15d (edited) • General discussion
Weekly update 7/31/2026
Current beta weighted risk is 4.7 against the SPX. Overall theta on S&P futures is 67.82. SPX beta weighted risk ~$35,198. All else being equal, this represents $2,035 every 30 days due to theta decay ~5.8% monthly. Beta weighted portfolio value is approximately 2x the futures balance ($17,539). The attached graph shows the current stress test with losses beginning at /MES price of $6,043 and $8,490 by 8/22/2026.
Approximately 2.6% of the portfolio is long micro oil futures as a hedge against Iran war escalation through /MCL futures options. Last week's position was adjusted to reflect the drop in oil futures this week when it appeared that the Iran war would stabilize again. Readers can see the major positions held by my account in the classroom section under trading journal.
Annual update: after one full year of tracking since July of 2025, account value growth (loss) not including deposited funds is $13,518 for an annualized return of just over 31%.
2
5 comments
Weekly update 7/31/2026
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