Theta-ML

May 04, 06:00
NORMAL All strategies active
score 1/7
VIX 17.7
101520253040
VVIX
95
gate open
SKEW
141
MOVE
70
3M Slope
-2.7
Contango
Term Structure 9D-VIX: -3.5
14.29D17.7VIX20.43M22.76M
Risk-Off Signals
VIX inv
VVIX
Credit
Gold
Vol
Safety
MOVE
HYG/LQD 0.7361GLD/SPY 0.5827UVXY/SVXY 0.7198
as of 2026-05-04T09:00:00
Performance
Total P&L
$+5,638
Win Rate
53%
20W 18L
Trades
38
2 open
Recent
By Strategy
low_volume_regime 3/3 $+5,102
rate_cut_regime 2/2 $+715
s5_credit_spread_spike 7/13 $+120
s2_gex_flip_cross 0/3 $-16
S6-PCS-puts 0/1 $-100
s3_charm_drift 8/16 $-182
Open Positions (2)
low_volume_regime /MESM26
+1.40%
$7,149.25 → $7,249.25 $+500
Hold 5d/30d
TP 56%
rate_cut_regime /MESM26
+0.27%
$7,229.75 → $7,249.25 $+97
Hold 4d/20d
TP 27%
Strategies
S1 OFF VIX=17.7, HY z=-0.68
S3 OFF S1 not active
S4 OFF ON z=-1.43, SF z=+0.86
S5 OFF TLT skew=0.0197
S6 OFF 2Y-FF proxy=+5.32
Recent Closed
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 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