Theta-ML
Apr 27, 08:01
NORMAL
All strategies active
score 0/7
VIX 18.6
10
15
20
25
30
40
VVIX
97
gate open
SKEW
139
MOVE
67
3M Slope
-2.5
Contango
Term Structure
9D-VIX:
-0.9
17.7
9D
18.6
VIX
21.1
3M
23.2
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7358
GLD/SPY
0.6020
UVXY/SVXY
0.7766
as of 2026-04-27T11:01:07
Performance
Total P&L
$+4,488
Win Rate
50%
14W 14L
Trades
28
3 open
Recent
By Strategy
low_volume_regime
2/2
$+4,222
rate_cut_regime
1/1
$+356
s5_credit_spread_spike
6/11
$+140
s2_gex_flip_cross
0/3
$-16
s3_charm_drift
5/11
$-215
Open Positions (3)
low_volume_regime
/MESM26
+2.19%
$7,036.50 → $7,190.25
$+769
Hold 12d/20d
TP 0%
rate_cut_regime
/MESM26
+0.36%
$7,164.50 → $7,190.25
$+129
Hold 10d/20d
TP 36%
s3_charm_drift
/MESM26
-0.02%
$7,192.00 → $7,190.25
$-9
Hold 0d/20d
TP 0%
Strategies
S1
OFF
VIX=18.6, HY z=-0.59
S3
OFF
S1 not active
S4
OFF
ON z=-0.77, SF z=+0.52
S5
OFF
TLT skew=0.0081
S6
ACTIVE
2Y-FF proxy=+5.12
S7
NEAR
z(LB42)=-1.56 z(LB63)=-1.73 ES_z=+0.82 proj=43M
Recent Closed
W
low_volume_regime
04/27
$+1,612
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
L
s2_gex_flip_cross
04/20
$-8
W
rate_cut_regime
04/17
$+356
L
s3_charm_drift
04/17
$-91
W
s5_credit_spread_spike
04/17
$+1