Forward tests

Options on moomoo paper 492333 (SIMULATE only) and the BB series on cTrader demo 47623684 · GLD breakout · cTrader BB series · Time Flies · fear-fade · FXE condor · fleet dashboard
cTrader: 6 error line(s)fear-fade: 50 unpaired structure(s) · 7 past expiryFXE condor: close stuck 38 days
1 position(s) at the paper account that no bot tracks
Left over from an exercise, an assignment or a manual trade. No bot manages or closes these — close them in the moomoo app if they are not wanted.

GLD breakout — bull call spreads

Your Pine BB series on GLD 4H bars: BB 20 × 2, long only, up to 4 entries, Keltner off. Each buy opens one spread — sell the highest call at or below GLD, buy the call $5 lower, about 45 days out. Everything closes when GLD touches the lower band · rolls at 10 days left · bars from moomoo
first run Mon 28 Sep 09:30 ETOpenD connectedpaper account flat
Signal
waiting
buys on a 4H close above 402.81 (+2.4% from 393.41)
Last 4H bar
393.41
Fri 25 Sep 13:30 ET · bands 388.87 – 402.81 · GLD now 393.41
Open spreads
0 of 4
book is flat

GLD backtest reference

GLD 4H 2019 →
+85R
PF 1.54 · moomoo bars
2019 – 2023
PF 0.97
about flat
2024 →
PF 3.07
the gold rally
Series length
20 days
median · 90% under 52

cTrader BB series — demo

The same Pine BB series on cTrader 4H bars: BB 20 × 2, long only, up to 4 entries, $100 risk per entry · fade AUDCAD, EURUSD, GBPUSD, AUDUSD, EURGBP, NZDCAD · breakout XAUUSD, XAGUSD
bot runningplacing orderscTrader demo 47623684markets shut
Balance
$4,338
+$0 since the switch (27 Sep 04:06Z)
Open legs
0
all flat
Closed legs
0
none yet
6 error line(s) since the bot last started
2026-09-27 06:59:07Z [bbser] ⚠ disconnected ([Failure instance: Traceback (failure with no frames): <class 'twisted.internet.error.ConnectionLost'>: Connection to the other side was lost in a non-clean fashion: Connectio
Full log: /tmp/bbser_live.log
symbolmodelegslast closebandsopen P&Lnext
AUDCADfade0 0.993410.98794 – 1.00118—BUY if close < lower 0.98794 at the Mon 01:00Z close
EURUSDfade0 1.139021.13482 – 1.14460—BUY if close < lower 1.1348 at the Mon 01:00Z close
GBPUSDfade0 1.324221.31745 – 1.33422—BUY if close < lower 1.3174 at the Mon 01:00Z close
AUDUSDfade0 0.702470.69774 – 0.71186—BUY if close < lower 0.69774 at the Mon 01:00Z close
EURGBPfade0 0.860040.85769 – 0.86150—BUY if close < lower 0.85769 at the Mon 01:00Z close
NZDCADfade0 0.800950.79805 – 0.80502—BUY if close < lower 0.79805 at the Mon 01:00Z close
XAUUSDbreakout0 4286.104241.74 – 4356.26—BUY if close > upper 4356.3 at the Mon 01:00Z close
XAGUSDbreakout0 64.3162.47 – 67.03—BUY if close > upper 67.031 at the Mon 01:00Z close

cTrader book backtest reference (with overnight swaps)

Book 2017 →
+566R
PF 1.25 with swaps · deepest dip 185R
Before 2024
+136R
PF 1.08 with swaps
2024 →
+430R
PF 1.81 with swaps
At $100 an entry
−$2,113
lowest balance with swaps, from $4,338

Time Flies — weekly combo (IWM)

Delta-neutral put diagonal + call BWB, 8 DTE · rules: +10% BP target / −35% stop / exit T−24h
IWM ×1 · 8 DTE weeklyOpenD connectedPARTIAL structure at the brokermoomoo paper 492333next entry Thu 2026-10-01
Open P&L (1 trade)
+$14
live quotes
Closed trades
10
since 2026-07-22
Win rate
90%
model: 80%
Avg / trade
+4.2% BP
model: +2.68% · Simon: +5.3%
Total P&L
+$142
net-est $-18 after fees

Open — IWM-20261002

at T−24h (plan)today
P&L (live)
+$14 +4.7% BP
debit $51 · BP $301 · target +$30 · stop −$105
entered 2026-09-24T15:30 · forced exit 2026-10-01
broker: PARTIAL — 5 of 5 legs, unhedged · checked 2026-09-25T17:50
legmidbid/ask
+1 2026-10-09 274P1.291.27/1.31
-1 2026-10-02 276P0.860.85/0.88
+1 2026-10-02 284C1.961.94/1.98
-2 2026-10-02 287C0.980.97/1.00
+1 2026-10-02 292.5C0.230.22/0.24

