Theta-ML
May 05, 06:00
NORMAL
All strategies active
score 0/7
VIX 17.6
10
15
20
25
30
40
VVIX
98
gate open
SKEW
142
MOVE
78
3M Slope
-3.5
Contango
Term Structure
9D-VIX:
-1.0
16.6
9D
17.6
VIX
21.1
3M
23.1
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7364
GLD/SPY
0.5809
UVXY/SVXY
0.7128
as of 2026-05-05T08:59:37
Performance
Total P&L
$+5,775
Win Rate
56%
23W 18L
Trades
41
2 open
Recent
By Strategy
low_volume_regime
3/3
$+5,102
rate_cut_regime
2/2
$+715
s5_credit_spread_spike
9/15
$+245
s2_gex_flip_cross
0/3
$-16
S6-PCS-puts
0/1
$-100
s3_charm_drift
9/17
$-171
Open Positions (2)
low_volume_regime
/MESM26
+1.58%
$7,149.25 → $7,262.00
$+564
Hold 6d/30d
TP 63%
rate_cut_regime
/MESM26
+0.45%
$7,229.75 → $7,262.00
$+161
Hold 5d/20d
TP 45%
Strategies
S1
OFF
VIX=17.6, HY z=-1.10
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=0.0086
S6
OFF
2Y-FF proxy=+5.30
Recent Closed
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
W
s3_charm_drift
04/23
$+45
L
s5_credit_spread_spike
04/23
$-9
L
s5_credit_spread_spike
04/23
$-10