Theta-ML
May 06, 04:06
NORMAL
All strategies active
score 0/7
VIX 16.4
10
15
20
25
30
40
VVIX
95
gate open
SKEW
139
MOVE
77
3M Slope
-4.4
Contango
Term Structure
9D-VIX:
-1.8
14.6
9D
16.4
VIX
20.8
3M
22.9
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7343
GLD/SPY
0.5919
UVXY/SVXY
0.6801
as of 2026-05-06T07:05:34
Performance
Total P&L
$+7,411
Win Rate
60%
27W 18L
Trades
45
0 open
Recent
By Strategy
low_volume_regime
4/4
$+6,006
rate_cut_regime
4/4
$+1,444
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 (0)
No open positions
Strategies
S1
OFF
VIX=16.4, HY z=-1.45
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=+5.25
Recent Closed
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
L
s3_charm_drift
04/24
$-84
W
s5_credit_spread_spike
04/24
$+8