11d • General discussion
Weekly update 5/22/2026
Current beta weighted risk is 2.83. against the SPX. Overall theta on futures is 78.87. SPX beta weighted risk ~$21,149. All else being equal, this represents $2,366.10 every 30 days due to theta decay~11.2% monthly. Beta weighted portfolio value has returned to a close to the current futures balance ($24,903.64). The attached graph shows the current stress test with losses beginning at /ES price of $5,435 and $8,115 by 6/19/2026.
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Weekly update 5/22/2026
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