Theta-ML
May 01, 12:00
NORMAL
All strategies active
score 0/7
VIX 16.9
10
15
20
25
30
40
VVIX
94
gate open
SKEW
143
MOVE
72
3M Slope
-3.3
Contango
Term Structure
9D-VIX:
-2.8
14.1
9D
16.9
VIX
20.2
3M
22.6
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7364
GLD/SPY
0.5886
UVXY/SVXY
0.7141
as of 2026-05-01T14:59:37
Performance
Total P&L
$+5,738
Win Rate
54%
20W 17L
Trades
37
3 open
Recent
By Strategy
low_volume_regime
3/3
$+5,102
rate_cut_regime
2/2
$+715
s5_credit_spread_spike
7/13
$+120
s2_gex_flip_cross
0/3
$-16
s3_charm_drift
8/16
$-182
Open Positions (3)
low_volume_regime
/MESM26
+1.59%
$7,149.25 → $7,263.00
$+569
Hold 2d/30d
TP 64%
rate_cut_regime
/MESM26
+0.46%
$7,229.75 → $7,263.00
$+166
Hold 1d/20d
TP 46%
S6-PCS-puts
/MESM26
-0.40%
$7,292.50 → $7,263.00
$-148
Hold 0d/20d
TP 0%
Strategies
S1
OFF
VIX=16.9, HY z=-0.87
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=0.0096
S6
ACTIVE
2Y-FF proxy=+5.30
S7
OFF
z(LB42)=-0.67 z(LB63)=-0.88 ES_z=-0.49 proj=34M
Recent Closed
L
s3_charm_drift
05/01
$-52
W
rate_cut_regime
04/30
$+359
W
s3_charm_drift
04/30
$+48
W
s3_charm_drift
04/29
$+15
W
s5_credit_spread_spike
04/29
$+10
L
s5_credit_spread_spike
04/28
$-30
W
s3_charm_drift
04/28
$+41
W
low_volume_regime
04/27
$+1,612
W
low_volume_regime
04/27
$+880
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