Options paper forward-tests

Two sleeves on moomoo paper 492333 — SIMULATE only, mechanics and fill tests · fleet dashboard
fear-fade: 31 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 2026-09-10
Open P&L (1 trade)
+$27
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)
+$27 +7.3% 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 2026-09-09T17:50
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

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 2026-09-09 21:45Z · 1h agovenue-markedtheta upnext window 2026-09-10 15:25–15:58 ETVIX pctile 19.4
Open structures
40
8 complete · 31 unpaired
Open cash flow
+$5,924
credit received at open
Venue P&L
+$2,286
moomoo unrealized, live · 39 of 40 marked
Closed
7
since reset 2026-07-25
31 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 @ 1.5216d−$152−$152−$232
QQQ 665/605lone wing(665P unfilled) · +1 605P @ 1.5216d−$152−$152−$232
QQQ 670/615lone wing(670P unfilled) · +1 615P @ 1.3716d−$137−$137−$92
QQQ 679/625NAKED SHORT−1 679P @ 5.08 · (625P unfilled)16d+$508−$67,392+$228
SPY 728/670complete−1 728P @ 4.29 · +1 670P @ 2.2216d+$207−$5,593+$72
SPY 731/680lone wing(731P unfilled) · +1 680P @ 1.2516d−$125−$125−$89
SPY 736/685NAKED SHORT−1 736P @ 3.85 · (685P unfilled)16d+$385−$73,215+$145
IWM 283/262NAKED SHORT−1 283P @ 2.13 · (262P unfilled)23d+$213−$28,087−$72
IWM 282/260NAKED SHORT−1 282P @ 2.44 · (260P unfilled)23d+$244−$27,956−$19
IWM 281/260NAKED SHORT−1 281P @ 2.80 · (260P unfilled)23d+$280−$27,820+$26
IWM 280/259NAKED SHORT−1 280P @ 2.15 · (259P unfilled)23d+$215−$27,785−$19
QQQ 675/615complete−1 675P @ 6.56 · +1 615P @ 1.7123d+$486−$5,514+$474
QQQ 675/610NAKED SHORT−1 675P @ 6.56 · (610P unfilled)23d+$656−$66,844+$565
QQQ 660/600complete−1 660P @ 5.83 · +1 600P @ 1.4823d+$435−$5,565+$506
QQQ 655/595lone wing(655P unfilled) · +1 595P @ 1.4123d−$141−$141−$86
QQQ 660/605NAKED SHORT−1 660P @ 5.83 · (605P unfilled)23d+$582−$65,418+$679
QQQ 655/600lone wing(655P unfilled) · +1 600P @ 1.4823d−$148−$148−$173
SPY 727/670NAKED SHORT−1 727P @ 4.86 · (670P unfilled)23d+$486−$72,214+$447
SPY 722/665lone wing(722P unfilled) · +1 665P @ 1.2323d−$123−$123−$149
SPY 727/675NAKED SHORT−1 727P @ 4.86 · (675P unfilled)23d+$486−$72,214+$447
SPY 720/665lone wing(720P unfilled) · +1 665P @ 1.2323d−$123−$123−$149
IWM 276/250lone wing(276P unfilled) · +1 250P @ 0.5437d−$54−$54+$3
IWM 277/255lone wing(277P unfilled) · +1 255P @ 0.5637d−$56−$56+$33
IWM 275/255complete−1 275P @ 2.08 · +1 255P @ 0.5637d+$152−$1,848−$1
IWM 274/250complete−1 274P @ 2.68 · +1 250P @ 0.5437d+$214−$2,186+$51
IWM 270/245lone wing(270P unfilled) · +1 245P @ 0.4537d−$45−$45−$3
QQQ 652/590lone wing(652P unfilled) · +1 590P @ 1.7537d−$175−$175−$62
QQQ 655/595lone wing(655P unfilled) · +1 595P @ 1.4837d−$148−$148−$49
QQQ 665/610complete−1 665P @ 6.71 · +1 610P @ 1.4437d+$527−$4,973+$205
QQQ 653/595lone wing(653P unfilled) · +1 595P @ 1.4837d−$148−$148−$49
QQQ 657/600lone wing(657P unfilled) · +1 600P @ 1.3837d−$138−$138−$3
SPY 718/660lone wing(718P unfilled) · +1 660P @ 1.3237d−$132−$132−$38
SPY 720/665lone wing(720P unfilled) · +1 665P @ 1.3337d−$133−$133−$12
SPY 726/670complete−1 726P @ 4.10 · +1 670P @ 1.2137d+$289−$5,311−$2
SPY 725/670complete−1 725P @ 5.25 · +1 670P @ 1.2137d+$404−$5,096+$121
SPY 717/660lone wing(717P unfilled) · +1 660P @ 1.3237d−$132−$132−$38
SPY 733/685NAKED SHORT−1 733P @ 3.86 · (685P unfilled)37d+$386−$72,914−$133
IWM 274/252awaiting fill(274P unfilled) · (252P unfilled)44d+$0——
QQQ 665/605NAKED SHORT−1 665P @ 5.78 · (605P unfilled)44d+$578−$65,922−$14
SPY 722/665NAKED SHORT−1 722P @ 4.54 · (665P unfilled)44d+$454−$71,746+$0
signal (2026-09-08)skewrankstrikesexpfire
SPY1.40525.4722/6652026-10-23fire
QQQ1.30121.9665/6052026-10-23fire
IWM1.27674.3274/2522026-10-23fire
HALF spread at 16 DTE awaits user decision: QQQ 665/605 half_wing — not auto-closing
HALF spread at 16 DTE awaits user decision: QQQ 665/605 half_wing — not auto-closing
HALF spread at 16 DTE awaits user decision: SPY 731/680 half_wing — not auto-closing
HALF spread at 16 DTE awaits user decision: QQQ 670/615 half_wing — not auto-closing
updated 2026-09-09 22:24 UTC (Wed 18:24 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★★