Theta-ML
Apr 28, 12:00
NORMAL
All strategies active
score 0/7
VIX 18.2
10
15
20
25
30
40
VVIX
93
gate open
SKEW
140
MOVE
68
3M Slope
-2.6
Contango
Term Structure
9D-VIX:
-1.1
17.0
9D
18.2
VIX
20.8
3M
23.1
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7356
GLD/SPY
0.5929
UVXY/SVXY
0.7452
as of 2026-04-28T15:00:05
Performance
Total P&L
$+5,360
Win Rate
50%
16W 16L
Trades
32
1 open
Recent
By Strategy
low_volume_regime
3/3
$+5,102
rate_cut_regime
1/1
$+356
s5_credit_spread_spike
6/12
$+110
s2_gex_flip_cross
0/3
$-16
s3_charm_drift
6/13
$-192
Open Positions (1)
rate_cut_regime
/MESM26
+0.06%
$7,164.50 → $7,168.75
$+21
Hold 11d/20d
TP 6%
Strategies
S1
OFF
VIX=18.2, HY z=-0.43
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=0.0079
S6
ACTIVE
2Y-FF proxy=+5.16
S7
NEAR
z(LB42)=-2.00 z(LB63)=-2.18 ES_z=-0.81 proj=31M
Recent Closed
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
W
s5_credit_spread_spike
04/20
$+74
L
s3_charm_drift
04/20
$-30
L
s2_gex_flip_cross
04/20
$-8