Theta-ML

May 11, 06:00
NORMAL All strategies active
score 1/7
VIX 18.3
101520253040
VVIX
97
gate open
SKEW
138
MOVE
67
3M Slope
-2.2
Contango
Term Structure 9D-VIX: -4.1
14.29D18.3VIX20.53M22.66M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7335GLD/SPY 0.5861UVXY/SVXY 0.7096
as of 2026-05-11T08:59:44
Performance
Total P&L
$+7,356
Win Rate
59%
29W 20L
Trades
49
1 open
Recent
By Strategy
low_volume_regime 4/4 $+6,006
rate_cut_regime 4/4 $+1,444
s5_credit_spread_spike 12/20 $+194
s2_gex_flip_cross 0/3 $-16
S6-PCS-puts 0/1 $-100
s3_charm_drift 9/17 $-171
Open Positions (1)
rate_cut_regime /MESM26
+0.49%
$7,372.00 → $7,408.25 $+181
Hold 5d/20d
TP 49%
Strategies
S1 OFF VIX=18.3, HY z=-0.92
S3 OFF S1 not active
S4 OFF ON z=-1.42, SF z=+0.87
S5 OFF TLT skew=0.0078
S6 OFF 2Y-FF proxy=+5.27
Recent Closed
W s5_credit_spread_spike 05/08 $+2 L s5_credit_spread_spike 05/07 $-42 W s5_credit_spread_spike 05/07 $+5 L s5_credit_spread_spike 05/07 $-20 W low_volume_regime 05/06 $+904 W rate_cut_regime 05/06 $+366 W rate_cut_regime 05/05 $+362 W s5_credit_spread_spike 05/05 $+4 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