prompt": "Each trading day at [10:00 AM ET], if no SPX position is open:\nBuild a same-day-expiry iron condor on [SPX / XSP]:\n- Sell the call and put closest to [0.10] delta\n- Buy wings at ≤ [0.05] delta (or [$X] wide)\n- Quantity: [1] contract\n- Submit as a single multi-leg limit order at mid, or no worse than [mid − $0.05].\nManagement: if the position's loss reaches [1.0]× the credit received, propose closing it. Otherwise let it expire (or close at [3:45 PM ET] if [you prefer]).\nReport the credit, max loss, deltas, and P&L at the close.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": true,
"oos": false,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "Published rules, a 12-month backtest only.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"verifiedOn": "2026-10-17",
"url": "/prompts/spx-0dte-iron-condor-10am"
},
{
"slug": "0dte-iron-butterfly-quick-exit",
"title": "0DTE iron butterfly with small target and noon exit",
"play": "Open a 0DTE iron butterfly mid-morning, take +15%, cut at −25%, and close by noon.",
"assets": [
"options"
],
"styles": [
"0dte"
],
"works": [
"Alpaca",
"Robinhood",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "Option Alpha 0DTE performance study",
"url": "https://optionalpha.com/blog/0dte-options-strategy-performance"
}
],
"did": "Option Alpha analyzed about 230,000 0DTE trades placed by its users. It reported which setups the profitable traders used, including iron butterflies opened at 10:15 AM ET on Mondays and Wednesdays, closed at +15% profit, −25% loss, or 12:00 PM ET.",
"went": "Option Alpha's claims: iron butterflies and iron condors made up 78% of 0DTE positions, with win rates of 66.76% and 70.19% respectively. The 10:15 AM / +15% / −25% / noon pattern describes what profitable traders did; it was not tested as a standalone strategy.",
"know": [
"This comes from looking at winners after the fact (survivorship bias). It's a starting hypothesis, not a proven rule.",
"Vendor research, and Option Alpha sells 0DTE automation.",
"Paper-trade at least [2–3] months of Mondays and Wednesdays before judging it.",
"On Robinhood agent accounts, multi-leg spreads (1–4 legs, same underlying) need a Level 3 margin account (not cash or retirement) and use limit orders only. New same-day positions must be opened by about 3:30 PM ET for stock/ETF options (Confirmed via Robinhood's official MCP connector, Oct 17 2026; cutoff per Robinhood's options-hours help page)."
],
"prompt": "On [Mondays and Wednesdays] at [10:15 AM ET], if no position is open:\nOpen a same-day-expiry iron butterfly on [SPX / XSP / SPY]:\n- Sell the at-the-money call and put; buy wings [$X] away on each side\n- Quantity [1], multi-leg limit order at mid (worst acceptable: [mid − $0.05])\nExits (whichever comes first):\n- Profit target: +[15]% of the credit received\n- Stop: −[25]% of the credit received\n- Time stop: close at [12:00 PM ET]\nReport the credit, exit reason, and P&L.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": true,
"oos": false,
"disclosed": false,
"reproduced": false
},
"badgeNotes": "Derived from profitable users' trades. Live vs paper mix not disclosed.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"verifiedOn": "2026-10-17",
"url": "/prompts/0dte-iron-butterfly-quick-exit"
},
{
"slug": "spy-wheel-45-dte",
"title": "SPY wheel at 45 DTE",
"play": "Sell cash-secured SPY puts about 45 days out; if assigned, sell covered calls until called away, then repeat.",
"assets": [
"options",
"stocks"
],
"styles": [
"wheel",
"options-income"
],
"works": [
"Alpaca",
"Robinhood",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "spintwig SPY Wheel 45-DTE backtest (2007–2024)",
"url": "https://spintwig.com/spy-wheel-45-dte-options-backtest"
},
{
"label": "r/thetagang wheel overview",
"url": "https://www.reddit.com/r/thetagang/comments/1e6g9v2/the_wheel_strategy_an_indepth_overview/"
}
],
"did": "spintwig backtested the SPY wheel at 45 DTE from January 2007 to March 2024 across several deltas (5–50). Each delta was run two ways: held to expiration, or managed at 50% max profit or 21 DTE. A widely shared r/thetagang guide describes common practical rules: 30–60 DTE, about 25–30 delta, close around 50% profit or roll at 21 DTE, and only wheel stocks you'd hold long-term.",
"went": "spintwig's claims: the long SPY shares held during the covered-call phase accounted for about 94–99% of the strategy's total return, and the option management choices were 'inconsequential' to total return.",
"know": [
"The wheel is mostly long-stock exposure with extra steps. Compare it against simply holding SPY.",
"It needs cash for 100 shares per contract (about $[strike × 100] per put).",
"Robinhood agent accounts support selling-to-open cash-secured puts and covered calls with the right options level. Stock and option combo orders aren't supported, so buy shares and sell the call as separate orders (Confirmed via Robinhood's official MCP connector, Oct 17 2026)."
