Time Flies — options paper forward-test
Weekly delta-neutral combo (put diagonal + call BWB, 8 DTE) on IWM · moomoo paper · rules: +10% BP target / −35% stop / exit T−24h ·
fleet dashboard
IWM ×1 · 8 DTE weekly
OpenD connected — auto-placing
moomoo paper 492333
next entry Thu 2026-07-23
Open P&L (1 trade)
+$18
live quotes
Open — IWM-20260724
at T−24h (plan)
today
P&L (live)
+$18
+5.1% BP
debit $53 · BP $362 · target +$36 · stop −$127
entered 2026-07-16T15:30 · forced exit 2026-07-23
leg
mid
bid/ask
+1 2026-07-31 285P
1.92
1.90/1.95
-1 2026-07-24 288P
1.31
1.29/1.34
+1 2026-07-24 299C
0.80
0.78/0.82
-2 2026-07-24 301C
0.41
0.39/0.43
+1 2026-07-24 306C
0.06
0.05/0.07
Book equity
Backtest reference
Model avg/trade
+2.68% BP
RUT synthetic, $60 fric, 733 wk
Model win rate
80%
target-hit 62% · eve 26% · stop 12%
Model annual
+66%/yr
on 2.3×BP sizing · loss yrs 1-in-5
Simon (claimed)
+5.3%/t
≈113%/yr on same sizing
updated 2026-07-20 06:14 UTC (Mon 02:14 ET) · refreshes every 15 min via com.jair.tf-dash · marks daily 07:30 local · entries Thu US session · writeup: research/timeflies_options_backtest_2026-07.md