Theta-ML
Apr 30, 12:53
NORMAL
All strategies active
score 0/7
VIX 17.1
10
15
20
25
30
40
VVIX
94
gate open
SKEW
142
MOVE
74
3M Slope
-3.2
Contango
Term Structure
9D-VIX:
-2.5
14.5
9D
17.1
VIX
20.2
3M
22.7
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7386
GLD/SPY
0.5892
UVXY/SVXY
0.7120
as of 2026-04-30T15:53:11
Performance
Total P&L
$+5,791
Win Rate
56%
20W 16L
Trades
36
2 open
Recent
By Strategy
low_volume_regime
3/3
$+5,102
rate_cut_regime
2/2
$+715
s5_credit_spread_spike
7/13
$+120
s2_gex_flip_cross
0/3
$-16
s3_charm_drift
8/15
$-130
Open Positions (2)
low_volume_regime
/MESM26
+1.34%
$7,149.25 → $7,244.75
$+477
Hold 1d/30d
TP 53%
rate_cut_regime
/MESM26
+0.21%
$7,229.75 → $7,244.75
$+75
Hold 0d/20d
TP 21%
Strategies
S1
OFF
VIX=17.1, HY z=-1.09
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=-0.0020
S6
ACTIVE
2Y-FF proxy=+5.18
S7
OFF
z(LB42)=-1.44 z(LB63)=-1.61 ES_z=-0.57 proj=46M
Recent Closed
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
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