Theta-ML
Apr 29, 12:11
NORMAL
All strategies active
score 0/7
VIX 18.4
10
15
20
25
30
40
VVIX
95
gate open
SKEW
138
MOVE
69
3M Slope
-2.4
Contango
Term Structure
9D-VIX:
-1.0
17.4
9D
18.4
VIX
20.8
3M
23.0
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7364
GLD/SPY
0.5867
UVXY/SVXY
0.7491
as of 2026-04-29T15:11:22
Performance
Total P&L
$+5,375
Win Rate
52%
17W 16L
Trades
33
3 open
Recent
By Strategy
low_volume_regime
3/3
$+5,102
rate_cut_regime
1/1
$+356
s5_credit_spread_spike
6/12
$+110
s2_gex_flip_cross
0/3
$-16
s3_charm_drift
7/14
$-178
Open Positions (3)
rate_cut_regime
/MESM26
-0.04%
$7,164.50 → $7,161.50
$-15
Hold 12d/20d
TP -4%
s5_credit_spread_spike
/MESM26
-0.09%
$7,167.75 → $7,161.50
$-31
Hold 0d/20d
TP 0%
low_volume_regime
/MESM26
+0.17%
$7,149.25 → $7,161.50
$+61
Hold 0d/30d
TP 7%
Strategies
S1
OFF
VIX=18.4, HY z=-0.33
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=0.0427
S6
ACTIVE
2Y-FF proxy=+5.21
S7
FIRE
z(LB42)=-2.03 z(LB63)=-2.21 ES_z=-1.08 proj=30M
Recent Closed
W
s3_charm_drift
04/29
$+15
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
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
low_volume_regime
04/22
$+2,610
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