Theta-ML

May 05, 11:27
NORMAL All strategies active
score 0/7
VIX 17.3
101520253040
VVIX
95
gate open
SKEW
142
MOVE
78
3M Slope
-3.3
Contango
Term Structure 9D-VIX: -2.6
14.79D17.3VIX20.63M22.86M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7353GLD/SPY 0.5782UVXY/SVXY 0.7158
as of 2026-05-05T14:27:30
Performance
Total P&L
$+5,775
Win Rate
56%
23W 18L
Trades
41
2 open
Recent
By Strategy
low_volume_regime 3/3 $+5,102
rate_cut_regime 2/2 $+715
s5_credit_spread_spike 9/15 $+245
s2_gex_flip_cross 0/3 $-16
S6-PCS-puts 0/1 $-100
s3_charm_drift 9/17 $-171
Open Positions (2)
low_volume_regime /MESM26
+2.04%
$7,149.25 → $7,295.00 $+729
Hold 6d/30d
TP 82%
rate_cut_regime /MESM26
+0.90%
$7,229.75 → $7,295.00 $+326
Hold 5d/20d
TP 90%
Strategies
S1 OFF VIX=17.3, HY z=-1.17
S3 OFF S1 not active
S4 OFF ON z=-1.43, SF z=+0.85
S5 OFF TLT skew=0.0239
S6 ACTIVE 2Y-FF proxy=+5.31
S7 OFF z(LB42)=-1.06 z(LB63)=-1.31 ES_z=-0.73 proj=27M
Recent Closed
W s3_charm_drift 05/04 $+11 W s5_credit_spread_spike 05/04 $+111 W s5_credit_spread_spike 05/04 $+14 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