Theta-ML
May 06, 01:52
NORMAL
All strategies active
score 2/7
VIX 16.8
10
15
20
25
30
40
VVIX
95
gate open
SKEW
139
MOVE
77
3M Slope
-4.0
Contango
Term Structure
9D-VIX:
-2.2
14.6
9D
16.8
VIX
20.8
3M
22.9
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7338
GLD/SPY
0.5923
UVXY/SVXY
0.6902
as of 2026-05-06T04:52:09
Performance
Total P&L
$+7,045
Win Rate
59%
26W 18L
Trades
44
1 open
Recent
By Strategy
low_volume_regime
4/4
$+6,006
rate_cut_regime
3/3
$+1,078
s5_credit_spread_spike
10/16
$+249
s2_gex_flip_cross
0/3
$-16
S6-PCS-puts
0/1
$-100
s3_charm_drift
9/17
$-171
Open Positions (1)
rate_cut_regime
/MESM26
+0.55%
$7,290.25 → $7,330.00
$+199
Hold 1d/20d
TP 55%
Strategies
S1
OFF
VIX=16.8, HY z=-1.21
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=0.0340
S6
OFF
2Y-FF proxy=+5.28
Recent Closed
W
low_volume_regime
05/06
$+904
W
rate_cut_regime
05/05
$+362
W
s5_credit_spread_spike
05/05
$+4
W
s3_charm_drift
05/04
$+11
W
s5_credit_spread_spike
05/04
$+111
W
s5_credit_spread_spike
05/04
$+14
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