Theta-ML
Apr 28, 08:00
NORMAL
All strategies active
score 1/7
VIX 18.6
10
15
20
25
30
40
VVIX
94
gate open
SKEW
140
MOVE
68
3M Slope
-2.5
Contango
Term Structure
9D-VIX:
-0.4
18.1
9D
18.6
VIX
21.0
3M
23.2
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7371
GLD/SPY
0.5911
UVXY/SVXY
0.7569
as of 2026-04-28T10:59:43
Performance
Total P&L
$+5,318
Win Rate
48%
15W 16L
Trades
31
2 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
5/12
$-234
Open Positions (2)
rate_cut_regime
/MESM26
-0.10%
$7,164.50 → $7,157.25
$-36
Hold 11d/20d
TP -10%
s3_charm_drift
/MESM26
+0.00%
$7,159.50 → $7,159.50
$+0
Hold 0d/20d
TP 0%
Strategies
S1
OFF
VIX=18.6, HY z=-0.45
S3
OFF
S1 not active
S4
OFF
ON z=+0.99, SF z=+0.84
S5
OFF
TLT skew=0.0028
S6
OFF
2Y-FF proxy=+5.15
S7
OFF
z(LB42)=-1.12 z(LB63)=-1.28 ES_z=+2.21 proj=55M
Recent Closed
L
s5_credit_spread_spike
04/28
$-30
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
L
s2_gex_flip_cross
04/20
$-8