Theta-ML

2026-04-17 12:01

Strategy Proximity (live)

S1 OFFVIX=17.5, HY z=-0.89

S3 OFFS1 not active

S4 OFFON z=+0.37, SF z=+0.44

S5 OFFTLT skew=0.0056

S6 ACTIVE2Y-FF proxy=+5.09

S7 OFFz(LB42)=-0.86 z(LB63)=-1.02 ES_z=-0.03 proj=62M

Open Positions (2)

low_volume_regime /MESM26 +1.73%

Entry: $7,036.50 | Current: $7,158.25

rate_cut_regime /MESM26 -0.09%

Entry: $7,164.50 | Current: $7,158.25

Recent Closed

rate_cut_regime /MESM26 WIN +1.0%

Entry: $7,063.00 | Exit: $7,134.75

s3_charm_drift /MESM26 LOSS -0.3%

Entry: $7,165.75 | Exit: $7,184.00

s5_credit_spread_spike /MESM26 WIN +0.0%

Entry: $7,173.00 | Exit: $7,172.75

s3_charm_drift /MESM26 LOSS -0.2%

Entry: $7,060.75 | Exit: $7,077.00

s5_credit_spread_spike /MESM26 LOSS -0.1%

Entry: $7,065.50 | Exit: $7,071.00

low_volume_regime /MESM26 WIN +2.5%

Entry: $6,866.25 | Exit: $7,038.00

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

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

low_volume_regime /MESM26 WIN +3.0%

Entry: $6,619.75 | Exit: $6,815.75