Aug 29 • General discussion
Weekly update 8/28/2026
Current beta weighted risk is 6.9 against the SPX. Overall theta on S&P futures is 76.2. SPX beta weighted risk ~$53,206. All else being equal, this represents $2,286 every 30 days due to theta decay ~4.2% monthly. Beta weighted portfolio value is over 2x the futures balance ($23,674). The attached graph shows the current stress test with losses beginning at /MES price of $6,275 and $8,946 by 10/1/2026.
Created a LEAPS position in The Trade Desk (TTD), this former darling of the market has dropped into what I consider to be the appropriate price for an entry trading at about 10x the owner earnings. The company maintains a long history of double digit growth in the key areas of book value + dividends, earnings, operating cash flows, and revenues. I expect this company to be fairly valued at just over $27/share. My exposure is based on the sale of three LEAPS puts @ 15/share with a 839 DTE expiration and two long calls at the same expiration @ 12.5 strikes. Total max loss is $4,500 representing 6.4% of the total account liquidity.
2
1 comment
Weekly update 8/28/2026
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