Theta-ML
May 13, 11:01
NORMAL
All strategies active
score 0/7
VIX 17.9
10
15
20
25
30
40
VVIX
98
gate open
SKEW
139
MOVE
72
3M Slope
-3.2
Contango
Term Structure
9D-VIX:
-1.6
16.3
9D
17.9
VIX
21.1
3M
23.1
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7367
GLD/SPY
0.5798
UVXY/SVXY
0.7037
as of 2026-05-13T14:01:12
Performance
Total P&L
$-13,779
Win Rate
35%
18W 33L
Trades
51
0 open
Recent
By Strategy
low_volume_regime
4/4
$+3,630
rate_cut_regime
5/5
$+1,814
s2_gex_flip_cross
3/3
$+1,616
S6-PCS-puts
1/1
$+6
s5_credit_spread_spike
2/20
$-8,991
s3_charm_drift
3/18
$-11,854
Open Positions (0)
No open positions
Strategies
S1
OFF
VIX=17.9, HY z=-1.01
S3
OFF
S1 not active
S4
OFF
ON z=-1.37, SF z=+0.91
S5
OFF
TLT skew=0.0066
S6
OFF
2Y-FF proxy=+5.31
S7
OFF
z(LB42)=-0.80 z(LB63)=-1.03 ES_z=-0.19 proj=31M
Recent Closed
L
s3_charm_drift
05/13
$-136
L
s3_charm_drift
05/11
$-1,350
W
rate_cut_regime
05/11
$+369
L
s3_charm_drift
05/10
$-1,445
L
s5_credit_spread_spike
05/08
$-564
L
s5_credit_spread_spike
05/08
$-370
L
s3_charm_drift
05/07
$-1,166
L
s5_credit_spread_spike
05/06
$-830
L
s3_charm_drift
05/06
$-902
L
s3_charm_drift
05/06
$-1,079
L
s3_charm_drift
05/06
$-741
L
s3_charm_drift
05/06
$-781
W
low_volume_regime
05/06
$+894
L
s5_credit_spread_spike
05/06
$-494
L
s5_credit_spread_spike
05/06
$-496
W
rate_cut_regime
05/06
$+365
W
rate_cut_regime
05/05
$+364
W
s2_gex_flip_cross
05/01
$+650
L
s3_charm_drift
05/01
$-759
L
s5_credit_spread_spike
05/01
$-572