Options paper forward-tests

Two sleeves on moomoo paper 492333 — SIMULATE only, mechanics and fill tests · fleet dashboard
fear-fade: 43 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 connectedlive at the brokermoomoo paper 492333next entry Thu 2026-09-24
Open P&L (1 trade)
+$15
live quotes
Closed trades
9
since 2026-07-22
Win rate
89%
model: 80%
Avg / trade
+3.4% BP
model: +2.68% · Simon: +5.3%
Total P&L
+$103
net-est $-41 after fees

Open — IWM-20260925

at T−24h (plan)today
P&L (live)
+$15 +4.2% BP
debit $44 · BP $353 · target +$35 · stop −$124
entered 2026-09-17T15:30 · forced exit 2026-09-24
broker: all 5 legs live · checked 2026-09-23T15:50
legmidbid/ask
+1 2026-10-02 277P0.550.54/0.57
-1 2026-09-25 280P0.180.17/0.19
+1 2026-09-25 290C0.770.76/0.78
-2 2026-09-25 292C0.410.40/0.42
+1 2026-09-25 297C0.100.09/0.10

Book equity

Closed trades

tradeexitreasonP&L $% BPnet-est
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, ungatedlast run 2026-09-23 19:45Z · 0h agovenue-markedtheta upnext window 2026-09-24 15:25–15:58 ETVIX pctile 7.1
Open structures
53
7 complete · 43 unpaired
Open cash flow
+$9,054
credit received at open
Venue P&L
+$4,933
moomoo unrealized, live · 50 of 53 marked
Closed
10
since reset 2026-07-25
43 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 @ 1.522d−$152−$152−$300
QQQ 665/605lone wing(665P unfilled) · +1 605P @ 1.522d−$152−$152−$300
QQQ 670/615lone wing(670P unfilled) · +1 615P @ 1.372d−$137−$137−$135
QQQ 679/625NAKED SHORT−1 679P @ 5.08 · (625P unfilled)2d+$508−$67,392+$506
SPY 728/670NAKED SHORT−1 728P @ 4.29 · (670P unfilled)2d+$429−$72,371+$426
SPY 731/680lone wing(731P unfilled) · +1 680P @ 1.252d−$125−$125−$124
SPY 736/685NAKED SHORT−1 736P @ 3.85 · (685P unfilled)2d+$385−$73,215+$381
IWM 283/262NAKED SHORT−1 283P @ 2.13 · (262P unfilled)9d+$213−$28,087−$126
IWM 282/260NAKED SHORT−1 282P @ 2.44 · (260P unfilled)9d+$244−$27,956−$35
IWM 281/260NAKED SHORT−1 281P @ 2.80 · (260P unfilled)9d+$280−$27,820+$42
IWM 280/259NAKED SHORT−1 280P @ 2.15 · (259P unfilled)9d+$215−$27,785−$3
QQQ 675/615NAKED SHORT−1 675P @ 10.33 · (615P unfilled)9d+$1,033−$66,467+$998
QQQ 660/600lone wing(660P unfilled) · +1 600P @ 2.439d−$243−$243−$240
QQQ 655/595lone wing(655P unfilled) · +1 595P @ 1.419d−$141−$141−$136
SPY 727/670NAKED SHORT−1 727P @ 4.86 · (670P unfilled)9d+$486−$72,214+$891
SPY 722/665lone wing(722P unfilled) · +1 665P @ 1.239d−$123−$123−$228
SPY 727/675NAKED SHORT−1 727P @ 4.86 · (675P unfilled)9d+$486−$72,214+$891
SPY 720/665lone wing(720P unfilled) · +1 665P @ 1.239d−$123−$123−$228
IWM 276/250lone wing(276P unfilled) · +1 250P @ 0.5423d−$54−$54−$43
IWM 277/255lone wing(277P unfilled) · +1 255P @ 0.5623d−$56−$56−$21
IWM 275/255complete−1 275P @ 2.08 · +1 255P @ 0.5623d+$152−$1,848−$62
IWM 274/250complete−1 274P @ 2.68 · +1 250P @ 0.5423d+$214−$2,186+$6