],
"prompt": "Run the wheel on [SPY] in my paper account with $[cash] reserved.\nPhase 1 (no shares): sell [1] cash-secured put about [45] DTE at about [0.30] delta. Close it at [50]% of max profit, or at [21] DTE (whichever comes first), then sell a new one.\nIf assigned: Phase 2, sell [1] covered call about [45] DTE at about [0.30] delta, above my cost basis [yes/no]. Same 50% / 21-DTE management.\nIf called away: go back to Phase 1.\nWeekly report: premium collected, current phase, and total return versus holding SPY.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": true,
"oos": false,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "Long multi-year backtest with published rules.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"verifiedOn": "2026-10-17",
"url": "/prompts/spy-wheel-45-dte"
},
{
"slug": "52-week-high-momentum-20w-exit",
"title": "52-week-high momentum portfolio with 20-week exit",
"play": "Buy stocks making fresh 52-week highs a few at a time, and exit any holding whose weekly close drops below its 20-week SMA.",
"assets": [
"stocks"
],
"styles": [
"long-term",
"momentum"
],
"works": [
"Alpaca",
"Robinhood",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "Hitesh Modi framework post",
"url": "https://x.com/imhiteshmodi/status/2106915466505805908"
},
{
"label": "Hitesh Modi live update post",
"url": "https://x.com/imhiteshmodi/status/2108218897396867425"
}
],
"did": "Hitesh Modi screens Indian (NSE) stocks for fresh 52-week highs, adds 4–5 a week up to 30–40 holdings, and exits when the weekly close falls below the 20-week SMA. Final picks are discretionary: he looks for a new catalyst and a strong sector theme, and avoids cyclical stocks and choppy charts.",
"went": "The poster's claims: about a 35% hit rate, and ₹1 grew to about ₹3.5 since July 2022 in a live (not backtested) portfolio. Public updates only started in January 2026.",
"know": [
"The original runs on Indian small caps. US results may differ completely.",
"The final selection is discretionary, so an agent will make different picks than the poster.",
"A 35% win rate means many small losses. The system depends on a few big winners."
],
"prompt": "Every [Friday after the close]:\n1. Screen [US stocks with price > $[10] and avg volume > [500k]] for fresh 52-week closing highs.\n2. Propose adding up to [4] new names, prioritizing ones with a clear new catalyst (product, earnings inflection, contract win) and a strong sector trend. Avoid highly cyclical stocks and choppy charts. Explain each pick in one sentence.\n3. Equal-weight each new position at $[amount]; cap the portfolio at [30] names.\n4. For every holding: if this week's close is below its [20]-week SMA, propose selling at Monday's open.\nWeekly report: entries, exits, and portfolio versus [SPY / IWM].\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": true,
"oos": false,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "Live track record claimed, with discretionary picks and Indian market data.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"verifiedOn": "2026-10-17",
"url": "/prompts/52-week-high-momentum-20w-exit"
},
{
"added": "2026-10-19",
"verifiedOn": "2026-10-19",
"slug": "nq-30-min-orb-three-filters",
"title": "NQ 30-minute opening-range breakout with three filters",
"play": "Trade the first 5-minute close outside NQ's 9:30–9:59 ET range, but only on days that pass three context filters.",
"assets": [
"futures"
],
"styles": [
"day",
"orb"
],
"works": [
"IBKR",
"TradeStation",
"tastytrade",
"Any LLM"
],
"sources": [
{
"label": "Herman Trading post (Oct 18, 2026)",
"url": "https://x.com/RHerman/status/2111910235938198004"
}
],
"did": "Herman Trading studied a plain 30-minute opening-range breakout (ORB) on Nasdaq-100 futures (NQ) from 2015 to 2026. The range is 09:30–09:59 ET. Enter on the first 5-minute close beyond either side, with the stop at the other side of the range. Take half off at 1R, hold the rest to the close, and take no new entries after 12:00. They say the plain version is roughly break-even, and three filters made the difference: (1) the London-session range (02:00–08:00) is normal versus the last 24 days, (2) the 08:30–08:34 news-window range is quiet (under 1x its 24-day average), and (3) the setup's own last 10 trades are a net loss.",
"went": "Herman Trading's claims: profit factor 2.31 (2015–21) and 2.24 (2022–26), $492 per trade on 1 NQ contract, 62.61% win rate, 230 trades in 12 years (about 1.6 a month), positive in 12 of 12 years. The author notes that 2022–26 was used to confirm the filters, so live trading is the first clean test.",
"know": [
"The author says it plainly: the 2022–26 period helped pick the filters, so it isn't a true out-of-sample test.",
"About 1.6 trades a month. Paper results will take a long time to mean anything.",
"One NQ contract is large. Micro NQ (MNQ) is one-tenth the size and is the sane paper/live starting point.",
"Filter 3 (trade only after the setup's last 10 trades are a net loss) is unusual. It's a bet on mean reversion in the strategy's own results, and it needs a trade log to work."
