Theta-ML

2026-04-17 10:00

Strategy Proximity (live)

S1 OFFVIX=17.4, HY z=-1.03
S3 OFFS1 not active
S4 OFFON z=-0.20, SF z=+0.44
S5 OFFTLT skew=0.0045
S6 OFF2Y-FF proxy=+5.08
S7 OFFz(LB42)=-0.49 z(LB63)=-0.65 ES_z=+0.72 proj=72M

Open Positions (1)

low_volume_regime /MESM26 +2.06%
Entry: $7,036.50 | Current: $7,181.25

Recent Closed

rate_cut_regime /MESM26 WIN +1.0%
Entry: $7,063.00 | Exit: $7,134.75
s3_charm_drift /MESM26 LOSS -0.3%
Entry: $7,165.75 | Exit: $7,184.00
s3_charm_drift /MESM26 LOSS -0.2%
Entry: $7,060.75 | Exit: $7,077.00
s5_credit_spread_spike /MESM26 LOSS -0.1%
Entry: $7,065.50 | Exit: $7,071.00
low_volume_regime /MESM26 WIN +2.5%
Entry: $6,866.25 | Exit: $7,038.00
s3_charm_drift /MESM26 WIN +0.1%
Entry: $7,029.75 | Exit: $7,025.00
s3_charm_drift /MESM26 LOSS -0.3%
Entry: $6,977.50 | Exit: $6,997.25
s5_credit_spread_spike /MESM26 WIN +0.2%
Entry: $6,998.25 | Exit: $6,986.25
s2_gex_flip_cross /MESM26 LOSS -0.0%
Entry: $6,852.00 | Exit: $6,851.75
s3_charm_drift /MESM26 LOSS -0.2%
Entry: $6,862.25 | Exit: $6,877.25
s3_charm_drift /MESM26 WIN +0.3%
Entry: $6,876.25 | Exit: $6,853.75
low_volume_regime /MESM26 WIN +3.0%
Entry: $6,619.75 | Exit: $6,815.75
Updated 2026-04-17 10:00