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 (causality-tested) entries on 5-min candle closes, exits checked every minute| Day | Dir | Strike | Enter | Entry $ | Qty | Exit | Exit $ | Outcome | P/L |
|---|---|---|---|---|---|---|---|---|---|
| Fri 05-01 | CALL | 726 | 10:00 | $0.41 | 7 | 15:59 | $0.01 | held to close | -$280 |
| Mon 05-04 | CALL | 722 | 09:50 | $0.53 | 5 | 15:59 | $0.01 | held to close | -$260 |
| Tue 05-05 | CALL | 724 | 10:00 | $0.55 | 5 | 15:59 | $0.21 | held to close | -$170 |
| Wed 05-06 | CALL | 731 | 09:55 | $0.66 | 4 | 11:06 | $1.98 | 3× take-profit | +$528 |
| Thu 05-07 | PUT | 732 | 09:50 | $0.86 | 3 | 13:27 | $2.58 | 3× take-profit | +$516 |
| Fri 05-08 | CALL | 738 | 09:50 | $0.46 | 6 | 15:59 | $0.09 | held to close | -$222 |
| Mon 05-11 | CALL | 740 | 09:50 | $0.62 | 4 | 15:59 | $0.02 | held to close | -$240 |
| Tue 05-12 | PUT | 733 | 10:00 | $0.79 | 3 | 15:59 | $0.01 | held to close | -$234 |
| Wed 05-13 | PUT | 734 | 09:50 | $0.75 | 4 | 15:59 | $0.02 | held to close | -$292 |
| Thu 05-14 | CALL | 748 | 09:50 | $0.60 | 5 | 12:00 | $1.80 | 3× take-profit | +$600 |
| Fri 05-15 | CALL | 744 | 10:35 | $1.01 | 2 | 15:59 | $0.01 | held to close | -$200 |
| Mon 05-18 | CALL | 743 | 09:55 | $0.63 | 4 | 15:59 | $0.01 | held to close | -$248 |
| Tue 05-19 | CALL | 738 | 09:55 | $0.96 | 3 | 15:59 | $0.01 | held to close | -$285 |
| Wed 05-20 | CALL | 739 | 10:20 | $1.27 | 2 | 15:59 | $2.83 | held to close | +$312 |
| Thu 05-21 | CALL | 742 | 09:55 | $1.10 | 2 | 15:59 | $0.77 | held to close | -$66 |
| Fri 05-22 | PUT | 744 | 10:15 | $1.15 | 2 | 15:59 | $0.06 | held to close | -$218 |
| Tue 05-26 | CALL | 753 | 09:50 | $0.57 | 5 | 15:59 | $0.01 | held to close | -$280 |
| Wed 05-27 | PUT | 747 | 11:20 | $0.51 | 5 | 15:59 | $0.02 | held to close | -$245 |
| Thu 05-28 | CALL | 752 | 10:10 | $0.58 | 5 | 10:13 | $1.74 | 3× take-profit | +$580 |
| Fri 05-29 | CALL | 759 | 09:50 | $0.69 | 4 | 15:59 | $0.02 | held to close | -$268 |
| May 2026 total — 20 traded days, 5 wins / 15 losses | -$972 | ||||||||
A single clock advances one 1-minute bar at a time from 09:30 to 16:00; at any minute it reads only 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. 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 order. A separate harness re-runs each day with all future bars hidden and confirms entries/exits are unchanged.
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.