Theta-ML
May 13, 08:00
NORMAL
All strategies active
score 0/7
VIX 18.0
10
15
20
25
30
40
VVIX
99
gate open
SKEW
139
MOVE
72
3M Slope
-3.0
Contango
Term Structure
9D-VIX:
-1.6
16.4
9D
18.0
VIX
21.0
3M
23.0
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7364
GLD/SPY
0.5816
UVXY/SVXY
0.6988
as of 2026-05-13T10:59:40
Performance
Total P&L
$-13,642
Win Rate
36%
18W 32L
Trades
50
1 open
Recent
By Strategy
low_volume_regime
4/4
$+3,630
rate_cut_regime
5/5
$+1,814
s2_gex_flip_cross
3/3
$+1,616
S6-PCS-puts
1/1
$+6
s5_credit_spread_spike
2/20
$-8,991
s3_charm_drift
3/17
$-11,718
Open Positions (1)
s3_charm_drift
/MESM26
+0.00%
$7,433.00 → $7,433.00
$+0
Hold 0d/20d
TP 0%
Strategies
S1
OFF
VIX=18.0, HY z=-0.90
S3
OFF
S1 not active
S4
OFF
ON z=-1.37, SF z=+0.91
S5
OFF
TLT skew=0.0466
S6
OFF
2Y-FF proxy=+5.31
S7
OFF
z(LB42)=-0.11 z(LB63)=-0.25 ES_z=+2.12 proj=44M
Recent Closed
L
s3_charm_drift
05/11
$-1,350
W
rate_cut_regime
05/11
$+369
L
s3_charm_drift
05/10
$-1,445
L
s5_credit_spread_spike
05/08
$-564
L
s5_credit_spread_spike
05/08
$-370
L
s3_charm_drift
05/07
$-1,166
L
s5_credit_spread_spike
05/06
$-830
L
s3_charm_drift
05/06
$-902
L
s3_charm_drift
05/06
$-1,079
L
s3_charm_drift
05/06
$-741
L
s3_charm_drift
05/06
$-781
W
low_volume_regime
05/06
$+894
L
s5_credit_spread_spike
05/06
$-494
L
s5_credit_spread_spike
05/06
$-496
W
rate_cut_regime
05/06
$+365
W
rate_cut_regime
05/05
$+364
W
s2_gex_flip_cross
05/01
$+650
L
s3_charm_drift
05/01
$-759
L
s5_credit_spread_spike
05/01
$-572
L
s5_credit_spread_spike
05/01
$-568