Theta-ML
2026-04-10 08:00
Strategy Proximity (live)
S1
OFF
VIX=19.2, HY z=-0.20
S3
OFF
S1 not active
S4
OFF
ON z=+0.88, SF z=+1.34
S5
OFF
TLT skew=0.0061
S6
OFF
2Y-FF proxy=+5.19
S7
OFF
Vol proj=49M (82% of avg)
Open Positions (2)
low_volume_regime
/MESM26
+0.14%
Entry: $6,866.25 | Current: $6,875.75
s3_charm_drift
/MESM26
+0.00%
Entry: $6,876.25 | Current: $6,876.25
Recent Closed
low_volume_regime
/MESM26
WIN +3.0%
Entry: $6,619.75 | Exit: $6,818.50