Theta-ML
May 04, 06:00
NORMAL
All strategies active
score 1/7
VIX 17.7
10
15
20
25
30
40
VVIX
95
gate open
SKEW
141
MOVE
70
3M Slope
-2.7
Contango
Term Structure
9D-VIX:
-3.5
14.2
9D
17.7
VIX
20.4
3M
22.7
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7361
GLD/SPY
0.5827
UVXY/SVXY
0.7198
as of 2026-05-04T09:00:00
Performance
Total P&L
$+5,638
Win Rate
53%
20W 18L
Trades
38
2 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
S6-PCS-puts
0/1
$-100
s3_charm_drift
8/16
$-182
Open Positions (2)
low_volume_regime
/MESM26
+1.40%
$7,149.25 → $7,249.25
$+500
Hold 5d/30d
TP 56%
rate_cut_regime
/MESM26
+0.27%
$7,229.75 → $7,249.25
$+97
Hold 4d/20d
TP 27%
Strategies
S1
OFF
VIX=17.7, HY z=-0.68
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.86
S5
OFF
TLT skew=0.0197
S6
OFF
2Y-FF proxy=+5.32
Recent Closed
L
S6-PCS-puts
05/01
$-100
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