Theta-ML

Apr 30, 10:00
NORMAL All strategies active
score 0/7
VIX 17.5
101520253040
VVIX
94
gate open
SKEW
142
MOVE
74
3M Slope
-3.0
Contango
Term Structure 9D-VIX: -2.2
15.39D17.5VIX20.43M22.86M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7376GLD/SPY 0.5921UVXY/SVXY 0.7223
as of 2026-04-30T13:00:01
Performance
Total P&L
$+5,432
Win Rate
54%
19W 16L
Trades
35
2 open
Recent
By Strategy
low_volume_regime 3/3 $+5,102
rate_cut_regime 1/1 $+356
s5_credit_spread_spike 7/13 $+120
s2_gex_flip_cross 0/3 $-16
s3_charm_drift 8/15 $-130
Open Positions (2)
rate_cut_regime /MESM26
+0.46%
$7,164.50 → $7,197.25 $+164
Hold 13d/20d
TP 46%
low_volume_regime /MESM26
+0.67%
$7,149.25 → $7,197.25 $+240
Hold 1d/30d
TP 27%
Strategies
S1 OFF VIX=17.5, HY z=-0.78
S3 OFF S1 not active
S4 OFF ON z=-1.43, SF z=+0.85
S5 OFF TLT skew=0.0478
S6 OFF 2Y-FF proxy=+5.18
S7 NEAR z(LB42)=-1.56 z(LB63)=-1.72 ES_z=+0.42 proj=43M
Recent Closed
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 L s5_credit_spread_spike 04/21 $-25