Theta-ML

Apr 30, 08:00
NORMAL All strategies active
score 0/7
VIX 17.4
101520253040
VVIX
94
gate open
SKEW
142
MOVE
74
3M Slope
-2.9
Contango
Term Structure 9D-VIX: -2.1
15.49D17.4VIX20.43M22.76M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7377GLD/SPY 0.5941UVXY/SVXY 0.7206
as of 2026-04-30T10:59:37
Performance
Total P&L
$+5,385
Win Rate
53%
18W 16L
Trades
34
3 open
Recent
By Strategy
low_volume_regime 3/3 $+5,102
rate_cut_regime 1/1 $+356
s5_credit_spread_spike 7/13 $+120
s2_gex_flip_cross 0/3 $-16
s3_charm_drift 7/14 $-178
Open Positions (3)
rate_cut_regime /MESM26
+0.42%
$7,164.50 → $7,194.25 $+149
Hold 13d/20d
TP 42%
low_volume_regime /MESM26
+0.63%
$7,149.25 → $7,194.25 $+225
Hold 1d/30d
TP 25%
s3_charm_drift /MESM26
+0.00%
$7,192.00 → $7,192.00 $+0
Hold 0d/20d
TP 0%
Strategies
S1 OFF VIX=17.4, HY z=-0.83
S3 OFF S1 not active
S4 OFF ON z=-1.43, SF z=+0.85
S5 OFF TLT skew=0.0358
S6 OFF 2Y-FF proxy=+5.19
S7 OFF z(LB42)=-0.65 z(LB63)=-0.82 ES_z=+2.82 proj=68M
Recent Closed
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 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