Theta-ML
Apr 29, 08:00
NORMAL
All strategies active
score 1/7
VIX 18.1
10
15
20
25
30
40
VVIX
93
gate open
SKEW
138
MOVE
69
3M Slope
-2.5
Contango
Term Structure
9D-VIX:
-0.7
17.4
9D
18.1
VIX
20.6
3M
22.9
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7370
GLD/SPY
0.5859
UVXY/SVXY
0.7336
as of 2026-04-29T10:59:51
Performance
Total P&L
$+5,360
Win Rate
50%
16W 16L
Trades
32
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
6/13
$-192
Open Positions (3)
rate_cut_regime
/MESM26
+0.05%
$7,164.50 → $7,167.75
$+16
Hold 12d/20d
TP 5%
s3_charm_drift
/MESM26
+0.00%
$7,167.75 → $7,167.75
$+0
Hold 0d/20d
TP 0%
s5_credit_spread_spike
/MESM26
+0.00%
$7,167.75 → $7,167.75
$+0
Hold 0d/20d
TP 0%
Strategies
S1
OFF
VIX=18.1, HY z=-0.53
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=0.0920
S6
OFF
2Y-FF proxy=+5.18
S7
NEAR
z(LB42)=-1.81 z(LB63)=-1.99 ES_z=+0.57 proj=36M
Recent Closed
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
L
s2_gex_flip_cross
04/20
$-8