8h (edited) • General discussion
Weekly update 4/17/2026
Current beta weighted risk is 3.23 against the SPX. Overall theta on futures is 99.64. SPX beta weighted risk ~$23,017.17. All else being equal, this represents $2,989.20 every 30 days due to theta decay~13.0% monthly. Beta weighted portfolio value has returned to a close to the current futures balance ($24,758.93). The attached graph shows the current stress test with losses beginning at /ES price of $6,482.25.
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Weekly update 4/17/2026
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