12d (edited) • General discussion
Weekly update 4/3/2026
Current beta weighted risk is 3.05 against the SPX. Overall theta on futures is 126.98. SPX beta weighted risk ~$20,076.90. All else being equal, this represents $3,809.40 every 30 days due to theta decay~19.0% monthly. Of note, beta weighted portfolio value is not close to the current futures balance ($29,203.25). The attached graph shows the current stress test with losses beginning at /ES price of $6,363.29 (which appears to increase with volatility).
2
5 comments
Weekly update 4/3/2026
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