Theta-ML
May 08, 15:31
NORMAL
All strategies active
score 0/7
VIX 17.2
10
15
20
25
30
40
VVIX
97
gate open
SKEW
138
MOVE
67
3M Slope
-3.3
Contango
Term Structure
9D-VIX:
-3.0
14.2
9D
17.2
VIX
20.5
3M
22.6
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7308
GLD/SPY
0.5869
UVXY/SVXY
0.7051
as of 2026-05-08T18:31:18
Performance
Total P&L
$+7,356
Win Rate
59%
29W 20L
Trades
49
10 open
Recent
By Strategy
low_volume_regime
4/4
$+6,006
rate_cut_regime
4/4
$+1,444
s5_credit_spread_spike
12/20
$+194
s2_gex_flip_cross
0/3
$-16
S6-PCS-puts
0/1
$-100
s3_charm_drift
9/17
$-171
Open Positions (10)
rate_cut_regime
/MESM26
+0.66%
$7,372.00 → $7,421.00
$+245
Hold 2d/20d
TP 66%
rate_cut_regime
/MESM26
-0.04%
$7,424.00 → $7,421.00
$-15
Hold 0d/20d
TP -4%
rate_cut_regime
/MESM26
-0.04%
$7,424.00 → $7,421.00
$-15
Hold 0d/20d
TP -4%
rate_cut_regime
/MESM26
-0.04%
$7,424.00 → $7,421.00
$-15
Hold 0d/20d
TP -4%
rate_cut_regime
/MESM26
-0.04%
$7,424.00 → $7,421.00
$-15
Hold 0d/20d
TP -4%
rate_cut_regime
/MESM26
-0.04%
$7,424.00 → $7,421.00
$-15
Hold 0d/20d
TP -4%
rate_cut_regime
/MESM26
-0.04%
$7,424.00 → $7,421.00
$-15
Hold 0d/20d
TP -4%
rate_cut_regime
/MESM26
-0.04%
$7,424.00 → $7,421.00
$-15
Hold 0d/20d
TP -4%
rate_cut_regime
/MESM26
-0.04%
$7,424.00 → $7,421.00
$-15
Hold 0d/20d
TP -4%
rate_cut_regime
/MESM26
-0.04%
$7,424.00 → $7,421.00
$-15
Hold 0d/20d
TP -4%
Strategies
S1
OFF
VIX=17.2, HY z=-1.26
S3
OFF
S1 not active
S4
OFF
ON z=-1.42, SF z=+0.87
S5
OFF
TLT skew=0.0063
S6
ACTIVE
2Y-FF proxy=+5.25
Recent Closed
W
s5_credit_spread_spike
05/08
$+2
L
s5_credit_spread_spike
05/07
$-42
W
s5_credit_spread_spike
05/07
$+5
L
s5_credit_spread_spike
05/07
$-20
W
low_volume_regime
05/06
$+904
W
rate_cut_regime
05/06
$+366
W
rate_cut_regime
05/05
$+362
W
s5_credit_spread_spike
05/05
$+4
W
s3_charm_drift
05/04
$+11
W
s5_credit_spread_spike
05/04
$+111
W
s5_credit_spread_spike
05/04
$+14
L
S6-PCS-puts
05/01
$-100
L
s3_charm_drift
05/01
$-52
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