Theta-ML
2026-04-16 15:31
Strategy Proximity (live)
S1
OFF
VIX=17.9, HY z=-0.58
S3
OFF
S1 not active
S4
OFF
ON z=-0.20, SF z=+0.44
S5
OFF
TLT skew=-0.0015
S6
ACTIVE
2Y-FF proxy=+5.15
S7
ACTIVE
z=-2.04
Open Positions (2)
low_volume_regime
/MESM26
+0.65%
Entry: $7,036.50 | Current: $7,082.50
rate_cut_regime
/MESM26
+0.28%
Entry: $7,063.00 | Current: $7,082.50
Recent Closed
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