Theta-ML
Apr 29, 10:00
NORMAL
All strategies active
score 1/7
VIX 18.8
10
15
20
25
30
40
VVIX
95
gate open
SKEW
138
MOVE
69
3M Slope
-2.1
Contango
Term Structure
9D-VIX:
-0.4
18.4
9D
18.8
VIX
21.0
3M
23.1
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7367
GLD/SPY
0.5882
UVXY/SVXY
0.7566
as of 2026-04-29T12:59:37
Performance
Total P&L
$+5,375
Win Rate
52%
17W 16L
Trades
33
2 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
7/14
$-178
Open Positions (2)
rate_cut_regime
/MESM26
-0.23%
$7,164.50 → $7,148.25
$-81
Hold 12d/20d
TP -23%
s5_credit_spread_spike
/MESM26
-0.27%
$7,167.75 → $7,148.25
$-98
Hold 0d/20d
TP 0%
Strategies
S1
OFF
VIX=18.8, HY z=-0.44
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=0.0424
S6
OFF
2Y-FF proxy=+5.20
S7
NEAR
z(LB42)=-2.03 z(LB63)=-2.21 ES_z=-0.61 proj=30M
Recent Closed
W
s3_charm_drift
04/29
$+15
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