Theta-ML
May 07, 12:47
NORMAL
All strategies active
score 0/7
VIX 17.1
10
15
20
25
30
40
VVIX
94
gate open
SKEW
135
MOVE
71
3M Slope
-3.3
Contango
Term Structure
9D-VIX:
-2.6
14.6
9D
17.1
VIX
20.4
3M
22.6
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7345
GLD/SPY
0.5910
UVXY/SVXY
0.6986
as of 2026-05-07T15:47:54
Performance
Total P&L
$+7,373
Win Rate
60%
28W 19L
Trades
47
2 open
Recent
By Strategy
low_volume_regime
4/4
$+6,006
rate_cut_regime
4/4
$+1,444
s5_credit_spread_spike
11/18
$+211
s2_gex_flip_cross
0/3
$-16
S6-PCS-puts
0/1
$-100
s3_charm_drift
9/17
$-171
Open Positions (2)
rate_cut_regime
/MESM26
-0.17%
$7,372.00 → $7,359.75
$-61
Hold 1d/20d
TP -17%
s5_credit_spread_spike
/MESM26
-0.02%
$7,361.25 → $7,359.75
$-7
Hold 0d/20d
TP 0%
Strategies
S1
OFF
VIX=17.1, HY z=-0.92
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=0.0057
S6
ACTIVE
2Y-FF proxy=+5.28
S7
OFF
z(LB42)=-0.35 z(LB63)=-0.53 ES_z=+0.31 proj=40M
Recent Closed
L
s5_credit_spread_spike
05/07
$-42
W
s5_credit_spread_spike
05/07
$+5
W
low_volume_regime
05/06
$+904
W
rate_cut_regime
05/06
$+366
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