Current beta weighted risk is 3.11 against the SPX. Overall theta on futures is 105.51. SPX beta weighted risk ~$22,283.40. All else being equal, this represents $3,165.30 every 30 days due to theta decay~14.2% monthly. Beta weighted portfolio value has returned to a close to the current futures balance ($20,176.31). The attached graph shows the current stress test with losses beginning at /ES price of $6,210 and $8,112.