Theta-ML

Apr 29, 08:00
NORMAL All strategies active
score 1/7
VIX 18.1
101520253040
VVIX
93
gate open
SKEW
138
MOVE
69
3M Slope
-2.5
Contango
Term Structure 9D-VIX: -0.7
17.49D18.1VIX20.63M22.96M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7370GLD/SPY 0.5859UVXY/SVXY 0.7336
as of 2026-04-29T10:59:51
Performance
Total P&L
$+5,360
Win Rate
50%
16W 16L
Trades
32
3 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 (3)
rate_cut_regime /MESM26
+0.05%
$7,164.50 → $7,167.75 $+16
Hold 12d/20d
TP 5%
s3_charm_drift /MESM26
+0.00%
$7,167.75 → $7,167.75 $+0
Hold 0d/20d
TP 0%
s5_credit_spread_spike /MESM26
+0.00%
$7,167.75 → $7,167.75 $+0
Hold 0d/20d
TP 0%
Strategies
S1 OFF VIX=18.1, HY z=-0.53
S3 OFF S1 not active
S4 OFF ON z=-1.43, SF z=+0.85
S5 OFF TLT skew=0.0920
S6 OFF 2Y-FF proxy=+5.18
S7 NEAR z(LB42)=-1.81 z(LB63)=-1.99 ES_z=+0.57 proj=36M
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