Jun 6 • 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.
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Weekly update 6/5/2026
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