Theta-ML

2026-04-20 10:01

Strategy Proximity (live)

S1 OFFVIX=19.1, HY z=-0.55
S3 OFFS1 not active
S4 OFFON z=+0.37, SF z=+0.62
S5 OFFTLT skew=0.0096
S6 OFF2Y-FF proxy=+5.09
S7 NEARz(LB42)=-1.70 z(LB63)=-1.87 ES_z=-0.09 proj=39M

Open Positions (2)

low_volume_regime /MESM26 +1.42%
Entry: $7,036.50 | Current: $7,136.75
rate_cut_regime /MESM26 -0.39%
Entry: $7,164.50 | Current: $7,136.75

Recent Closed

s5_credit_spread_spike /MESM26 WIN +0.2%
Entry: $7,138.75 | Exit: $7,124.00
s3_charm_drift /MESM26 LOSS -0.1%
Entry: $7,132.00 | Exit: $7,138.00
rate_cut_regime /MESM26 WIN +1.0%
Entry: $7,063.00 | Exit: $7,134.75
s3_charm_drift /MESM26 LOSS -0.3%
Entry: $7,165.75 | Exit: $7,184.00
s5_credit_spread_spike /MESM26 WIN +0.0%
Entry: $7,173.00 | Exit: $7,172.75
s3_charm_drift /MESM26 LOSS -0.2%
Entry: $7,060.75 | Exit: $7,077.00
s5_credit_spread_spike /MESM26 LOSS -0.1%
Entry: $7,065.50 | Exit: $7,071.00
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 2026-04-20 10:01