Theta-ML

2026-04-23 12:00

Strategy Proximity (live)

S1 OFFVIX=19.7, HY z=-0.53
S3 OFFS1 not active
S4 OFFON z=-0.11, SF z=+0.75
S5 OFFTLT skew=0.0018
S6 ACTIVE2Y-FF proxy=+5.16
S7 OFFz(LB42)=-1.31 z(LB63)=-1.48 ES_z=+0.22 proj=50M

Open Positions (2)

low_volume_regime /MESM26 +1.35%
Entry: $7,036.50 | Current: $7,131.50
rate_cut_regime /MESM26 -0.46%
Entry: $7,164.50 | Current: $7,131.50

Recent Closed

s5_credit_spread_spike /MESM26 LOSS -0.1%
Entry: $7,150.75 | Exit: $7,157.25
s3_charm_drift /MESM26 WIN +0.1%
Entry: $7,175.00 | Exit: $7,166.00
s5_credit_spread_spike /MESM26 LOSS -0.0%
Entry: $7,168.00 | Exit: $7,169.75
s5_credit_spread_spike /MESM26 LOSS -0.0%
Entry: $7,153.25 | Exit: $7,155.25
s5_credit_spread_spike /MESM26 WIN +0.2%
Entry: $7,136.00 | Exit: $7,118.25
s3_charm_drift /MESM26 WIN +0.1%
Entry: $7,157.00 | Exit: $7,151.50
s5_credit_spread_spike /MESM26 WIN +0.0%
Entry: $7,159.75 | Exit: $7,157.25
s3_charm_drift /MESM26 WIN +0.1%
Entry: $7,132.00 | Exit: $7,124.75
s5_credit_spread_spike /MESM26 LOSS -0.1%
Entry: $7,094.75 | Exit: $7,099.75
s5_credit_spread_spike /MESM26 WIN +0.2%
Entry: $7,138.75 | Exit: $7,124.00
s3_charm_drift /MESM26 LOSS -0.1%
Entry: $7,132.00 | Exit: $7,138.00
s2_gex_flip_cross /MESM26 LOSS -0.0%
Entry: $7,146.50 | Exit: $7,145.00
s2_gex_flip_cross /MESM26 LOSS -0.0%
Entry: $7,145.00 | Exit: $7,143.50
rate_cut_regime /MESM26 WIN +1.0%
Entry: $7,063.00 | Exit: $7,134.75
s3_charm_drift /MESM26 LOSS -0.3%
Entry: $7,165.75 | Exit: $7,184.00
s5_credit_spread_spike /MESM26 WIN +0.0%
Entry: $7,173.00 | Exit: $7,172.75
s3_charm_drift /MESM26 LOSS -0.2%
Entry: $7,060.75 | Exit: $7,077.00
s5_credit_spread_spike /MESM26 LOSS -0.1%
Entry: $7,065.50 | Exit: $7,071.00
low_volume_regime /MESM26 WIN +2.5%
Entry: $6,866.25 | Exit: $7,038.00
s3_charm_drift /MESM26 WIN +0.1%
Entry: $7,029.75 | Exit: $7,025.00
Updated 2026-04-23 12:00