Theta-ML

Apr 24, 08:01
NORMAL All strategies active
score 0/7
VIX 18.7
101520253040
VVIX
97
gate open
SKEW
140
MOVE
68
3M Slope
-2.4
Contango
Term Structure 9D-VIX: -1.7
17.09D18.7VIX21.13M23.16M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7336GLD/SPY 0.6099UVXY/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