25d (edited) • General discussion
Weekly update 5/8/2026
Current beta weighted risk is 2.75 against the SPX. Overall theta on futures is 83.48. SPX beta weighted risk ~$20,347. All else being equal, this represents $2,504.40 every 30 days due to theta decay~12.3% monthly. Beta weighted portfolio value has returned to a close to the current futures balance ($21,591.52). The attached graph shows the current stress test with losses beginning at /ES price of $6,118 and $8,205.
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Weekly update 5/8/2026
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