],
"prompt": "Watch [NQ / MNQ] futures on 5-minute bars. All times are ET.\nEach day:\n1. Opening range = high and low from 09:30 to 09:59.\n2. Filters (all must pass or there is no trade today):\n a. The 02:00–08:00 range is within [normal band, e.g. 0.75x–1.5x] of its [24]-day average.\n b. The 08:30–08:34 range is below [1.0]x its [24]-day average.\n c. In my log, the last [10] trades of this setup add up to a net loss.\n3. Entry: on the first 5-minute close above the range high (long) or below the range low (short), propose [1] [MNQ] contract at the next bar.\n4. Stop: the opposite side of the opening range. Take half off at 1R, move nothing else, and exit the rest at [the close / 15:55].\n5. No new entries after [12:00]. Max one trade per day.\nReport the range, each filter's pass/fail and reason, and every trade, R multiple and running log.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": true,
"oos": false,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "Rules published in full. The author says the later period was used to confirm, so it isn't a clean out-of-sample test.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"url": "/prompts/nq-30-min-orb-three-filters"
},
{
"added": "2026-10-19",
"verifiedOn": "2026-10-19",
"slug": "nq-open-stop-breakout",
"title": "NQ breakout from today's open, sized off yesterday's range",
"play": "Place a buy stop above and a sell stop below NQ's open, spaced by yesterday's range, and be flat by the close.",
"assets": [
"futures"
],
"styles": [
"day"
],
"works": [
"IBKR",
"TradeStation",
"tastytrade",
"Any LLM"
],
"sources": [
{
"label": "AEY Capital post (Oct 18, 2026)",
"url": "https://x.com/AEY_Capital/status/2111885279812563193"
}
],
"did": "AEY Capital rebuilt an intraday NQ breakout that another trader (@SystematicPeter) says he has traded live since May 2023. Each day there's a buy stop above and a sell stop below the day's open, with the distance set as a fraction of yesterday's range. The stop sits the same distance away, and every position is flat by the close. They then optimized it in-sample (one entry a day, mornings only, a wider trigger, earlier break-even) and checked it on later data.",
"went": "AEY Capital's claims: the original rule rebuilt had profit factor 1.19 with a 58% drawdown in 2016–17. Their optimized version (NQ, 2016 to mid-2026, 1% risk per trade): 1,747 trades, profit factor 1.40, max drawdown 13%, no losing year, 34% win rate with the average win 2.7x the average loss. On 2022 onward, which they say the optimization never saw: +0.22R per trade, profit factor 1.45.",
"know": [
"The exact optimized trigger, cut-off time and break-even distance aren't given in the post, so the [blanks] below are yours to pick and test.",
"A 34% win rate means long losing streaks are normal. Size so ten losses in a row is survivable.",
"Stop orders can fill with slippage on fast opens. Paper fills will flatter this.",
"Optimizing on 2016–2021 and checking on 2022+ is better than nothing, but it's one split, reported by the people who did the optimizing."
