25d (edited) • General discussion
Weekly update 9/12/2026
Current beta weighted risk is 7.6 against the SPX. Overall theta on S&P futures is 99. SPX beta weighted risk ~$58,193. All else being equal, this represents $2,970 every 30 days due to theta decay ~5.1% monthly. Beta weighted portfolio value is over 2x the futures balance ($27,029). The attached graph shows the current stress test with losses beginning if /ES price is outside $6,099 and $8,590 by 10/17/2026.
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Weekly update 9/12/2026
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