Theta-ML

2026-04-16 08:00

Strategy Proximity (live)

S1 OFFVIX=18.9, HY z=-0.62
S3 OFFS1 not active
S4 OFFON z=+0.44, SF z=+1.21
S5 OFFTLT skew=0.0043
S6 OFF2Y-FF proxy=+5.14
S7 OFFz(LB42)=-1.13 z(LB63)=-1.29 ES_z=+0.98 proj=55M

Open Positions (3)

low_volume_regime /MESM26 +0.35%
Entry: $7,036.50 | Current: $7,061.00
rate_cut_regime /MESM26 -0.03%
Entry: $7,063.00 | Current: $7,061.00
s3_charm_drift /MESM26 +0.00%
Entry: $7,060.75 | Current: $7,060.75

Recent Closed

low_volume_regime /MESM26 WIN +2.5%
Entry: $6,866.25 | Exit: $7,038.00
s3_charm_drift /MESM26 WIN +0.1%
Entry: $7,029.75 | Exit: $7,025.00
s3_charm_drift /MESM26 LOSS -0.3%
Entry: $6,977.50 | Exit: $6,997.25
s5_credit_spread_spike /MESM26 WIN +0.2%
Entry: $6,998.25 | Exit: $6,986.25
s2_gex_flip_cross /MESM26 LOSS -0.0%
Entry: $6,852.00 | Exit: $6,851.75
s3_charm_drift /MESM26 LOSS -0.2%
Entry: $6,862.25 | Exit: $6,877.25
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: $6,815.75
Updated 2026-04-16 08:00