27d (edited) • General discussion
Weekly update 7/17/2026
Current beta weighted risk is 4.7 against the SPX. Overall theta on futures is 102.9. SPX beta weighted risk ~$35,047. All else being equal, this represents $3,087 every 30 days due to theta decay ~8.8% monthly. Beta weighted portfolio values is close to the futures value ($21,703). The attached graph shows the current stress test with losses beginning at /ES price of $6,167 and $8,750 by 8/21/2026.
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Weekly update 7/17/2026
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