Theta-ML
2026-04-15 06:00
Strategy Proximity (live)
S1
OFF
VIX=17.8, HY z=-0.16
S3
OFF
S1 not active
S4
OFF
ON z=-0.94, SF z=+0.95
S5
OFF
TLT skew=0.0093
S6
OFF
2Y-FF proxy=+5.13
Open Positions (4)
low_volume_regime
/MESM26
+2.09%
Entry: $6,866.25 | Current: $7,009.75
low_volume_regime
/MESM26
+1.80%
Entry: $6,885.50 | Current: $7,009.75
low_volume_regime
/MESM26
+1.21%
Entry: $6,926.00 | Current: $7,009.75
low_volume_regime
/MESM26
+0.12%
Entry: $7,001.25 | Current: $7,009.75
Recent Closed
s3_charm_drift
/MESM26
LOSS -0.3%
Entry: $6,977.50 | Exit: $6,997.25
s5_credit_spread_spike
/MESM26
WIN +0.2%
Entry: $6,998.25 | Exit: $6,986.25
low_volume_regime
/MESM26
WIN +4.0%
Entry: $6,619.75 | Exit: $6,885.25
s2_gex_flip_cross
/MESM26
LOSS -0.0%
Entry: $6,852.00 | Exit: $6,851.75
s3_charm_drift
/MESM26
LOSS -0.2%
Entry: $6,862.25 | Exit: $6,877.25
s3_charm_drift
/MESM26
WIN +0.3%
Entry: $6,876.25 | Exit: $6,853.75