Book equity

Closed trades

tradeexitreasonP&L $% BPnet-est
IWM-202609252026-09-24target+38+10.9%+22
IWM-202609182026-09-11target+36+10.5%+20
IWM-202609112026-09-10eve(24h-rule)+16+4.5%+0
IWM-202609042026-09-03eve(24h-rule)+18+5.3%+2
IWM-202608282026-08-27eve(24h-rule)+10+3.0%-6
IWM-202608212026-08-20target+38+11.2%+22
IWM-202608142026-08-13target+60+18.6%+44
IWM-202608072026-08-04stop-159-45.0%-175
IWM-202607312026-07-29target+48+12.9%+32
IWM-202607242026-07-22target+36+10.1%+20

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

Fear-fade — bull put spreads

16Δ/5Δ credit spreads at the Friday expiry nearest 45 DTE, one per symbol per day, ungated · exit ≤21 DTE · SIMULATE-only
SPY · QQQ · IWM daily, ungatedno run status (kept in /tmp, cleared on a Mac restart)venue-markednext window 2026-09-28 15:25–15:58 ET7 past expiry, still listed open
Open structures
54
4 complete · 50 unpaired
Open cash flow
+$8,740
credit received at open
Venue P&L
+$4,273
moomoo unrealized, live · 47 of 54 marked
Closed
10
since reset 2026-07-25
50 half-filled structure(s) awaiting your decision
Half-filled structures are never auto-traded — the agent flags them at ≤21 DTE and leaves the close/complete/ride call to you.
structurestatuslegs (venue cost)DTEcashmax lossP&L
QQQ 665/605lone wing(665P unfilled) · +1 605P @ 1.52-2d−$152−$152—
QQQ 665/605lone wing(665P unfilled) · +1 605P @ 1.52-2d−$152−$152—
QQQ 670/615lone wing(670P unfilled) · +1 615P @ 1.37-2d−$137−$137—
QQQ 679/625NAKED SHORT−1 679P @ 5.08 · (625P unfilled)-2d+$508−$67,392—
SPY 728/670NAKED SHORT−1 728P @ 4.29 · (670P unfilled)-2d+$429−$72,371—
SPY 731/680lone wing(731P unfilled) · +1 680P @ 1.25-2d−$125−$125—
SPY 736/685NAKED SHORT−1 736P @ 3.85 · (685P unfilled)-2d+$385−$73,215—
IWM 283/262NAKED SHORT−1 283P @ 2.13 · (262P unfilled)5d+$213−$28,087−$100
IWM 282/260NAKED SHORT−1 282P @ 2.44 · (260P unfilled)5d+$244−$27,956−$21
IWM 281/260NAKED SHORT−1 281P @ 2.80 · (260P unfilled)5d+$280−$27,820+$61
IWM 280/259NAKED SHORT−1 280P @ 2.15 · (259P unfilled)5d+$215−$27,785+$33
QQQ 675/615NAKED SHORT−1 675P @ 10.33 · (615P unfilled)5d+$1,033−$66,467+$1,023
QQQ 660/600lone wing(660P unfilled) · +1 600P @ 2.435d−$243−$243−$241
QQQ 655/595lone wing(655P unfilled) · +1 595P @ 1.415d−$141−$141−$138
SPY 727/670NAKED SHORT−1 727P @ 4.86 · (670P unfilled)5d+$486−$72,214+$947
SPY 722/665lone wing(722P unfilled) · +1 665P @ 1.235d−$123−$123−$240
SPY 727/675NAKED SHORT−1 727P @ 4.86 · (675P unfilled)5d+$486−$72,214+$947
SPY 720/665lone wing(720P unfilled) · +1 665P @ 1.235d−$123−$123−$240
IWM 276/250lone wing(276P unfilled) · +1 250P @ 0.5419d−$54−$54−$59
IWM 277/255lone wing(277P unfilled) · +1 255P @ 0.5619d−$56−$56−$39
IWM 275/255lone wing(275P unfilled) · +1 255P @ 0.5619d−$56−$56−$39
IWM 274/250lone wing(274P unfilled) · +1 250P @ 0.5419d−$54−$54−$59
IWM 270/245lone wing(270P unfilled) · +1 245P @ 0.4519d−$45−$45−$26
QQQ 652/590lone wing(652P unfilled) · +1 590P @ 1.7519d−$175−$175−$151
QQQ 655/595lone wing(655P unfilled) · +1 595P @ 1.4819d−$148−$148−$243
QQQ 665/610lone wing(665P unfilled) · +1 610P @ 1.4419d−$144−$144−$109
QQQ 653/595lone wing(653P unfilled) · +1 595P @ 1.4819d−$148−$148−$243
QQQ 657/600lone wing(657P unfilled) · +1 600P @ 1.3819d−$138−$138−$108
SPY 718/660lone wing(718P unfilled) · +1 660P @ 1.3219d−$132−$132−$210
SPY 720/665lone wing(720P unfilled) · +1 665P @ 1.3319d−$133−$133−$106
SPY 726/670complete−1 726P @ 4.10 · +1 670P @ 1.2119d+$289−$5,311+$111
SPY 725/670lone wing(725P unfilled) · +1 670P @ 1.2119d−$121−$121−$180
SPY 717/660lone wing(717P unfilled) · +1 660P @ 1.3219d−$132−$132−$210
SPY 733/685NAKED SHORT−1 733P @ 3.86 · (685P unfilled)19d+$386−$72,914+$250
IWM 269/245NAKED SHORT−1 269P @ 2.57 · (245P unfilled)26d+$257−$26,643+$87
QQQ 665/605NAKED SHORT−1 665P @ 5.78 · (605P unfilled)26d+$578−$65,922+$440
QQQ 660/600NAKED SHORT−1 660P @ 6.37 · (600P unfilled)26d+$637−$65,363+$514
QQQ 650/590lone wing(650P unfilled) · +1 590P @ 1.2326d−$123−$123−$82
SPY 722/665NAKED SHORT−1 722P @ 4.54 · (665P unfilled)26d+$454−$71,746+$309
SPY 715/660NAKED SHORT−1 715P @ 5.02 · (660P unfilled)26d+$502−$70,998+$382
SPY 710/650lone wing(710P unfilled) · +1 650P @ 1.0626d−$106−$106−$69
IWM 267/245complete−1 267P @ 2.17 · +1 245P @ 0.5833d+$159−$2,041+$4
IWM 266/240complete−1 266P @ 2.48 · +1 240P @ 0.4933d+$199−$2,401+$64
IWM 265/245lone wing(265P unfilled) · +1 245P @ 0.5833d−$58−$58−$23
IWM 268/250lone wing(268P unfilled) · +1 250P @ 0.4833d−$48−$48+$12
IWM 270/250NAKED SHORT−1 270P @ 2.50 · (250P unfilled)33d+$250−$26,750+$11
IWM 264/245complete−1 264P @ 1.71 · +1 245P @ 0.5833d+$113−$1,787−$1
QQQ 657/595NAKED SHORT−1 657P @ 5.95 · (595P unfilled)33d+$595−$65,105+$409
QQQ 651/590NAKED SHORT−1 651P @ 6.03 · (590P unfilled)33d+$603−$64,497+$436
QQQ 698/643NAKED SHORT−1 698P @ 5.58 · (643P unfilled)33d+$558−$69,242+$101
SPY 717/657NAKED SHORT−1 717P @ 4.76 · (657P unfilled)33d+$476−$71,224+$283
SPY 713/652NAKED SHORT−1 713P @ 5.09 · (652P unfilled)33d+$509−$70,791+$323
SPY 710/650NAKED SHORT−1 710P @ 5.31 · (650P unfilled)33d+$531−$70,469+$364
SPY 737/691NAKED SHORT−1 737P @ 4.33 · (691P unfilled)33d+$433−$73,267+$98

