11h • General discussion
Weekly update 7/3/2026
Current beta weighted risk is 3.0 against the SPX. Overall theta on futures is 72.6. SPX beta weighted risk ~$22,449. All else being equal, this represents $2,178 every 30 days due to theta decay ~9.7% monthly. Beta weighted portfolio values is close to the futures value ($20,804.80). The attached graph shows the current stress test with losses beginning at /ES price of $5,546 and $8,403 by 8/22/2026.
The MGM trade continues to develop with an added strangle. Current expected return is $3,264. Breakeven prices are 30.69, and 66.32. See second chart for the risk profile of this trade.
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Weekly update 7/3/2026
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