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 |
|---|---|---|---|---|---|---|---|---|---|
| Mon 06-01 | CALL | 758 | 11:35 | $0.50 | 6 | 13:43 | $1.50 | 3× take-profit | +$600 |
| Tue 06-02 | CALL | 759 | 10:05 | $0.59 | 5 | 11:22 | $1.77 | 3× take-profit | +$590 |
| Wed 06-03 | PUT | 753 | 09:50 | $1.05 | 2 | 15:59 | $0.37 | held to close | -$136 |
| Thu 06-04 | CALL | 756 | 10:25 | $0.47 | 6 | 13:28 | $1.41 | 3× take-profit | +$564 |
| Fri 06-05 | PUT | 747 | 09:50 | $0.82 | 3 | 12:07 | $2.46 | 3× take-profit | +$492 |
| Mon 06-08 | PUT | 739 | 10:00 | $1.69 | 1 | 15:59 | $0.18 | held to close | -$151 |
| Tue 06-09 | CALL | 749 | 09:50 | $0.61 | 4 | 15:56 | $0.01 | held to close | -$240 |
| Wed 06-10 | CALL | 739 | 09:50 | $1.84 | 1 | 15:55 | $0.01 | held to close | -$183 |
| Thu 06-11 | CALL | 733 | 09:55 | $1.88 | 1 | 15:30 | $5.64 | 3× take-profit | +$376 |
| Fri 06-12 | PUT | 734 | 09:50 | $2.54 | 1 | 15:59 | $0.01 | held to close | -$253 |
| June 1-12, 2026 total — 10 traded days, 5 wins / 5 losses | +$1,659 | ||||||||
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.