Theta-ML
Apr 29, 15:31
NORMAL
All strategies active
score 0/7
VIX 18.8
10
15
20
25
30
40
VVIX
96
gate open
SKEW
142
MOVE
74
3M Slope
-2.4
Contango
Term Structure
9D-VIX:
-1.2
17.6
9D
18.8
VIX
21.2
3M
23.2
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7395
GLD/SPY
0.5854
UVXY/SVXY
0.7410
as of 2026-04-29T18:31:12
Performance
Total P&L
$+5,385
Win Rate
53%
18W 16L
Trades
34
2 open
Recent
By Strategy
low_volume_regime
3/3
$+5,102
rate_cut_regime
1/1
$+356
s5_credit_spread_spike
7/13
$+120
s2_gex_flip_cross
0/3
$-16
s3_charm_drift
7/14
$-178
Open Positions (2)
rate_cut_regime
/MESM26
+0.35%
$7,164.50 → $7,189.75
$+126
Hold 12d/20d
TP 35%
low_volume_regime
/MESM26
+0.57%
$7,149.25 → $7,189.75
$+203
Hold 0d/30d
TP 23%
Strategies
S1
OFF
VIX=18.8, HY z=-0.43
S3
OFF
S1 not active
S4
OFF
ON z=-1.43, SF z=+0.85
S5
OFF
TLT skew=0.0159
S6
ACTIVE
2Y-FF proxy=+5.23
Recent Closed
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
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