],
"prompt": "Trade [MNQ / NQ] futures intraday. All times are ET.\nEach morning at [09:30]:\n1. Yesterday's range R = yesterday's high − yesterday's low (regular session).\n2. Propose two orders: a buy stop at open + [0.25]×R and a sell stop at open − [0.25]×R. If one fills, cancel the other (one entry per day).\n3. Stop-loss: the same distance as the trigger ([0.25]×R) from the entry price. Move the stop to break-even after [+0.5]R.\n4. Only allow entries until [11:30]. Exit any open position by [15:55].\n5. Size: risk [1]% of the paper account per trade (round down to whole contracts).\nReport R, both trigger levels, fills, exits and the R result daily, plus a running win rate and profit factor.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": false,
"oos": true,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "Core rule published, but the optimized parameters aren't. Out-of-sample period claimed (2022 on).",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"url": "/prompts/nq-open-stop-breakout"
},
{
"added": "2026-10-19",
"verifiedOn": "2026-10-19",
"slug": "nasdaq-100-turtle-breakout-regime",
"title": "Nasdaq-100 Turtle-style breakouts with a cash regime filter",
"play": "Buy Nasdaq-100 stocks breaking to new multi-week highs, size by volatility, use a time stop, and go to cash when the market regime turns.",
"assets": [
"stocks"
],
"styles": [
"swing",
"momentum"
],
"works": [
"Alpaca",
"Robinhood",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "SetupAlpha post (Oct 18, 2026, X article)",
"url": "https://x.com/SetupAlpha/status/2111767608156459204"
}
],
"did": "SetupAlpha describes a Turtle-style breakout system on Nasdaq-100 stocks, tested with survivorship-free data in RealTest with costs. It buys breakouts, sizes positions by volatility, exits on a time stop, and moves to cash when a market regime filter turns negative. They say it has been live since March 17, 2026. The post is self-promotional, and the exact parameters aren't public.",
"went": "SetupAlpha's claims: 17.4% a year from 2000 to July 2026 versus 8.1% for SPY, with a worst drawdown of 20.9% versus 55.2%.",
"know": [
"Self-promotional: the author sells or markets this system. Treat the numbers as marketing until you rebuild it.",
"The breakout length, volatility sizing, time stop and regime filter settings aren't published. The prompt uses classic Turtle-style defaults as [blanks], which won't match their results.",
"Survivorship-free data matters a lot for Nasdaq-100 tests. If you rebuild it, use historical index members, not today's list.",
"About seven months live is too short to confirm a 26-year backtest."
],
"prompt": "Universe: current Nasdaq-100 members (note: a proper backtest needs historical members).\nAfter each daily close:\n1. Regime filter: if [QQQ / SPY] closes below its [200]-day SMA, propose closing all positions at the next open and taking no new entries.\n2. Entry (regime OK): if a stock closes at a [55]-day high and I don't hold it, propose buying at the next open.\n3. Size: risk [0.5]% of the paper account per position, using [2]×ATR([20]) as the distance to the initial stop.\n4. Exits: the stop at entry − [2]×ATR, OR a close at a [20]-day low, OR a time stop after [40] trading days, whichever comes first.\n5. Max [10] positions. If more than that signal, prefer the ones with the [strongest 6-month return].\nReport the regime, new signals, sizes and exits each day.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": false,
"oos": false,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "Self-promotional. The rule outline is published, but the parameters aren't. Live since Mar 2026 per the author.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"url": "/prompts/nasdaq-100-turtle-breakout-regime"
},
{
"added": "2026-10-19",
"verifiedOn": "2026-10-19",
"slug": "qqq-5-min-vwap-rebound",
"title": "QQQ 5-minute VWAP rebound after a weak day",
"play": "After QQQ has a weak day, buy a small intraday rebound while price is still below the session VWAP, and be out by the close.",
"assets": [
"stocks"
],
"styles": [
"day"
],
"works": [
"Alpaca",
"Robinhood",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "QuantifiedStrategies post (Oct 14, 2026)",
"url": "https://x.com/QuantifiedStrat/status/2110370038570197260"
},
{
"label": "QuantifiedStrategies article post (Oct 12, 2026)",
"url": "https://x.com/QuantifiedStrat/status/2109633711788462473"
}
],
"did": "QuantifiedStrategies tested a VWAP mean-reversion day trade on QQQ 5-minute bars from March 1999 to October 2026. After a weak prior day, look for a small rebound while price is still below the session's volume-weighted average price (VWAP). They reported results both before and after trading costs.",
"went": "QuantifiedStrategies' claims: 298 trades, 82.6% winners and profit factor 2.96 before costs ($67,388 cumulative). With $0.03/share round-trip costs, profit factor fell to 2.41 ($52,580).",
"know": [
"The post gives the idea, not the exact thresholds. 'Weak prior day', 'small rebound' and the exit are [blanks] for you to define, and your version won't match theirs.",
"A high win rate with mean-reversion usually means small wins and occasional bigger losses. Watch the worst trade, not the win rate.",
"Good on them for showing costs: about a fifth of the profit disappeared at $0.03/share. Your real costs and slippage may be higher."
