Theta-ML
Apr 24, 11:01
NORMAL
All strategies active
score 0/7
VIX 18.6
10
15
20
25
30
40
VVIX
96
gate open
SKEW
140
MOVE
68
3M Slope
-2.5
Contango
Term Structure
9D-VIX:
-1.5
17.1
9D
18.6
VIX
21.1
3M
23.1
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7336
GLD/SPY
0.6079
UVXY/SVXY
0.7750
as of 2026-04-24T14:01:02
Performance
Total P&L
$+2,106
Win Rate
50%
14W 14L
Trades
28
2 open
Recent
By Strategy
low_volume_regime
2/2
$+1,839
rate_cut_regime
1/1
$+359
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
+2.19%
$7,036.50 → $7,190.50
$+770
Hold 9d/30d
TP 88%
rate_cut_regime
/MESM26
+0.36%
$7,164.50 → $7,190.50
$+130
Hold 7d/20d
TP 36%
Strategies
S1
OFF
VIX=18.6, HY z=-0.80
S3
OFF
S1 not active
S4
OFF
ON z=-0.11, SF z=+0.83
S5
OFF
TLT skew=0.0089
S6
OFF
2Y-FF proxy=+5.12
S7
NEAR
z(LB42)=-1.78 z(LB63)=-1.96 ES_z=-0.34 proj=37M
Recent Closed
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
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
$+359
L
s3_charm_drift
04/17
$-91
W
s5_credit_spread_spike
04/17
$+1
L
s3_charm_drift
04/16
$-81
L
s5_credit_spread_spike
04/16
$-28