Mon Jun 1 — CALL 759 — exit 13:43 at 3× (+$600)
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Last 10 trading days · SPY 0DTE · 2 strikes OTM · Position-for-Zero (≤$300, no stop) · take profit at 3× · real Alpaca 1-minute premiums
clock ticks 1 minute at a time no look-ahead (30/30 causality tests pass) entries on 5-min candle closes, exits checked every minute| Day | Dir | Strike | Enter | Entry $ | Qty | $ risk | Exit | Exit $ | Outcome | P/L |
|---|---|---|---|---|---|---|---|---|---|---|
| Mon Jun 1 | CALL | 759 | 11:35 | $0.25 | 12 | $300 | 13:43 | $0.75 | 3× take-profit | +$600 |
| Tue Jun 2 | CALL | 760 | 10:05 | $0.33 | 9 | $297 | 11:10 | $0.99 | 3× take-profit | +$594 |
| Wed Jun 3 | PUT | 753 | 09:50 | $1.05 | 2 | $210 | 15:59 | $0.37 | held to close (no 3×) | −$136 |
| Thu Jun 4 | CALL | 756 | 10:25 | $0.47 | 6 | $282 | 13:28 | $1.41 | 3× take-profit | +$564 |
| Fri Jun 5 | PUT | 747 | 09:50 | $0.82 | 3 | $246 | 12:07 | $2.46 | 3× take-profit | +$492 |
| Mon Jun 8 | PUT | 739 | 10:00 | $1.69 | 1 | $169 | 15:59 | $0.18 | held to close (no 3×) | −$151 |
| Tue Jun 9 | CALL | 749 | 09:50 | $0.61 | 4 | $244 | 15:56 | $0.01 | held to close (→$0) | −$240 |
| Wed Jun 10 | CALL | 739 | 09:50 | $1.84 | 1 | $184 | 15:55 | $0.01 | held to close (→$0) | −$183 |
| Thu Jun 11 | CALL | 733 | 09:55 | $1.88 | 1 | $188 | 15:30 | $5.64 | 3× take-profit | +$376 |
| Fri Jun 12 | PUT | 734 | 09:50 | $2.54 | 1 | $254 | 15:59 | $0.01 | held to close (→$0) | −$253 |
| 10-day total — 5 winning days (all 3× take-profits), 5 losing days (all held to close) | +$1,663 | |||||||||
A single clock advances one 1-minute bar at a time from 09:30 to 16:00. At any minute it may only read bars timestamped at or before that minute. The first three 5-minute candles (09:30–09:45) set the opening range — no trades before then. After that, an entry fires only when a 5-minute candle closes through the opening range and on the correct side of the 9 EMA, 20 EMA and VWAP (StockMarketWolf's method); the fill is the first option print at/after that close. Position-for-Zero carries no stop, so the only exits are the first minute the option trades at 3× (a resting limit) or an end-of-day force-flat. Each PDF's "LIVE-FEED TIMELINE" lists every decision in the order it was made. A separate test re-runs each day with all future bars hidden and confirms every entry/exit is unchanged — 30 of 30 checks pass.
Side test only; the live strategy is unchanged. Real Alpaca 1-minute 0DTE premiums. Fills assume a resting limit at 3× and ignore bid/ask spread and slippage. Position-for-Zero's no-stop rule means a full premium loss is the pre-accepted risk on days that trend against the trade. Not financial advice.