],
"prompt": "Watch QQQ on 5-minute bars during regular hours (ET).\nSetup day: yesterday QQQ closed [down more than 0.75% / in the bottom 25% of its range].\nToday, from [10:00] to [15:00]:\n1. Track the session VWAP.\n2. Entry: price is below VWAP, a 5-minute bar closes at least [0.15]% above the session low so far, and I'm flat. Propose buying $[amount] of QQQ at the next bar.\n3. Exit: the first 5-minute close at or above VWAP, OR a stop at the session low − [0.10]%, OR [15:55], whichever comes first.\n4. Max one trade per day.\nReport yesterday's setup check, VWAP and every entry and exit with P/L after an assumed $[0.03]/share cost.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": false,
"oos": false,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "Idea and results published, but the exact thresholds aren't in the post. Results shown before and after costs.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"url": "/prompts/qqq-5-min-vwap-rebound"
},
{
"added": "2026-10-19",
"verifiedOn": "2026-10-19",
"slug": "breakouts-vs-pullbacks-by-regime",
"title": "Stock breakouts vs pullbacks, switched by the SPY 200-day regime",
"play": "Run tight-base breakouts and confirmed pullbacks on US stocks, and log whether SPY is above or below its 200-day average to see which regime really pays.",
"assets": [
"stocks"
],
"styles": [
"swing"
],
"works": [
"Alpaca",
"Robinhood",
"IBKR",
"Any LLM"
],
"sources": [
{
"label": "Burak Dağkılıç data note (Oct 17, 2026)",
"url": "https://x.com/burak_dagkilic/status/2111612346187542529"
}
],
"did": "Burak Dağkılıç ran five rule-based setups on about 1,700 US stocks from October 2024 to October 2026, with no commissions: tight-base breakouts, pullbacks to support bought after a confirmed bounce, big gap-ups on volume, and RSI-above-85 momentum held about 10 days. He then split results by whether SPY was above or below its 200-day moving average.",
"went": "The author's claims: tight-base breakouts: 3,596 trades, 35.8% winners, 0.33R average. Confirmed pullbacks: 426 trades, 49.1%, 0.30R. Gap-ups: 1,360 trades, 53%, 0.15R. RSI > 85: 246 trades, 33.7%, 0.2R. By regime, breakouts averaged 1.23R with SPY below its 200-day (529 trades) versus 0.16R in an SPY uptrend (2,477 trades). Confirmed pullbacks averaged 1.01R below the 200-day (147 trades).",
"know": [
"Two years of data and no commissions. The below-200-day sample is a few hundred trades from one or two sell-offs, so it could easily be a one-off.",
"The author himself says some findings are 'very easy to misread'. This prompt is for logging and comparing, not a proven edge.",
"Exact base, support and bounce definitions aren't published. The [blanks] are ours."
