Sep 5 (edited) • General discussion
Weekly update 9/5/2026
Current beta weighted risk is 6.8 against the SPX. Overall theta on S&P futures is 75.2. SPX beta weighted risk ~$52,486. All else being equal, this represents $2,256 every 30 days due to theta decay ~4.3% monthly. Beta weighted portfolio value is over 2x the futures balance ($32,139). The attached graph shows the current stress test with losses beginning at /MES price of $5,560 and $8,347 by 10/1/2026.
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Weekly update 9/5/2026
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