Theta-ML
2026-04-15 12:49
Strategy Proximity (live)
S1
OFF
VIX=18.1, HY z=-0.69
S3
OFF
S1 not active
S4
OFF
ON z=+0.44, SF z=+0.95
S5
OFF
TLT skew=0.0046
S6
OFF
2Y-FF proxy=+5.14
S7
ACTIVE
z(LB42)=-1.39 z(LB63)=-1.55 ES_z=-1.11 proj=48M (signal z=-2.11)
Open Positions (4)
low_volume_regime
/MESM26
+2.80%
Entry: $6,866.25 | Current: $7,058.50
low_volume_regime
/MESM26
+2.51%
Entry: $6,885.50 | Current: $7,058.50
low_volume_regime
/MESM26
+1.91%
Entry: $6,926.00 | Current: $7,058.50
low_volume_regime
/MESM26
+0.82%
Entry: $7,001.25 | Current: $7,058.50
Recent Closed
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
low_volume_regime
/MESM26
WIN +4.0%
Entry: $6,619.75 | Exit: $6,885.25
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