11d (edited) • General discussion
Weekly update 9/25/2026
Current beta weighted risk is 7.4 against the SPX. Overall theta on S&P futures is 130. SPX beta weighted risk ~$57,298. All else being equal, this represents $3,900 every 30 days due to theta decay ~6.8% monthly. Beta weighted portfolio value is over 2x the futures balance ($33,083). The attached graph shows the current stress test with losses beginning if /ES price is outside $7,048 and $8,600 by 10/17/2026.
The recent drop is due to the MGM-PEOPLE INC news this week that goes agianst what I anticipated would happen. I still see MGM being worth something like $47/share and I will continue to monitor this position.
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Weekly update 9/25/2026
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