Theta-ML
Apr 24, 01:03
NORMAL
All strategies active
score 0/7
VIX 18.9
10
15
20
25
30
40
VVIX
99
gate open
SKEW
140
MOVE
68
3M Slope
-2.5
Contango
Term Structure
9D-VIX:
-0.9
18.0
9D
18.9
VIX
21.5
3M
23.3
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7402
GLD/SPY
0.6069
UVXY/SVXY
0.7822
as of 2026-04-24T04:03:22
Performance
Total P&L
$+2,182
Win Rate
50%
13W 13L
Trades
26
2 open
Recent
By Strategy
low_volume_regime
2/2
$+1,839
rate_cut_regime
1/1
$+359
s5_credit_spread_spike
5/10
$+132
s2_gex_flip_cross
0/3
$-16
s3_charm_drift
5/10
$-131
Open Positions (2)
low_volume_regime
/MESM26
+1.63%
$7,036.50 → $7,151.00
$+572
Hold 9d/30d
TP 65%
rate_cut_regime
/MESM26
-0.19%
$7,164.50 → $7,151.00
$-68
Hold 7d/20d
TP -19%
Strategies
S1
OFF
VIX=18.9, HY z=-1.01
S3
OFF
S1 not active
S4
OFF
ON z=-0.11, SF z=+0.83
S5
OFF
TLT skew=0.0243
S6
OFF
2Y-FF proxy=+5.18
Recent Closed
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
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
L
s2_gex_flip_cross
04/20
$-8
W
rate_cut_regime
04/17
$+359
L
s3_charm_drift
04/17
$-91
W
s5_credit_spread_spike
04/17
$+1
L
s3_charm_drift
04/16
$-81
L
s5_credit_spread_spike
04/16
$-28
W
low_volume_regime
04/15
$+859
W
s3_charm_drift
04/15
$+24