Luck was not on Malaga's side as they had a night to forget in the capital, falling to a heavy 4-0 defeat at the hands of Rayo in Vallecas on Saturday.
Coach Sergio Pellicer stuck primarily with the team that snuck a 1-0 win against Alcorcón a week previously, with his only change coming in attack with the introduction of academy youngster David Larrubia on the wing in place of Orlando Sá, a more traditional number nine.
After two victories on the bounce, it took just a quarter of an hour for Malaga to be brought crashing back down to earth when a dubious handball against Ramón Enríquez was given after a lengthy VAR review, allowing Isi Palazón to give his side the early lead from the penalty spot.
The visitors soon had a mountain to climb when defender Juande misjudged Álvaro García's cross from the left, slicing the ball past Dani Barrio at his near post with just 21 minutes on the clock.
With a Yanis Rahmani header well off target Malaga's only real chance of the first half, Pellicer made a double change at the break, bringing on Luis Muñoz and Pablo Chavarría, the latter making his debut, for the below-par Larrubia and Mohamed Benkhemassa.
Just 12 minutes later, however, came the third. Fuengirola-born José Ángel Pozo sprung the Malaga offside trap, bringing the ball down well before finishing from close range and effectively ending the game as a contest.
Pellicer took some advantage of this situation by giving minutes to new signings Jairo and Jozabed who showed signs of linking up well together when the former slid in the latter who poked his effort just wide of the far post.
However, Rayo continued to attack and Malaga had keeper Dani Barrio to thank for keeping the scoreline down.
That lasted until into stoppage time when former Malaga man Antoñín powered home a diving header to make it four and seal the side's worst league defeat in more than three years (5-0 at the Mestalla on 19 September 2017).
"The result says it all," Pellicer told reporters following the game. "It's true that this is a team under construction, but this cannot be repeated. The team has to be more solid in every regard."
Perhaps the most worrying statistic of all is that during the first four games of the season so far, Malaga have only had seven shots on target.
Pellicer, however, can see some positives: "We've brought in players that you can see are going to offer us a lot. A lot of players have come in, some have only trained with us a couple of times and they need time to adjust and get back into their rhythm.
"Now we have to prepare to play Las Palmas [Sunday, at home, at 4pm] and try and rediscover that spirit we found at the end of last season that helped us to achieve our objectives.
"We are going to work very hard, because there is no other way."