Theta-ML

May 04, 08:00
NORMAL All strategies active
score 0/7
VIX 17.5
101520253040
VVIX
97
gate open
SKEW
141
MOVE
70
3M Slope
-3.0
Contango
Term Structure 9D-VIX: -1.9
15.69D17.5VIX20.53M22.76M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7379GLD/SPY 0.5810UVXY/SVXY 0.7140
as of 2026-05-04T10:59:38
Performance
Total P&L
$+5,638
Win Rate
53%
20W 18L
Trades
38
4 open
Recent
By Strategy
low_volume_regime 3/3 $+5,102
rate_cut_regime 2/2 $+715
s5_credit_spread_spike 7/13 $+120
s2_gex_flip_cross 0/3 $-16
S6-PCS-puts 0/1 $-100
s3_charm_drift 8/16 $-182
Open Positions (4)
low_volume_regime /MESM26
+1.54%
$7,149.25 → $7,259.50 $+551
Hold 5d/30d
TP 62%
rate_cut_regime /MESM26
+0.41%
$7,229.75 → $7,259.50 $+149
Hold 4d/20d
TP 41%
s3_charm_drift /MESM26
+0.00%
$7,258.75 → $7,258.75 $+0
Hold 0d/20d
TP 0%
s5_credit_spread_spike /MESM26
+0.00%
$7,258.75 → $7,258.75 $+0
Hold 0d/20d
TP 0%
Strategies
S1 OFF VIX=17.5, HY z=-0.63
S3 OFF S1 not active
S4 OFF ON z=-1.43, SF z=+0.86
S5 OFF TLT skew=0.0076
S6 OFF 2Y-FF proxy=+5.31
S7 OFF z(LB42)=+0.22 z(LB63)=+0.11 ES_z=+2.19 proj=50M
Recent Closed
L S6-PCS-puts 05/01 $-100 L s3_charm_drift 05/01 $-52 W rate_cut_regime 04/30 $+359 W s3_charm_drift 04/30 $+48 W s3_charm_drift 04/29 $+15 W s5_credit_spread_spike 04/29 $+10 L s5_credit_spread_spike 04/28 $-30 W s3_charm_drift 04/28 $+41 W low_volume_regime 04/27 $+1,612 W low_volume_regime 04/27 $+880 L s3_charm_drift 04/27 $-19 L s3_charm_drift 04/24 $-84 W s5_credit_spread_spike 04/24 $+8 L s5_credit_spread_spike 04/23 $-32 W s3_charm_drift 04/23 $+45 L s5_credit_spread_spike 04/23 $-9 L s5_credit_spread_spike 04/23 $-10 W s5_credit_spread_spike 04/23 $+89 W low_volume_regime 04/22 $+2,610 W s3_charm_drift 04/22 $+28