IWM 270/245lone wing(270P unfilled) · +1 245P @ 0.4523d−$45−$45−$20
QQQ 652/590lone wing(652P unfilled) · +1 590P @ 1.7523d−$175−$175−$143
QQQ 655/595lone wing(655P unfilled) · +1 595P @ 1.4823d−$148−$148−$223
QQQ 665/610complete−1 665P @ 6.71 · +1 610P @ 1.4423d+$527−$4,973+$447
QQQ 653/595lone wing(653P unfilled) · +1 595P @ 1.4823d−$148−$148−$223
QQQ 657/600lone wing(657P unfilled) · +1 600P @ 1.3823d−$138−$138−$101
SPY 718/660lone wing(718P unfilled) · +1 660P @ 1.3223d−$132−$132−$192
SPY 720/665lone wing(720P unfilled) · +1 665P @ 1.3323d−$133−$133−$92
SPY 726/670complete−1 726P @ 4.10 · +1 670P @ 1.2123d+$289−$5,311+$95
SPY 725/670complete−1 725P @ 5.25 · +1 670P @ 1.2123d+$404−$5,096+$210
SPY 717/660lone wing(717P unfilled) · +1 660P @ 1.3223d−$132−$132−$192
SPY 733/685NAKED SHORT−1 733P @ 3.86 · (685P unfilled)23d+$386−$72,914+$187
IWM 269/245NAKED SHORT−1 269P @ 2.57 · (245P unfilled)30d+$257−$26,643+$70
QQQ 665/605NAKED SHORT−1 665P @ 5.78 · (605P unfilled)30d+$578−$65,922+$396
QQQ 660/600NAKED SHORT−1 660P @ 6.37 · (600P unfilled)30d+$637−$65,363+$477
QQQ 650/590lone wing(650P unfilled) · +1 590P @ 1.2330d−$123−$123−$76
SPY 722/665NAKED SHORT−1 722P @ 4.54 · (665P unfilled)30d+$454−$71,746+$254
SPY 715/660NAKED SHORT−1 715P @ 5.02 · (660P unfilled)30d+$502−$70,998+$332
SPY 710/650lone wing(710P unfilled) · +1 650P @ 1.0630d−$106−$106−$56
IWM 267/245complete−1 267P @ 2.17 · +1 245P @ 0.5937d+$158−$2,042−$11
IWM 266/240complete−1 266P @ 2.48 · +1 240P @ 0.4937d+$199−$2,401+$50
IWM 265/245lone wing(265P unfilled) · +1 245P @ 0.5937d−$60−$60−$25
IWM 268/250lone wing(268P unfilled) · +1 250P @ 0.4837d−$48−$48+$24
IWM 270/250awaiting fill(270P unfilled) · (250P unfilled)37d+$0——
QQQ 657/595NAKED SHORT−1 657P @ 5.95 · (595P unfilled)37d+$595−$65,105+$368
QQQ 651/590NAKED SHORT−1 651P @ 6.03 · (590P unfilled)37d+$603−$64,497+$403
QQQ 698/643awaiting fill(698P unfilled) · (643P unfilled)37d+$0——
SPY 717/657NAKED SHORT−1 717P @ 4.76 · (657P unfilled)37d+$476−$71,224+$220
SPY 713/652NAKED SHORT−1 713P @ 5.09 · (652P unfilled)37d+$509−$70,791+$283
SPY 710/650NAKED SHORT−1 710P @ 5.31 · (650P unfilled)37d+$531−$70,469+$311
SPY 737/691awaiting fill(737P unfilled) · (691P unfilled)37d+$0——
signal (2026-09-22)skewrankstrikesexpfire
SPY1.40324.1737/6912026-10-30fire
QQQ1.28413.5698/6432026-10-30fire
IWM1.24849.7270/2502026-10-30fire
HALF spread at 2 DTE awaits user decision: SPY 728/670 half_short — not auto-closing
HALF spread at 2 DTE awaits user decision: QQQ 665/605 half_wing — not auto-closing
HALF spread at 2 DTE awaits user decision: QQQ 665/605 half_wing — not auto-closing
HALF spread at 2 DTE awaits user decision: SPY 731/680 half_wing — not auto-closing
updated 2026-09-23 20:07 UTC (Wed 16:07 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★★