The hosts held Barcelona to a goalless draw, while their newly-promoted visitors made it back-to-back wins as they defeated Athletic Bilbao away from home.
Following their promotion from the second tier last season, Rayo Vallecano were handed an unenviable start to the new campaign, taking on Sevilla and Real Sociedad, and they understandably came out without a point.
Andoni Iraola's did not take long to adjust though, as they put their first points on the board with a 4-0 thrashing of Granada, thanks to goals from Alvaro Garcia, Oscar Trejo, Santi Comesana and Randy Nteka, before Sergi Guardiola rescued a late 1-1 draw with a 92nd-minute equaliser away at Levante.
Los Vallecanos now come into Sunday's game on the back of consecutive victories, stretching their unbeaten run to four games, as they firstly thrashed Getafe 3-0, with Trejo, Pathe Ciss and Radamel Falcao getting on the scoresheet.
They built on that with a dramatic win on Tuesday, as their clash with Athletic Bilbao seemingly looked to end level after Ciss's own goal, only for Falcao to come off the bench and net a 96th-minute winner.
That saw Iraola's side move up to sixth spot, but they should remain focused on the ultimate task of establishing themselves as a top-flight outfit this season, with the chance to stretch their winning run to three games on Sunday.
They meet a Cadiz side who will also look to have a strong start to ensure they steer well clear of the bottom sides by the end of the season.
After a difficult start to the campaign, collecting just two points from their first four games, Los Piratas now head into Sunday's trip on the back of a victory and an impressive draw.
They then secured a commendable point against Catalan giants Barcelona last time out, withstanding intense pressure to hold the 26-time La Liga champions to a goalless stalemate.
That saw Los Piratas move onto six points from six games, and they have a chance to move further away from the sides propping up the table with a positive victory on their travels on Sunday.
After scoring in both of his first two substitute appearances since arriving in Spain, including the dramatic winner last time out, veteran forward Radamel Falcao could be handed a first start for Rayo Vallecano, if he is deemed fit to feature for the entirety of the game.
Martin Merquelanz remains on the sidelines through injury, while exciting midfielder Oscar Trejo is also expected to miss out after a strong start to the season.
Fali was also forced off through injury in the draw with Barcelona, and he should miss out on Sunday as a result.
Experienced forward Alvaro Negredo will continue to lead the line, after netting eight league goals last season to held them avoid the drop.
He should again form an attacking duo with Ruben Sobrino in Cervera's preferred 4-4-2 system.
Rayo Vallecano possible starting lineup:
Dimitrievski; Balliu, Saveljich, Catena, F Garcia; Ciss, Comesana; A Garcia, Lopez, Palazon; Falcao
Cadiz possible starting lineup:
Ledesma; Carcelen, Haroyan, Chust, Espino; Jimenez, Alarcon, Jonsson, Lozano; Sobrino, Negredo
We say: Rayo Vallecano 2-1 Cadiz
Rayo Vallecano have been impressive in recent weeks, while Cadiz have shown themselves to be hard to beat after an initial blip, making this an intriguing encounter.
Despite holding Barca last time out, we can see the visitors falling just short against a Los Vallecanos side full of confidence and attacking talent.