ETF Credit Spreads
Pick a liquid ETF, choose a defined-risk credit spread template, set your parameters, backtest and optimize on real daily history, then run it as a vehicle — paper, by copy-paste, through your own AI agent, or straight to your linked broker. Prices are delayed 15 minutes; backtests are model-priced; nothing here is a promise of return.
Copy & paste to your AI agent
Paste this into Claude, ChatGPT or any agent of yours together with an EventTrader API key, and it can build, backtest and run your spread vehicles through the API. Or just talk to NEXUS below — press the mic, say what you want to create, and it walks you through it step by step.
API endpoints
| Method | Path | Auth | What it does |
|---|
Build a model
Template
Parameters
Execution mode
Optimize (walk-forward)
Save as vehicle
Your vehicles
How it works
- Defined risk only: every template has a long wing at the same expiry and size as the short leg. Nothing naked can be built.
- The option chain is delayed 15 minutes. Previews and marks are indications, not executable quotes.
- Backtests are model-priced on daily closes, with explicit slippage and commission costs included.
- Walk-forward optimization picks parameters on a training window and checks them on unseen data, and flags overfit candidates.
- Run a vehicle four ways: paper, copy the legs yourself, through your own AI agent, or through your linked broker.
- Your broker, your money: the platform never funds or custodies your trades.
Delayed option quotes and vol indices: Cboe. Backtests use Black-Scholes with a fixed skew.