Theta-ML
Apr 27, 12:18
NORMAL
All strategies active
score 0/7
VIX 18.4
10
15
20
25
30
40
VVIX
95
gate open
SKEW
139
MOVE
67
3M Slope
-2.5
Contango
Term Structure
9D-VIX:
-1.1
17.4
9D
18.4
VIX
20.9
3M
23.1
6M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD
0.7363
GLD/SPY
0.6011
UVXY/SVXY
0.7569
as of 2026-04-27T15:18:24
Performance
Total P&L
$+4,469
Win Rate
48%
14W 15L
Trades
29
2 open
Recent
By Strategy
low_volume_regime
2/2
$+4,222
rate_cut_regime
1/1
$+356
s5_credit_spread_spike
6/11
$+140
s2_gex_flip_cross
0/3
$-16
s3_charm_drift
5/12
$-234
Open Positions (2)
low_volume_regime
/MESM26
+2.41%
$7,036.50 → $7,206.00
$+847
Hold 12d/20d
TP 0%
rate_cut_regime
/MESM26
+0.58%
$7,164.50 → $7,206.00
$+208
Hold 10d/20d
TP 58%
Strategies
S1
OFF
VIX=18.4, HY z=-0.60
S3
OFF
S1 not active
S4
OFF
ON z=-0.77, SF z=+0.52
S5
OFF
TLT skew=0.0079
S6
ACTIVE
2Y-FF proxy=+5.13
S7
FIRE
z(LB42)=-2.15 z(LB63)=-2.34 ES_z=-1.51 proj=26M
Recent Closed
W
low_volume_regime
04/27
$+1,612
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
L
s2_gex_flip_cross
04/20
$-8
L
s2_gex_flip_cross
04/20
$-8
W
rate_cut_regime
04/17
$+356
L
s3_charm_drift
04/17
$-91