4d (edited) • General discussion
Weekly update 5/29/2026
Current beta weighted risk is 3.8. against the SPX. Overall theta on futures is 72.44. SPX beta weighted risk ~$28,804. All else being equal, this represents $2,173.40 every 30 days due to theta decay~7.5% monthly. Beta weighted portfolio value has returned to a close to the current futures balance ($24,921.08). The attached graph shows the current stress test with losses beginning at /ES price of $5,585 and $8,300 by 6/26/2026.
2
0 comments
Weekly update 5/29/2026
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