Options paper forward-tests

Two sleeves on moomoo paper 492333 — SIMULATE only, mechanics and fill tests · fleet dashboard
fear-fade: 35 unpaired structure(s)

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 2026-09-171 close(s) queued for the ET window
Open P&L (1 trade)
+$4
live quotes
Closed trades
8
since 2026-07-22
Win rate
88%
model: 80%
Avg / trade
+2.5% BP
model: +2.68% · Simon: +5.3%
Total P&L
+$68
net-est $-60 after fees

Open — IWM-20260918

at T−24h (plan)today
P&L (live)
+$4 +1.0% BP
debit $29 · BP $338 · target +$34 · stop −$118
entered 2026-09-10T15:30 · forced exit 2026-09-17
broker: PARTIAL — 5 of 5 legs, unhedged · checked 2026-09-10T17:50
legmidbid/ask
+1 2026-09-25 278P2.082.05/2.11
-1 2026-09-18 281P1.861.84/1.89
+1 2026-09-18 291C2.102.07/2.14
-2 2026-09-18 294C1.121.10/1.15
+1 2026-09-18 300C0.250.24/0.26

Book equity

Closed trades

tradeexitreasonP&L $% BPnet-est
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, ungatedlast run 2026-09-10 21:45Z · 1h agovenue-markedtheta upnext window 2026-09-11 15:25–15:58 ETVIX pctile 37.3
Open structures
42
7 complete · 35 unpaired
Open cash flow
+$7,542
credit received at open
Venue P&L
+$519
moomoo unrealized, live
Closed
7
since reset 2026-07-25
35 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 @ 1.5215d−$152−$152−$214
QQQ 665/605lone wing(665P unfilled) · +1 605P @ 1.5215d−$152−$152−$214
QQQ 670/615lone wing(670P unfilled) · +1 615P @ 1.3715d−$137−$137−$79
QQQ 679/625NAKED SHORT−1 679P @ 5.08 · (625P unfilled)15d+$508−$67,392+$128
SPY 728/670NAKED SHORT−1 728P @ 4.29 · (670P unfilled)15d+$429−$72,371+$174
SPY 731/680lone wing(731P unfilled) · +1 680P @ 1.2515d−$125−$125−$70
SPY 736/685NAKED SHORT−1 736P @ 3.85 · (685P unfilled)15d+$385−$73,215+$31
IWM 283/262NAKED SHORT−1 283P @ 2.13 · (262P unfilled)22d+$213−$28,087−$193
IWM 282/260NAKED SHORT−1 282P @ 2.44 · (260P unfilled)22d+$244−$27,956−$131
IWM 281/260NAKED SHORT−1 281P @ 2.80 · (260P unfilled)22d+$280−$27,820−$88
IWM 280/259NAKED SHORT−1 280P @ 2.15 · (259P unfilled)22d+$215−$27,785−$112
QQQ 675/615complete−1 675P @ 6.56 · +1 615P @ 1.7122d+$486−$5,514+$242
QQQ 675/610NAKED SHORT−1 675P @ 6.56 · (610P unfilled)22d+$656−$66,844+$307
QQQ 660/600complete−1 660P @ 5.83 · +1 600P @ 1.4822d+$435−$5,565+$378
QQQ 655/595lone wing(655P unfilled) · +1 595P @ 1.4122d−$141−$141−$68
QQQ 660/605NAKED SHORT−1 660P @ 5.83 · (605P unfilled)22d+$582−$65,418+$515
QQQ 655/600lone wing(655P unfilled) · +1 600P @ 1.4822d−$148−$148−$137
SPY 727/670NAKED SHORT−1 727P @ 4.86 · (670P unfilled)22d+$486−$72,214+$251
SPY 722/665lone wing(722P unfilled) · +1 665P @ 1.2322d−$123−$123−$135
SPY 727/675NAKED SHORT−1 727P @ 4.86 · (675P unfilled)22d+$486−$72,214+$251
SPY 720/665lone wing(720P unfilled) · +1 665P @ 1.2322d−$123−$123−$135
IWM 276/250lone wing(276P unfilled) · +1 250P @ 0.5436d−$54−$54+$57
IWM 277/255lone wing(277P unfilled) · +1 255P @ 0.5636d−$56−$56+$97
IWM 275/255complete−1 275P @ 2.08 · +1 255P @ 0.5636d+$152−$1,848−$22
IWM 274/250complete−1 274P @ 2.68 · +1 250P @ 0.5436d+$214−$2,186+$16
IWM 270/245lone wing(270P unfilled) · +1 245P @ 0.4536d−$45−$45+$13
QQQ 652/590lone wing(652P unfilled) · +1 590P @ 1.7536d−$175−$175−$39
QQQ 655/595lone wing(655P unfilled) · +1 595P @ 1.4836d−$148−$148−$3
QQQ 665/610complete−1 665P @ 6.71 · +1 610P @ 1.4436d+$527−$4,973+$110
QQQ 653/595lone wing(653P unfilled) · +1 595P @ 1.4836d−$148−$148−$3
QQQ 657/600lone wing(657P unfilled) · +1 600P @ 1.3836d−$138−$138+$24
SPY 718/660lone wing(718P unfilled) · +1 660P @ 1.3236d−$132−$132+$24
SPY 720/665lone wing(720P unfilled) · +1 665P @ 1.3336d−$133−$133+$21
SPY 726/670complete−1 726P @ 4.10 · +1 670P @ 1.2136d+$289−$5,311−$58
SPY 725/670complete−1 725P @ 5.25 · +1 670P @ 1.2136d+$404−$5,096+$91
SPY 717/660lone wing(717P unfilled) · +1 660P @ 1.3236d−$132−$132+$24
SPY 733/685NAKED SHORT−1 733P @ 3.86 · (685P unfilled)36d+$386−$72,914−$289
IWM 269/245NAKED SHORT−1 269P @ 2.57 · (245P unfilled)43d+$257−$26,643+$0
QQQ 665/605NAKED SHORT−1 665P @ 5.78 · (605P unfilled)43d+$578−$65,922−$152
QQQ 660/600NAKED SHORT−1 660P @ 6.37 · (600P unfilled)43d+$637−$65,363−$15
SPY 722/665NAKED SHORT−1 722P @ 4.54 · (665P unfilled)43d+$454−$71,746−$78
SPY 715/660NAKED SHORT−1 715P @ 5.02 · (660P unfilled)43d+$502−$70,998+$0
signal (2026-09-09)skewrankstrikesexpfire
SPY1.43544.6715/6602026-10-23fire
QQQ1.33135.3660/6002026-10-23fire
IWM1.28078.3269/2452026-10-23fire
HALF spread at 15 DTE awaits user decision: SPY 728/670 half_short — not auto-closing
HALF spread at 15 DTE awaits user decision: QQQ 665/605 half_wing — not auto-closing
HALF spread at 15 DTE awaits user decision: QQQ 665/605 half_wing — not auto-closing
HALF spread at 15 DTE awaits user decision: SPY 731/680 half_wing — not auto-closing
updated 2026-09-10 22:20 UTC (Thu 18:20 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 · writeups: research/timeflies_options_backtest_2026-07.md · STATUS.md §5.11/§0★★