Theta-ML
Apr 27, 06:01
NORMAL
All strategies active
score 0/7
VIX 19.0
10
15
20
25
30
40
VVIX
97
gate open
SKEW
139
MOVE
67
3M Slope
-2.3
Contango
Term Structure
9D-VIX:
-2.3
16.7
9D
19.0
VIX
21.3
3M
23.3
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7354
GLD/SPY
0.6050
UVXY/SVXY
0.7871
as of 2026-04-27T08:59:59
Performance
Total P&L
$+4,488
Win Rate
50%
14W 14L
Trades
28
2 open
Recent
By Strategy
low_volume_regime
2/2
$+4,222
rate_cut_regime
1/1
$+356
s5_credit_spread_spike
6/11
$+140
s2_gex_flip_cross
0/3
$-16
s3_charm_drift
5/11
$-215
Open Positions (2)
low_volume_regime
/MESM26
+2.15%
$7,036.50 → $7,188.00
$+758
Hold 12d/20d
TP 0%
rate_cut_regime
/MESM26
+0.33%
$7,164.50 → $7,188.00
$+118
Hold 10d/20d
TP 33%
Strategies
S1
OFF
VIX=19.0, HY z=-0.60
S3
OFF
S1 not active
S4
OFF
ON z=-0.77, SF z=+0.52
S5
OFF
TLT skew=0.0104
S6
ACTIVE
2Y-FF proxy=+5.13
Recent Closed
W
low_volume_regime
04/27
$+1,612
L
s3_charm_drift
04/24
$-84
W
s5_credit_spread_spike
04/24
$+8
L
s5_credit_spread_spike
04/23
$-32
W
s3_charm_drift
04/23
$+45
L
s5_credit_spread_spike
04/23
$-9
L
s5_credit_spread_spike
04/23
$-10
W
s5_credit_spread_spike
04/23
$+89
W
low_volume_regime
04/22
$+2,610
W
s3_charm_drift
04/22
$+28
W
s5_credit_spread_spike
04/22
$+12
W
s3_charm_drift
04/21
$+36
L
s5_credit_spread_spike
04/21
$-25
W
s5_credit_spread_spike
04/20
$+74
L
s3_charm_drift
04/20
$-30
L
s2_gex_flip_cross
04/20
$-8
L
s2_gex_flip_cross
04/20
$-8
W
rate_cut_regime
04/17
$+356
L
s3_charm_drift
04/17
$-91
W
s5_credit_spread_spike
04/17
$+1