19d • General discussion
Weekly update 9/18/2026
Current beta weighted risk is 7.9 against the SPX. Overall theta on S&P futures is 123. SPX beta weighted risk ~$60,435. All else being equal, this represents $3,690 every 30 days due to theta decay ~6.1% monthly. Beta weighted portfolio value is over 2x the futures balance ($30,088). The attached graph shows the current stress test with losses beginning if /ES price is outside $6,623 and $8,453 by 10/17/2026.
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Weekly update 9/18/2026
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