FXE iron condor

Condor on FXE (the euro ETF): short call and put 1σ out, wings 1σ beyond, about 90 days · take profit at half the credit, stop at 2× the credit lost · one entry a month, up to 3 open
next entry Oct 20260 of 3 open1 close(s) queued
Closed
2
0% won · model ~90%
Closed P&L
−$310
−$332 after fees
Queued close not finished
fxc-session drains queued closes in the 09:40–15:58 ET window.
condorclosedstrikescreditP&Lafter feeswhy
FXE-202609222026-09-2295/103P 110/119C0.46−$183−$194sl200
FXE-202608192026-08-1999/104P 110/119C0.54−$127−$138sl200
updated 2026-09-27 07:23 UTC (Sun 03:23 ET) · refreshes every 15 min via com.jair.tf-dash · Time Flies: entries Thu 15:30 ET, marks daily 07:30 local, venue reconcile + queued closes in the 15:25–15:58 ET window (com.jair.tf-enter / tf-mark / tf-session) · fear-fade: com.jair.moomoo-fearfade, book venue-synced every run · GLD breakout: com.jair.gbo-tick every 5 min (live/gld_bcs_paper.py), book re-marked at mid on each refresh · cTrader BB series: com.jair.ctrader-bbseries (live/bbseries_main.py), read from its own status file · FXE condor: com.jair.fxc-enter / fxc-session / fxc-mark (live/fxe_condor_paper.py) · writeups: research/timeflies_options_backtest_2026-07.md · STATUS.md §5.11/§0★★