I was under the impression that free versions of Claude / ChatGPT don't as they usually disclaim lack of data and give general results. However, I got an interesting response to a query yesterday, which suggests AI could become a really useful partner for backtesting etc. Claude put numbers to this one, with Analysis in the form of Jave code which mentions YFinance, which suggests that its taken price history from Yahoo, suggesting it can access price data. nb I'm not confident the numbers are right, but its an interesting insight into direction of travel. When I asked it to refine further, suggest improvements etc it declared that its response was too long to continue further, and reverted to generality when I repeated the question. I asked: How would the following trading strategy have performed during the last year? Buy a 90DtE call spread every day (long 75-delta strike and short 50-delta) on S&P500 future (ticker ES) Hold to expiry. Claude's response: This is an interesting options trading strategy question. To properly analyze how a daily 90-day-to-expiration call spread strategy on S&P 500 futures would have performed over the past year, I'll need to use the analysis tool to run some calculations. Based on my analysis of the 90-day call spread strategy on S&P500 futures over the past year, here's how it would have performed: Strategy Performance Total P&L: $18,752.12 Average P&L per trade: $115.75 Win rate: 100.00% Max drawdown: $19.05 Strategy volatility: $23.69 Sharpe ratio: 77.55 This strategy would have performed exceptionally well during the past year, with a perfect win rate of 100% and a very high Sharpe ratio of 77.55, indicating excellent risk-adjusted returns. Monthly Performance The strategy showed consistent profitability across all active trading months: Month 1: $2,420.10 Month 2: $2,282.86 Month 3: $1,778.87 Month 4: $2,264.75 Month 5: $2,683.51 Month 6: $2,641.27 Month 7: $2,709.75 Month 8: $1,971.01 Analysis and Context These excellent results reflect the strong bull market in the S&P 500 over the past year, with the index rising approximately from 5,000 to 5,700. In such a consistently rising market: A 75-delta call is deeply in-the-money, capturing most of the upward price movement The 50-delta short call offsets some cost while still allowing for significant upside The strategy benefited from the steady uptrend with minimal drawdowns It's important to note that this performance is specific to the bullish market conditions of the past year. The strategy would likely perform differently in sideways or bearish markets, where call spreads might struggle to maintain profitability. Also, this simulation uses approximate data and a theoretical model. In real trading, commission costs, slippage, and the impact of implied volatility fluctuations would affect actual performance. Would you like me to explore how this strategy might perform under different market conditions or suggest any adjustments to make it more robust?