Theta-ML
2026-04-10 11:11
Strategy Proximity (live)
S1
OFF
VIX=20.1, HY z=-0.17
S3
OFF
S1 not active
S4
OFF
ON z=+0.07, SF z=+1.34
S5
NEAR
TLT skew=-0.0154
S6
OFF
2Y-FF proxy=+5.20
S7
ACTIVE
Vol proj=35M (58% of avg) (signal z=-2.81)
Open Positions (1)
low_volume_regime
/MESM26
-0.20%
Entry: $6,866.25 | Current: $6,852.25
Recent Closed
s3_charm_drift
/MESM26
WIN +0.3%
Entry: $6,876.25 | Exit: $6,853.75
low_volume_regime
/MESM26
WIN +3.0%
Entry: $6,619.75 | Exit: $6,818.50