Theta-ML
Apr 27, 12:45
NORMAL
All strategies active
score 0/7
VIX 18.2
10
15
20
25
30
40
VVIX
94
gate open
SKEW
139
MOVE
67
3M Slope
-2.6
Contango
Term Structure
9D-VIX:
-1.1
17.1
9D
18.2
VIX
20.8
3M
23.1
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7365
GLD/SPY
0.6008
UVXY/SVXY
0.7489
as of 2026-04-27T15:45:23
Performance
Total P&L
$+4,469
Win Rate
48%
14W 15L
Trades
29
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
5/12
$-234
Open Positions (2)
low_volume_regime
/MESM26
+2.42%
$7,036.50 → $7,206.50
$+850
Hold 12d/20d
TP 0%
rate_cut_regime
/MESM26
+0.59%
$7,164.50 → $7,206.50
$+210
Hold 10d/20d
TP 59%
Strategies
S1
OFF
VIX=18.2, HY z=-0.62
S3
OFF
S1 not active
S4
OFF
ON z=-0.77, SF z=+0.52
S5
OFF
TLT skew=0.0064
S6
ACTIVE
2Y-FF proxy=+5.13
S7
FIRE
z(LB42)=-2.12 z(LB63)=-2.30 ES_z=-1.55 proj=27M
Recent Closed
W
low_volume_regime
04/27
$+1,612
L
s3_charm_drift
04/27
$-19
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