Theta-ML

May 13, 15:31
NORMAL All strategies active
score 1/7
VIX 17.9
101520253040
VVIX
98
gate open
SKEW
142
MOVE
70
3M Slope
-3.3
Contango
Term Structure 9D-VIX: -2.0
15.99D17.9VIX21.23M23.26M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7357GLD/SPY 0.5803UVXY/SVXY 0.7157
as of 2026-05-13T18:31:13
Performance
Total P&L
$-13,779
Win Rate
35%
18W 33L
Trades
51
2 open
Recent
By Strategy
low_volume_regime 4/4 $+3,630
rate_cut_regime 5/5 $+1,814
s2_gex_flip_cross 3/3 $+1,616
S6-PCS-puts 1/1 $+6
s5_credit_spread_spike 2/20 $-8,991
s3_charm_drift 3/18 $-11,854
Open Positions (2)
rate_cut_regime /MESM26
+0.08%
$7,470.00 → $7,476.25 $+31
Hold 0d/20d
TP 8%
low_volume_regime /MESM26
+0.08%
$7,470.00 → $7,476.25 $+31
Hold 0d/30d
TP 3%
Strategies
S1 OFF VIX=17.9, HY z=-0.86
S3 OFF S1 not active
S4 OFF ON z=-1.40, SF z=+0.93
S5 OFF TLT skew=0.0153
S6 DONE 2Y-FF proxy=+5.31 (traded today, closed)
S7 DONE (traded today, closed)
Recent Closed
L s3_charm_drift 05/13 $-136 L s3_charm_drift 05/11 $-1,350 W rate_cut_regime 05/11 $+369 L s3_charm_drift 05/10 $-1,445 L s5_credit_spread_spike 05/08 $-564 L s5_credit_spread_spike 05/08 $-370 L s3_charm_drift 05/07 $-1,166 L s5_credit_spread_spike 05/06 $-830 L s3_charm_drift 05/06 $-902 L s3_charm_drift 05/06 $-1,079 L s3_charm_drift 05/06 $-741 L s3_charm_drift 05/06 $-781 W low_volume_regime 05/06 $+894 L s5_credit_spread_spike 05/06 $-494 L s5_credit_spread_spike 05/06 $-496 W rate_cut_regime 05/06 $+365 W rate_cut_regime 05/05 $+364 W s2_gex_flip_cross 05/01 $+650 L s3_charm_drift 05/01 $-759 L s5_credit_spread_spike 05/01 $-572