Theta-ML
May 07, 11:01
NORMAL
All strategies active
score 0/7
VIX 17.2
10
15
20
25
30
40
VVIX
94
gate open
SKEW
135
MOVE
71
3M Slope
-3.3
Contango
Term Structure
9D-VIX:
-2.5
14.7
9D
17.2
VIX
20.5
3M
22.6
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7348
GLD/SPY
0.5910
UVXY/SVXY
0.6982
as of 2026-05-07T14:01:24
Performance
Total P&L
$+7,368
Win Rate
59%
27W 19L
Trades
46
1 open
Recent
By Strategy
low_volume_regime
4/4
$+6,006
rate_cut_regime
4/4
$+1,444
s5_credit_spread_spike
10/17
$+206
s2_gex_flip_cross
0/3
$-16
S6-PCS-puts
0/1
$-100
s3_charm_drift
9/17
$-171
Open Positions (1)
rate_cut_regime
/MESM26
-0.09%
$7,372.00 → $7,365.00
$-35
Hold 1d/20d
TP -9%
Strategies
S1
OFF
VIX=17.2, HY z=-1.00
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=0.0045
S6
OFF
2Y-FF proxy=+5.28
S7
OFF
z(LB42)=-0.24 z(LB63)=-0.40 ES_z=+0.73 proj=42M
Recent Closed
L
s5_credit_spread_spike
05/07
$-42
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