9/20 EMA Trend Context Strategy

Overview

The 9 EMA and 20 EMA are used in this framework as trend and momentum context, not as mechanical entry signals.

Their purpose is to help answer one question before selling a credit spread:

Is the market environment supportive of selling premium on this side?

When used correctly, the 9/20 EMA relationship helps filter out low-quality trades and avoid fighting short-term momentum.


Why the 9/20 EMA

The 9 and 20 exponential moving averages respond quickly enough to reflect current price behavior, while still smoothing noise.

  • 9 EMA reflects short-term momentum

  • 20 EMA reflects short-to-medium trend bias

Together, they help identify:

  • Directional bias

  • Trend strength

  • Pullbacks vs breakdowns

  • When not to sell premium


Core Principle

I do not trade because price touches an EMA.

I trade when:

  • Price behavior relative to the 9/20 EMA supports the probability of the spread expiring worthless.

The EMAs provide permission, not a trigger.


Bullish Context (Put Credit Spreads)

Conditions

  • 9 EMA above 20 EMA

  • Both EMAs sloping upward

  • Price holding above the 20 EMA

  • Pullbacks respect the 20 EMA or quickly reclaim the 9 EMA

Interpretation

This indicates:

  • Buyers are in control

  • Pullbacks are being absorbed

  • Selling puts aligns with short-term trend pressure

Action

  • Favor put credit spreads

  • Place short strikes below structure, not just below the EMAs

  • Avoid selling puts during sharp extensions away from the EMAs


Bearish Context (Call Credit Spreads)

Conditions

  • 9 EMA below 20 EMA

  • Both EMAs sloping downward

  • Price holding below the 20 EMA

  • Rallies stall near the 9 or 20 EMA

Interpretation

This suggests:

  • Sellers control momentum

  • Rallies are corrective

  • Selling calls aligns with downside pressure

Action

  • Favor call credit spreads

  • Place short strikes above resistance, not just above the EMAs

  • Avoid selling calls into capitulation moves


Neutral / No-Trade Context

Warning Signs

  • 9 and 20 EMA are flat and intertwined

  • Frequent EMA crossovers

  • Price chopping through both averages

  • Strong news-driven volatility

Interpretation

This is low-quality environment for directional credit spreads.

Action

  • Reduce size

  • Wait for clarity

  • Skip trades entirely if needed

No trade is better than a forced one.


EMA Pullbacks vs EMA Breaks

Pullbacks

  • Price pulls into the 9 or 20 EMA

  • Holds structure

  • Resumes trend direction

These are acceptable environments for selling premium.

Breaks

  • Clean closes through the 20 EMA

  • Follow-through beyond the EMA

  • Loss of prior structure

These invalidate the original bias and require reassessment.


Timeframe Considerations

This strategy is timeframe-agnostic, but context matters:

  • Daily chart: Primary bias for 14–45 DTE trades

  • Intraday (5–15 min): Tactical context for SPX 0DTE only

I avoid mixing signals across timeframes without alignment.


Common Mistakes

  • Treating EMA crossovers as entries

  • Selling spreads directly at the EMA

  • Ignoring slope and structure

  • Forcing trades during EMA chop

EMAs are filters, not guarantees.


How This Fits Into My Trading

The 9/20 EMA framework is used alongside:

  • Price structure

  • ATR context

  • Volatility environment

  • Risk management rules

No single indicator drives a trade decision.


Final Notes

This strategy works because it:

  • Keeps trades aligned with momentum

  • Reduces emotional counter-trend decisions

  • Filters out poor market conditions

The goal is not precision — it’s probability alignment.

Keep in mind, no strategy has a 100% win rate. Anyone that tells you that is a liar. It’s possible to have a high win rate but it also depends on market conditions and also if there are any event news. This strategy helps you keep track of the trend and also sometimes tells you when the trend is going to reverse.