],
"prompt": "Universe: [US stocks, price > $10, 50-day avg volume > 1M].\nAfter each daily close:\n1. Regime: note whether SPY closed above or below its [200]-day SMA. Tag every signal with the regime.\n2. Breakout signal: the stock's last [10] days traded in a range under [8]% wide, and today it closed above that range's high on volume > [1.5]x its 50-day average. Entry at the next open, stop at the range low.\n3. Pullback signal: the stock is above its [50]-day SMA, pulled back to [the 20-day SMA / prior breakout level], and today closed above the prior day's high (confirmed bounce). Entry at the next open, stop below the pullback low.\n4. Exits: take profit at [2]R or exit on a close below the [10]-day SMA.\n5. Paper-trade ONLY setups allowed by my regime rule: [both / breakouts only when SPY < 200-day].\nWeekly report: trades, win rate and average R, split by setup AND by regime.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Use the PAPER trading account only. Never touch a live account.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": false,
"oos": false,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "A data note on rule-based setups with a short (two-year) window. Setup definitions are only partly published.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"url": "/prompts/breakouts-vs-pullbacks-by-regime"
},
{
"added": "2026-10-19",
"verifiedOn": "2026-10-19",
"slug": "strategy-reality-check-audit",
"title": "Strategy reality check: baseline, decay and position-size audit",
"play": "Before trusting any backtest you saw on X, have your agent compare it with buy-and-hold, check whether the edge faded, and stress-test the risk per trade.",
"assets": [
"stocks"
],
"styles": [
"education"
],
"works": [
"Any LLM",
"Alpaca",
"IBKR"
],
"sources": [
{
"label": "BacktestingMax: risk per trade (Oct 18, 2026)",
"url": "https://x.com/BacktestingMax/status/2111925559273881867"
},
{
"label": "SPXVIX: VIX rule vs buy-and-hold (Oct 16, 2026)",
"url": "https://x.com/SPXVIX/status/2111270882845098147"
},
{
"label": "Trading Time Machine: TLT month-end edge fading (Oct 15, 2026)",
"url": "https://x.com/thetrading/status/2110697698269565256"
},
{
"label": "BacktestingMax: gold engulfing vs baseline (Oct 18, 2026)",
"url": "https://x.com/BacktestingMax/status/2111880012114637169"
}
],
"did": "Four posts this week showed how backtests mislead. BacktestingMax ran the same 456 RSI trades on the S&P 500 at 1% and 10% risk per trade. SPXVIX tested a popular VIX buy rule against simply holding SPY. Trading Time Machine checked whether a famous TLT month-end rule still works. BacktestingMax also compared a gold candlestick pattern with a no-pattern baseline.",
"went": "The posters' claims: at 10% risk, $10,000 went to $68,742 and then down to $38, while 1% risk ended at $11,304 (26 backtests profitable at 1%, 21 of them lost money at 10%). The VIX 30/45/14 rule turned $1 into $7.78 since 1993, versus $32.09 for SPY, and sat in cash 48.1% of days. Larry Williams' TLT rule earned 0.11% a trade versus 0.10% for any 6-day window, and the last-day-of-month edge shrank to about 3 basis points since 2018. Gold rose 3 days after a bullish engulfing 53% of the time, the same as on all other days.",
"know": [
"Always compare with a baseline: buy-and-hold, or 'any random day'. Many 'edges' are just the market going up.",
"Edges decay once they're published. Check the most recent years separately.",
"Position size can turn a winning system into a wipe-out. Test at least two risk levels.",
"This is an education prompt: it audits a strategy, and it doesn't trade."
],
"prompt": "You are my backtest skeptic. I'll give you a strategy and its claimed results: [paste rules + claims].\nDo NOT place any trades. Using [my backtesting tool / Python with daily data], report:\n1. Baseline: the same period's buy-and-hold result for [the traded asset / SPY], and the average return of a random entry with the same holding period. Does the strategy beat both after costs of [$0.01/share or 0.05%]?\n2. Decay: split results into [before 2018] and [2018–today]. Is the edge still there recently?\n3. Sizing: rerun at [1]% and [10]% risk per trade. Show the ending equity, max drawdown and longest losing streak for each.\n4. Sample size: the number of trades, and whether any single year or a handful of trades drives most of the profit.\n5. Time in market: the % of days invested, versus the return achieved.\nEnd with a plain-English verdict: 'looks robust', 'needs more testing' or 'probably noise', with reasons.\n\nSAFETY DEFAULTS (keep unless you deliberately change them):\n- Analysis only: never place orders while running this audit.\n- Before every order, show me: symbol, side, size, order type, limit price, stop, and the rule that triggered it. Then WAIT for my \"approve\".\n- Hard limits: max [$500] per trade, max [3] open positions, stop all trading for the day after a loss of [$300].\n- Log every signal, decision and fill to [a running log / spreadsheet] with timestamps.",
"badges": {
"rules": true,
"oos": false,
"disclosed": true,
"reproduced": false
},
"badgeNotes": "An education/audit prompt built from four cautionary posts. It doesn't trade.",
"autonomous": "To go fully autonomous: (1) run on paper for at least [4–8 weeks] or [30+ trades]; (2) delete the 'WAIT for my approve' line and keep the hard limits; (3) switch to live keys or account. On Robinhood, turn off trade approvals in your agent settings, but note that some orders can still require in-app approval or acknowledging a pre-trade alert, so unattended execution isn't guaranteed for every order. IBKR's AI connector always asks for approval; use its regular API for unattended trading. Never remove the daily loss limit.",
"trustLabel": "Preliminary",
"url": "/prompts/strategy-reality-check-audit"
}
]
}