Detecting early signs of recurrence of psychopathology is key for prevention and treatment. Personalized risk assessment is especially relevant for formerly depressed patients, for whom recurrence is common. We aimed to examine whether recurrence of depression can be accurately foreseen by applying Exponentially Weighted Moving Average (EWMA) statistical process control charts to Ecological Momentary Assessment (EMA) data. Participants were formerly depressed patients (n = 41) in remission who (gradually) discontinued antidepressants. Participants completed five smartphone-based EMA questionnaires a day for 4 months. EWMA control charts were used to prospectively detect structural mean shifts in high and low arousal negative affect (NA), high and low arousal positive affect (PA), and repetitive negative thinking in each individual. A significant increase in repetitive negative thinking (worry, negative thoughts about the self) was the most sensitive early sign of recurrence: this was detected in 18 out of 22 patients (82%) before recurrence and in 8 out of 19 patients (42%) who stayed in remission. A significant increase in NA high arousal (stress, irritation, restlessness) was the most specific early sign of recurrence: this was detected in 10 out of 22 patients (45%) before recurrence and in 2 out of 19 patients (11%) who stayed in remission. These mean changes were detected at least a month before recurrence in the majority of the participants. The outcomes were robust across EWMA parameter choices, but not when using fewer observations per day. The findings demonstrate the value of monitoring EMA data with EWMA charts for detecting prodromal symptoms of depression in real-time. (PsycInfo Database Record (c) 2023 APA, all rights reserved).