Options paper forward-tests

Two sleeves on moomoo paper 492333 — SIMULATE only, mechanics and fill tests · fleet dashboard
fear-fade: 32 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 2026-09-17
Open P&L (2 trade)
+$12
live quotes
Closed trades
7
since 2026-07-22
Win rate
86%
model: 80%
Avg / trade
+2.3% BP
model: +2.68% · Simon: +5.3%
Total P&L
+$51
net-est $-61 after fees

Open — IWM-20260911

at T−24h (plan)today
P&L (live)
+$10 +2.7% BP
debit $60 · BP $370 · target +$37 · stop −$129
entered 2026-09-03T15:30 · forced exit 2026-09-10
broker: all 5 legs live · checked 2026-09-10T15:50
legmidbid/ask
+1 2026-09-18 286P2.202.18/2.22
-1 2026-09-11 289P1.351.33/1.37
+1 2026-09-11 299C0.110.11/0.12
-2 2026-09-11 301C0.060.05/0.06
+1 2026-09-11 306C0.010.01/0.02

Open — IWM-20260918

at T−24h (plan)today
P&L (live)
+$2 +0.6% BP
debit $29 · BP $338 · target +$34 · stop −$118
entered 2026-09-10T15:30 · forced exit 2026-09-17
broker: PARTIAL — 3 of 5 legs, unhedged · checked 2026-09-10T15:50
legmidbid/ask
+1 2026-09-25 278P2.182.16/2.20
-1 2026-09-18 281P2.001.98/2.02
+1 2026-09-18 291C1.921.90/1.94
-2 2026-09-18 294C1.011.00/1.02
+1 2026-09-18 300C0.210.20/0.21

Book equity

Closed trades

tradeexitreasonP&L $% BPnet-est
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 19:45Z · 1h agovenue-markedtheta upnext window 2026-09-11 15:25–15:58 ETVIX pctile 37.3
Open structures
42
8 complete · 32 unpaired
Open cash flow
+$6,561
credit received at open
Venue P&L
+$284
moomoo unrealized, live · 39 of 42 marked
Closed
7
since reset 2026-07-25
32 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−$78
QQQ 679/625NAKED SHORT−1 679P @ 5.08 · (625P unfilled)15d+$508−$67,392+$128
SPY 728/670complete−1 728P @ 4.29 · +1 670P @ 2.2215d+$207−$5,593—
SPY 731/680lone wing(731P unfilled) · +1 680P @ 1.2515d−$125−$125−$73
SPY 736/685NAKED SHORT−1 736P @ 3.85 · (685P unfilled)15d+$385−$73,215+$34
IWM 283/262NAKED SHORT−1 283P @ 2.13 · (262P unfilled)22d+$213−$28,087−$207
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−$121
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+$382
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+$519
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+$89
IWM 275/255complete−1 275P @ 2.08 · +1 255P @ 0.5636d+$152−$1,848−$30
IWM 274/250complete−1 274P @ 2.68 · +1 250P @ 0.5436d+$214−$2,186+$17
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−$21
QQQ 665/610complete−1 665P @ 6.71 · +1 610P @ 1.4436d+$527−$4,973+$118
QQQ 653/595lone wing(653P unfilled) · +1 595P @ 1.4836d−$148−$148−$21
QQQ 657/600lone wing(657P unfilled) · +1 600P @ 1.3836d−$138−$138+$22
SPY 718/660lone wing(718P unfilled) · +1 660P @ 1.3236d−$132−$132+$16
SPY 720/665lone wing(720P unfilled) · +1 665P @ 1.3336d−$133−$133+$25
SPY 726/670complete−1 726P @ 4.10 · +1 670P @ 1.2136d+$289−$5,311−$49
SPY 725/670complete−1 725P @ 5.25 · +1 670P @ 1.2136d+$404−$5,096+$74
SPY 717/660lone wing(717P unfilled) · +1 660P @ 1.3236d−$132−$132+$16
SPY 733/685NAKED SHORT−1 733P @ 3.86 · (685P unfilled)36d+$386−$72,914−$289
IWM 269/245awaiting fill(269P unfilled) · (245P unfilled)43d+$0——
QQQ 665/605NAKED SHORT−1 665P @ 5.78 · (605P unfilled)43d+$578−$65,922−$149
QQQ 660/600NAKED SHORT−1 660P @ 6.37 · (600P unfilled)43d+$637−$65,363+$0
SPY 722/665NAKED SHORT−1 722P @ 4.54 · (665P unfilled)43d+$454−$71,746−$78
SPY 715/660awaiting fill(715P unfilled) · (660P unfilled)43d+$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: 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
HALF spread at 15 DTE awaits user decision: QQQ 670/615 half_wing — not auto-closing
updated 2026-09-10 20:19 UTC (Thu 16:19 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★★