Theta-ML
Apr 27, 01:44
NORMAL
All strategies active
score 0/7
VIX 19.1
10
15
20
25
30
40
VVIX
97
gate open
SKEW
139
MOVE
67
3M Slope
-2.2
Contango
Term Structure
9D-VIX:
-2.4
16.7
9D
19.1
VIX
21.3
3M
23.3
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7344
GLD/SPY
0.6064
UVXY/SVXY
0.7793
as of 2026-04-27T04:44:27
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
+2.15%
$7,036.50 → $7,187.50
$+755
Hold 12d/30d
TP 86%
rate_cut_regime
/MESM26
+0.32%
$7,164.50 → $7,187.50
$+115
Hold 10d/20d
TP 32%
Strategies
S1
OFF
VIX=19.1, HY z=-0.60
S3
OFF
S1 not active
S4
OFF
ON z=-0.77, SF z=+0.52
S5
OFF
TLT skew=0.0104
S6
OFF
2Y-FF proxy=+5.13
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