9d • General discussion
Weekly update 6/5/2026
Current beta weighted risk is 3.8. against the SPX. Overall theta on futures is 64.57. SPX beta weighted risk ~$28,055. All else being equal, this represents $1,937.10 every 30 days due to theta decay~6.9% monthly. Beta weighted portfolio value has returned to a close to the current futures balance ($24,475.96). The attached graph shows the current stress test with losses beginning at /ES price of $5,560 and $8,375 by 6/19/2026.
2
3 comments
Weekly update 6/5/2026
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