22d (edited) • General discussion
Weekly update 2/6/2026
Back ratio with entry price in PAYC at ~$113/shr.
Current beta weighted risk is 2.57 against the SPX. Overall theta on futures is 74.85. SPX beta weighted risk ~$17,816. All else being equal, this represents $2,245.50 every 30 days due to theta decay-12.6% monthly. Of note, beta weighted portfolio value is remains close to the current futures balance. The attached graph shows the current stress test with losses beginning at /ES price of $6,771.50 (which appears to increase with volatility). It has a 14.62% chance of loss over the next 30 days.
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Weekly update 2/6/2026
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