Theta-ML
2026-04-17 12:01
Strategy Proximity (live)
S1
OFF
VIX=17.5, HY z=-0.89
S3
OFF
S1 not active
S4
OFF
ON z=+0.37, SF z=+0.44
S5
OFF
TLT skew=0.0056
S6
ACTIVE
2Y-FF proxy=+5.09
S7
OFF
z(LB42)=-0.86 z(LB63)=-1.02 ES_z=-0.03 proj=62M
Open Positions (2)
low_volume_regime
/MESM26
+1.73%
Entry: $7,036.50 | Current: $7,158.25
rate_cut_regime
/MESM26
-0.09%
Entry: $7,164.50 | Current: $7,158.25
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
s5_credit_spread_spike
/MESM26
WIN +0.0%
Entry: $7,173.00 | Exit: $7,172.75
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