Theta-ML
Apr 24, 08:01
NORMAL
All strategies active
score 0/7
VIX 18.7
10
15
20
25
30
40
VVIX
97
gate open
SKEW
140
MOVE
68
3M Slope
-2.4
Contango
Term Structure
9D-VIX:
-1.7
17.0
9D
18.7
VIX
21.1
3M
23.1
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7336
GLD/SPY
0.6099
UVXY/SVXY
0.7733
as of 2026-04-24T10:59:39
Performance
Total P&L
$+2,182
Win Rate
50%
13W 13L
Trades
26
3 open
Recent
By Strategy
low_volume_regime
2/2
$+1,839
rate_cut_regime
1/1
$+359
s5_credit_spread_spike
5/10
$+132
s2_gex_flip_cross
0/3
$-16
s3_charm_drift
5/10
$-131
Open Positions (3)
low_volume_regime
/MESM26
+1.89%
$7,036.50 → $7,169.75
$+666
Hold 9d/30d
TP 76%
rate_cut_regime
/MESM26
+0.07%
$7,164.50 → $7,169.75
$+26
Hold 7d/20d
TP 7%
s3_charm_drift
/MESM26
+0.00%
$7,171.00 → $7,171.00
$+0
Hold 0d/20d
TP 0%
Strategies
S1
OFF
VIX=18.7, HY z=-0.81
S3
OFF
S1 not active
S4
OFF
ON z=-0.11, SF z=+0.83
S5
OFF
TLT skew=0.0024
S6
OFF
2Y-FF proxy=+5.12
S7
OFF
z(LB42)=-1.12 z(LB63)=-1.28 ES_z=+1.92 proj=55M
Recent Closed
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
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
$+359
L
s3_charm_drift
04/17
$-91
W
s5_credit_spread_spike
04/17
$+1
L
s3_charm_drift
04/16
$-81
L
s5_credit_spread_spike
04/16
$-28
W
low_volume_regime
04/15
$+859
W
s3_charm_drift
04/15
$+24