Theta-ML
Apr 30, 08:00
NORMAL
All strategies active
score 0/7
VIX 17.4
10
15
20
25
30
40
VVIX
94
gate open
SKEW
142
MOVE
74
3M Slope
-2.9
Contango
Term Structure
9D-VIX:
-2.1
15.4
9D
17.4
VIX
20.4
3M
22.7
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7377
GLD/SPY
0.5941
UVXY/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