19d • General discussion
Weekly update 3/27/2026
Current beta weighted risk is 3.08 against the SPX. Overall theta on futures is 169.33. SPX beta weighted risk ~$19,616.06. All else being equal, this represents $5,079.90 every 30 days due to theta decay~25.9% monthly. Of note, beta weighted portfolio value is not close to the current futures balance ($37337.23). The attached graph shows the current stress test with losses beginning at /ES price of $6,625.25 (which appears to increase with volatility). Current positions are in a loss due to the current futures prices. Theta decay does show that the account will be positive in thenext 30 days if the /ES prices can stabalize above $6,301. It also shows a 15k loss at 5947.25 with a net liquidity of17,427.
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Weekly update 3/27/2026
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