5d • General discussion
Weekly update 10/2/2026
Current beta weighted risk is 3.1 against the SPX. Overall theta on S&P futures is 140. SPX beta weighted risk ~$23,938. All else being equal, this represents $4,200 every 30 days due to theta decay ~17.5% monthly. Beta weighted portfolio value is about 2/3rds of the futures balance ($34,174). The attached graph shows the current stress test with losses beginning if /ES price is outside $6,564 and $8,767 by 10/17/2026.
1
0 comments
Weekly update 10/2/2026
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