Theta-ML

Apr 30, 12:53
NORMAL All strategies active
score 0/7
VIX 17.1
101520253040
VVIX
94
gate open
SKEW
142
MOVE
74
3M Slope
-3.2
Contango
Term Structure 9D-VIX: -2.5
14.59D17.1VIX20.23M22.76M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7386GLD/SPY 0.5892UVXY/SVXY 0.7120
as of 2026-04-30T15:53:11
Performance
Total P&L
$+5,791
Win Rate
56%
20W 16L
Trades
36
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
s3_charm_drift 8/15 $-130
Open Positions (2)
low_volume_regime /MESM26
+1.34%
$7,149.25 → $7,244.75 $+477
Hold 1d/30d
TP 53%
rate_cut_regime /MESM26
+0.21%
$7,229.75 → $7,244.75 $+75
Hold 0d/20d
TP 21%
Strategies
S1 OFF VIX=17.1, HY z=-1.09
S3 OFF S1 not active
S4 OFF ON z=-1.43, SF z=+0.85
S5 OFF TLT skew=-0.0020
S6 ACTIVE 2Y-FF proxy=+5.18
S7 OFF z(LB42)=-1.44 z(LB63)=-1.61 ES_z=-0.57 proj=46M
Recent Closed
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 W s5_credit_spread_spike 04/22 $+12 W s3_charm_drift 04/21 $+36