Theta-ML
May 04, 11:34
NORMAL
All strategies active
score 0/7
VIX 18.4
10
15
20
25
30
40
VVIX
99
gate open
SKEW
141
MOVE
70
3M Slope
-2.7
Contango
Term Structure
9D-VIX:
-1.4
17.0
9D
18.4
VIX
21.0
3M
23.1
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7381
GLD/SPY
0.5775
UVXY/SVXY
0.7448
as of 2026-05-04T14:33:57
Performance
Total P&L
$+5,775
Win Rate
56%
23W 18L
Trades
41
2 open
Recent
By Strategy
low_volume_regime
3/3
$+5,102
rate_cut_regime
2/2
$+715
s5_credit_spread_spike
9/15
$+245
s2_gex_flip_cross
0/3
$-16
S6-PCS-puts
0/1
$-100
s3_charm_drift
9/17
$-171
Open Positions (2)
low_volume_regime
/MESM26
+1.07%
$7,149.25 → $7,225.75
$+382
Hold 5d/30d
TP 43%
rate_cut_regime
/MESM26
-0.06%
$7,229.75 → $7,225.75
$-20
Hold 4d/20d
TP -6%
Strategies
S1
OFF
VIX=18.4, HY z=-0.84
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=0.0024
S6
ACTIVE
2Y-FF proxy=+5.34
S7
OFF
z(LB42)=-0.10 z(LB63)=-0.25 ES_z=+0.63 proj=44M
Recent Closed
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
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