Theta-ML

Apr 29, 12:11
NORMAL All strategies active
score 0/7
VIX 18.4
101520253040
VVIX
95
gate open
SKEW
138
MOVE
69
3M Slope
-2.4
Contango
Term Structure 9D-VIX: -1.0
17.49D18.4VIX20.83M23.06M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7364GLD/SPY 0.5867UVXY/SVXY 0.7491
as of 2026-04-29T15:11:22
Performance
Total P&L
$+5,375
Win Rate
52%
17W 16L
Trades
33
3 open
Recent
By Strategy
low_volume_regime 3/3 $+5,102
rate_cut_regime 1/1 $+356
s5_credit_spread_spike 6/12 $+110
s2_gex_flip_cross 0/3 $-16
s3_charm_drift 7/14 $-178
Open Positions (3)
rate_cut_regime /MESM26
-0.04%
$7,164.50 → $7,161.50 $-15
Hold 12d/20d
TP -4%
s5_credit_spread_spike /MESM26
-0.09%
$7,167.75 → $7,161.50 $-31
Hold 0d/20d
TP 0%
low_volume_regime /MESM26
+0.17%
$7,149.25 → $7,161.50 $+61
Hold 0d/30d
TP 7%
Strategies
S1 OFF VIX=18.4, HY z=-0.33
S3 OFF S1 not active
S4 OFF ON z=-1.43, SF z=+0.85
S5 OFF TLT skew=0.0427
S6 ACTIVE 2Y-FF proxy=+5.21
S7 FIRE z(LB42)=-2.03 z(LB63)=-2.21 ES_z=-1.08 proj=30M
Recent Closed
W s3_charm_drift 04/29 $+15 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 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