Theta-ML

Apr 28, 08:00
NORMAL All strategies active
score 1/7
VIX 18.6
101520253040
VVIX
94
gate open
SKEW
140
MOVE
68
3M Slope
-2.5
Contango
Term Structure 9D-VIX: -0.4
18.19D18.6VIX21.03M23.26M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7371GLD/SPY 0.5911UVXY/SVXY 0.7569
as of 2026-04-28T10:59:43
Performance
Total P&L
$+5,318
Win Rate
48%
15W 16L
Trades
31
2 open
Recent
By Strategy
low_volume_regime 3/3 $+5,102
rate_cut_regime 1/1 $+356
s5_credit_spread_spike 6/12 $+110
s2_gex_flip_cross 0/3 $-16
s3_charm_drift 5/12 $-234
Open Positions (2)
rate_cut_regime /MESM26
-0.10%
$7,164.50 → $7,157.25 $-36
Hold 11d/20d
TP -10%
s3_charm_drift /MESM26
+0.00%
$7,159.50 → $7,159.50 $+0
Hold 0d/20d
TP 0%
Strategies
S1 OFF VIX=18.6, HY z=-0.45
S3 OFF S1 not active
S4 OFF ON z=+0.99, SF z=+0.84
S5 OFF TLT skew=0.0028
S6 OFF 2Y-FF proxy=+5.15
S7 OFF z(LB42)=-1.12 z(LB63)=-1.28 ES_z=+2.21 proj=55M
Recent Closed
L s5_credit_spread_spike 04/28 $-30 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 W s5_credit_spread_spike 04/23 $+89 W low_volume_regime 04/22 $+2,610 W s3_charm_drift 04/22 $+28 W s5_credit_spread_spike 04/22 $+12 W s3_charm_drift 04/21 $+36 L s5_credit_spread_spike 04/21 $-25 W s5_credit_spread_spike 04/20 $+74 L s3_charm_drift 04/20 $-30 L s2_gex_flip_cross 04/20 $-8 L s2_gex_flip_cross 04/20 $-8