Theta-ML
May 04, 08:00
NORMAL
All strategies active
score 0/7
VIX 17.5
10
15
20
25
30
40
VVIX
97
gate open
SKEW
141
MOVE
70
3M Slope
-3.0
Contango
Term Structure
9D-VIX:
-1.9
15.6
9D
17.5
VIX
20.5
3M
22.7
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7379
GLD/SPY
0.5810
UVXY/SVXY
0.7140
as of 2026-05-04T10:59:38
Performance
Total P&L
$+5,638
Win Rate
53%
20W 18L
Trades
38
4 open
Recent
By Strategy
low_volume_regime
3/3
$+5,102
rate_cut_regime
2/2
$+715
s5_credit_spread_spike
7/13
$+120
s2_gex_flip_cross
0/3
$-16
S6-PCS-puts
0/1
$-100
s3_charm_drift
8/16
$-182
Open Positions (4)
low_volume_regime
/MESM26
+1.54%
$7,149.25 → $7,259.50
$+551
Hold 5d/30d
TP 62%
rate_cut_regime
/MESM26
+0.41%
$7,229.75 → $7,259.50
$+149
Hold 4d/20d
TP 41%
s3_charm_drift
/MESM26
+0.00%
$7,258.75 → $7,258.75
$+0
Hold 0d/20d
TP 0%
s5_credit_spread_spike
/MESM26
+0.00%
$7,258.75 → $7,258.75
$+0
Hold 0d/20d
TP 0%
Strategies
S1
OFF
VIX=17.5, HY z=-0.63
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.86
S5
OFF
TLT skew=0.0076
S6
OFF
2Y-FF proxy=+5.31
S7
OFF
z(LB42)=+0.22 z(LB63)=+0.11 ES_z=+2.19 proj=50M
Recent Closed
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
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