EMA9 Morning Breakthrough — Daily Chart
SPY 0DTE · Alpaca paper · 2026-06-17 (Wed)
PAPER 0/2 trades day −$86
| Time ET | Trade | In → Out | Result |
|---|---|---|---|
| 10:21 → 10:51 | CALL 753 | $1.48 → $1.02 | −$46 (−31%) |
| 10:51 → 11:41 | PUT 748 | $1.75 → $1.35 | −$40 (−23%) |
Bought the call at the top of a small pop, flipped to a put near the bottom of the dip, both reverted. SPY spanned only ~$3.60 (748.5–752.1) — a range/chop day where a breakthrough strategy gets whipsawed. No entries taken after the 11:30 ET cutoff. Engine executed the rules exactly; the market just didn't trend.
Generated 2026-06-17 · mirrors ema9_live.py / research/ema9_breakout_backtest.py · paper account.