Theta-ML
May 11, 06:00
NORMAL
All strategies active
score 1/7
VIX 18.3
10
15
20
25
30
40
VVIX
97
gate open
SKEW
138
MOVE
67
3M Slope
-2.2
Contango
Term Structure
9D-VIX:
-4.1
14.2
9D
18.3
VIX
20.5
3M
22.6
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7335
GLD/SPY
0.5861
UVXY/SVXY
0.7096
as of 2026-05-11T08:59:44
Performance
Total P&L
$+7,356
Win Rate
59%
29W 20L
Trades
49
1 open
Recent
By Strategy
low_volume_regime
4/4
$+6,006
rate_cut_regime
4/4
$+1,444
s5_credit_spread_spike
12/20
$+194
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
+0.49%
$7,372.00 → $7,408.25
$+181
Hold 5d/20d
TP 49%
Strategies
S1
OFF
VIX=18.3, HY z=-0.92
S3
OFF
S1 not active
S4
OFF
ON z=-1.42, SF z=+0.87
S5
OFF
TLT skew=0.0078
S6
OFF
2Y-FF proxy=+5.27
Recent Closed
W
s5_credit_spread_spike
05/08
$+2
L
s5_credit_spread_spike
05/07
$-42
W
s5_credit_spread_spike
05/07
$+5
L
s5_credit_spread_spike
05/07
$-20
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