Theta-ML

May 11, 15:31
NORMAL All strategies active
score 0/7
VIX 18.4
101520253040
VVIX
98
gate open
SKEW
140
MOVE
71
3M Slope
-2.9
Contango
Term Structure 9D-VIX: -1.5
16.99D18.4VIX21.23M23.16M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7359GLD/SPY 0.5885UVXY/SVXY 0.7229
as of 2026-05-11T18:31:52
Performance
Total P&L
$+7,725
Win Rate
60%
30W 20L
Trades
50
0 open
Recent
By Strategy
low_volume_regime 4/4 $+6,006
rate_cut_regime 5/5 $+1,812
s5_credit_spread_spike 12/20 $+194
s2_gex_flip_cross 0/3 $-16
S6-PCS-puts 0/1 $-100
s3_charm_drift 9/17 $-171
Open Positions (0)

No open positions

Strategies
S1 OFF VIX=18.4, HY z=-0.83
S3 OFF S1 not active
S4 OFF ON z=-1.37, SF z=+0.91
S5 OFF TLT skew=0.0232
S6 ACTIVE 2Y-FF proxy=+5.32
Recent Closed
W rate_cut_regime 05/11 $+369 W s5_credit_spread_spike 05/08 $+2 L s5_credit_spread_spike 05/07 $-42 W s5_credit_spread_spike 05/07 $+5 L s5_credit_spread_spike 05/07 $-20 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