15d (edited) • General discussion
Weekly update 2/13/2026
No new trades this week.
Current beta weighted risk is 2.61 against the SPX. Overall theta on futures is 82.34. SPX beta weighted risk ~$17,842. All else being equal, this represents $2,470.20 every 30 days due to theta decay-13.8% monthly. Of note, beta weighted portfolio value is remains close to the current futures balance ($19,807). The attached graph shows the current stress test with losses beginning at /ES price of $6,652.25 (which appears to increase with volatility). It has a 8.41% chance of loss over the next 30 days.
2
0 comments
Weekly update 2/13/2026
powered by
skool.com/boulder-partners-2359
Join a group tracking the activity of an incubating investing partnership focused on bond, equity, options and futures.
Suggested communities
Powered by