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 connectedbook emptymoomoo paper 492333next entry Thu 2026-09-171 close(s) queued for the ET window
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

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 2026-09-11 21:45Z · 1h agovenue-markedtheta upnext window 2026-09-14 15:25–15:58 ETVIX pctile 59.5
Open structures
43
7 complete · 35 unpaired
Open cash flow
+$6,854
credit received at open
Venue P&L
+$2,431
moomoo unrealized, live · 42 of 43 marked
Closed
9
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 @ 1.5214d−$152−$152−$248
QQQ 665/605lone wing(665P unfilled) · +1 605P @ 1.5214d−$152−$152−$248
QQQ 670/615lone wing(670P unfilled) · +1 615P @ 1.3714d−$137−$137−$105
QQQ 679/625NAKED SHORT−1 679P @ 5.08 · (625P unfilled)14d+$508−$67,392+$326
SPY 728/670NAKED SHORT−1 728P @ 4.29 · (670P unfilled)14d+$429−$72,371+$319
SPY 731/680lone wing(731P unfilled) · +1 680P @ 1.2514d−$125−$125−$102
SPY 736/685NAKED SHORT−1 736P @ 3.85 · (685P unfilled)14d+$385−$73,215+$228
IWM 283/262NAKED SHORT−1 283P @ 2.13 · (262P unfilled)21d+$213−$28,087−$76
IWM 282/260NAKED SHORT−1 282P @ 2.44 · (260P unfilled)21d+$244−$27,956−$19
IWM 281/260NAKED SHORT−1 281P @ 2.80 · (260P unfilled)21d+$280−$27,820+$40
IWM 280/259NAKED SHORT−1 280P @ 2.15 · (259P unfilled)21d+$215−$27,785−$10
QQQ 675/615complete−1 675P @ 10.33 · +1 615P @ 1.7121d+$862−$5,138+$638
QQQ 660/600complete−1 660P @ 9.86 · +1 600P @ 1.4821d+$838−$5,162+$612
QQQ 655/595lone wing(655P unfilled) · +1 595P @ 1.4121d−$141−$141−$97
QQQ 655/600lone wing(655P unfilled) · +1 600P @ 1.4821d−$148−$148−$195
SPY 727/670NAKED SHORT−1 727P @ 4.86 · (670P unfilled)21d+$486−$72,214+$581
SPY 722/665lone wing(722P unfilled) · +1 665P @ 1.2321d−$123−$123−$164
SPY 727/675NAKED SHORT−1 727P @ 4.86 · (675P unfilled)21d+$486−$72,214+$581
SPY 720/665lone wing(720P unfilled) · +1 665P @ 1.2321d−$123−$123−$164
IWM 276/250lone wing(276P unfilled) · +1 250P @ 0.5435d−$54−$54+$1
IWM 277/255lone wing(277P unfilled) · +1 255P @ 0.5635d−$56−$56+$35
IWM 275/255complete−1 275P @ 2.08 · +1 255P @ 0.5635d+$152−$1,848+$1
IWM 274/250complete−1 274P @ 2.68 · +1 250P @ 0.5435d+$214−$2,186+$43
IWM 270/245lone wing(270P unfilled) · +1 245P @ 0.4535d−$45−$45−$4
QQQ 652/590lone wing(652P unfilled) · +1 590P @ 1.7535d−$175−$175−$74
QQQ 655/595lone wing(655P unfilled) · +1 595P @ 1.4835d−$148−$148−$89
QQQ 665/610complete−1 665P @ 6.71 · +1 610P @ 1.4435d+$527−$4,973+$245
QQQ 653/595lone wing(653P unfilled) · +1 595P @ 1.4835d−$148−$148−$89
QQQ 657/600lone wing(657P unfilled) · +1 600P @ 1.3835d−$138−$138−$20
SPY 718/660lone wing(718P unfilled) · +1 660P @ 1.3235d−$132−$132−$76
SPY 720/665lone wing(720P unfilled) · +1 665P @ 1.3335d−$133−$133−$29
SPY 726/670complete−1 726P @ 4.10 · +1 670P @ 1.2135d+$289−$5,311+$34
SPY 725/670complete−1 725P @ 5.25 · +1 670P @ 1.2135d+$404−$5,096+$155
SPY 717/660lone wing(717P unfilled) · +1 660P @ 1.3235d−$132−$132−$76
SPY 733/685NAKED SHORT−1 733P @ 3.86 · (685P unfilled)35d+$386−$72,914−$38
IWM 269/245NAKED SHORT−1 269P @ 2.57 · (245P unfilled)42d+$257−$26,643+$72
IWM 265/240awaiting fill(265P unfilled) · (240P unfilled)42d+$0——
QQQ 665/605NAKED SHORT−1 665P @ 5.78 · (605P unfilled)42d+$578−$65,922+$57
QQQ 660/600NAKED SHORT−1 660P @ 6.37 · (600P unfilled)42d+$637−$65,363+$169
QQQ 650/590lone wing(650P unfilled) · +1 590P @ 1.2342d−$123−$123+$0
SPY 722/665NAKED SHORT−1 722P @ 4.54 · (665P unfilled)42d+$454−$71,746+$56
SPY 715/660NAKED SHORT−1 715P @ 5.02 · (660P unfilled)42d+$502−$70,998+$157
SPY 710/650lone wing(710P unfilled) · +1 650P @ 1.0642d−$106−$106+$4
signal (2026-09-10)skewrankstrikesexpfire
SPY1.45854.5710/6502026-10-23fire
QQQ1.36155.7650/5902026-10-23fire
IWM1.29589.2265/2402026-10-23fire
HALF spread at 14 DTE awaits user decision: SPY 728/670 half_short — not auto-closing
HALF spread at 14 DTE awaits user decision: QQQ 665/605 half_wing — not auto-closing
HALF spread at 14 DTE awaits user decision: QQQ 665/605 half_wing — not auto-closing
HALF spread at 14 DTE awaits user decision: SPY 731/680 half_wing — not auto-closing
updated 2026-09-11 22:16 UTC (Fri 18:16 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★★