Theta-ML
May 12, 11:04
NORMAL
All strategies active
score 1/7
VIX 18.2
10
15
20
25
30
40
VVIX
101
gate open
SKEW
140
MOVE
71
3M Slope
-3.0
Contango
Term Structure
9D-VIX:
-1.7
16.5
9D
18.2
VIX
21.1
3M
23.1
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7356
GLD/SPY
0.5844
UVXY/SVXY
0.7188
as of 2026-05-12T14:04:39
Performance
Total P&L
$+7,725
Win Rate
60%
30W 20L
Trades
50
0 open
Recent
By Strategy
low_volume_regime
4/4
$+6,006
rate_cut_regime
5/5
$+1,812
s5_credit_spread_spike
12/20
$+194
s2_gex_flip_cross
0/3
$-16
S6-PCS-puts
0/1
$-100
s3_charm_drift
9/17
$-171
Open Positions (0)
No open positions
Strategies
S1
OFF
VIX=18.2, HY z=-0.78
S3
OFF
S1 not active
S4
OFF
ON z=-1.37, SF z=+0.91
S5
OFF
TLT skew=0.0048
S6
OFF
2Y-FF proxy=+5.32
S7
OFF
z(LB42)=-0.14 z(LB63)=-0.29 ES_z=+0.55 proj=43M
Recent Closed
W
rate_cut_regime
05/11
$+369
W
s5_credit_spread_spike
05/08
$+2
L
s5_credit_spread_spike
05/07
$-42
W
s5_credit_spread_spike
05/07
$+5
L
s5_credit_spread_spike
05/07
$-20
W
low_volume_regime
05/06
$+904
W
rate_cut_regime
05/06
$+366
W
rate_cut_regime
05/05
$+362
W
s5_credit_spread_spike
05/05
$+4
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