Expand model tag support: add GLM-5.1, simplify Anthropic IDs, scan tags anywhere in message

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gateway/knowledge/trading/strategies/options/long-synthetic-forward.md

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+---
+description: "A bullish capital-gain strategy buying an ATM call and selling an ATM put at the same strike K = S0, replicating a long forward contract on the underlying."
+tags: [options, speculation, bullish, synthetic]
+---
+
+# Long Synthetic Forward
+
+**Section**: 2.10 | **Asset Class**: Options | **Type**: Speculation
+
+## Overview
+The long synthetic forward amounts to buying an ATM call option and selling an ATM put option with the same strike K = S0. This can be a net debit or net credit trade; typically |H| << S0. The trader's outlook is bullish: this strategy mimics a long stock or futures position and replicates a long forward contract with delivery price K and the same maturity as the options. This is a capital gain strategy.
+
+## Construction
+- Buy 1 ATM call option at strike K = S0
+- Sell 1 ATM put option at strike K = S0, same expiry
+
+Net debit or credit H (H = D for net debit trade, H = -C for net credit trade)
+
+## Payoff Profile
+f_T = (S_T - K)+ - (K - S_T)+ - H = S_T - K - H
+
+- Breakeven: S* = K + H
+- Max profit: P_max = unlimited  (stock can rise without bound)
+- Max loss: L_max = K + H  (if stock goes to zero)
+
+## Key Conditions / Signals
+- Strongly bullish outlook seeking full participation in upside
+- Useful when the cost of direct stock purchase is prohibitive
+- Typically near-zero net premium (H is small relative to S0)
+
+## Notes
+The payoff is linear in S_T — identical to holding the stock (minus K + H). The downside is not limited; the position loses as the stock falls below K, just like a long stock position.