Theta-ML
Apr 28, 10:00
NORMAL
All strategies active
score 0/7
VIX 18.5
10
15
20
25
30
40
VVIX
94
gate open
SKEW
140
MOVE
68
3M Slope
-2.5
Contango
Term Structure
9D-VIX:
-0.6
17.9
9D
18.5
VIX
21.0
3M
23.2
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7364
GLD/SPY
0.5939
UVXY/SVXY
0.7567
as of 2026-04-28T12:59:34
Performance
Total P&L
$+5,360
Win Rate
50%
16W 16L
Trades
32
1 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
6/13
$-192
Open Positions (1)
rate_cut_regime
/MESM26
-0.14%
$7,164.50 → $7,154.75
$-49
Hold 11d/20d
TP -14%
Strategies
S1
OFF
VIX=18.5, HY z=-0.43
S3
OFF
S1 not active
S4
OFF
ON z=+0.99, SF z=+0.84
S5
OFF
TLT skew=0.0019
S6
OFF
2Y-FF proxy=+5.16
S7
NEAR
z(LB42)=-1.88 z(LB63)=-2.05 ES_z=+0.05 proj=34M
Recent Closed
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
L
s3_charm_drift
04/20
$-30
L
s2_gex_flip_cross
04/20
$-8