Theta-ML
2026-04-13 12:01
Strategy Proximity (live)
S1
OFF
VIX=19.4, HY z=-0.45
S3
OFF
S1 not active
S4
OFF
ON z=+0.30, SF z=-0.19
S5
OFF
TLT skew=0.0055
S6
OFF
2Y-FF proxy=+5.17
S7
ACTIVE
Vol proj=36M (60% of avg) (signal z=-2.57)
Open Positions (1)
low_volume_regime
/MESM26
+0.43%
Entry: $6,866.25 | Current: $6,895.75
Recent Closed
s2_gex_flip_cross
/MESM26
LOSS -0.0%
Entry: $6,852.00 | Exit: $6,851.75
s2_gex_flip_cross
/MESM26
LOSS -0.0%
Entry: $6,852.75 | Exit: $6,852.00
s2_gex_flip_cross
/MESM26
WIN +0.0%
Entry: $6,851.25 | Exit: $6,852.00
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: $6,818.50