Theta-ML
May 07, 06:00
NORMAL
All strategies active
score 0/7
VIX 17.3
10
15
20
25
30
40
VVIX
94
gate open
SKEW
135
MOVE
71
3M Slope
-3.2
Contango
Term Structure
9D-VIX:
-2.6
14.8
9D
17.3
VIX
20.6
3M
22.6
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7341
GLD/SPY
0.5929
UVXY/SVXY
0.6983
as of 2026-05-07T08:59:43
Performance
Total P&L
$+7,411
Win Rate
60%
27W 18L
Trades
45
1 open
Recent
By Strategy
low_volume_regime
4/4
$+6,006
rate_cut_regime
4/4
$+1,444
s5_credit_spread_spike
10/16
$+249
s2_gex_flip_cross
0/3
$-16
S6-PCS-puts
0/1
$-100
s3_charm_drift
9/17
$-171
Open Positions (1)
rate_cut_regime
/MESM26
+0.40%
$7,372.00 → $7,401.25
$+146
Hold 1d/20d
TP 40%
Strategies
S1
OFF
VIX=17.3, HY z=-1.08
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=-0.0006
S6
OFF
2Y-FF proxy=+5.23
Recent Closed
W
low_volume_regime
05/06
$+904
W
rate_cut_regime
05/06
$+366
W
rate_cut_regime
05/05
$+362
W
s5_credit_spread_spike
05/05
$+4
W
s3_charm_drift
05/04
$+11
W
s5_credit_spread_spike
05/04
$+111
W
s5_credit_spread_spike
05/04
$+14
L
S6-PCS-puts
05/01
$-100
L
s3_charm_drift
05/01
$-52
W
rate_cut_regime
04/30
$+359
W
s3_charm_drift
04/30
$+48
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