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第十周交易82次共120手,亏损-54.2K(-27.4,20.5,-11.8,-11.2,-22.3),-8.6%。原仓-51.4,新仓-29.1,交易26.9,手续费$612。YTD -$108.9K,-16.7%。现账户资金573.7K,保证金326.7K,杠杆7.2,波动率3.5%,风险超高。
在疫情趋缓与1.9万亿美元纾困计划的推动下,周股市除納指外又创新高。账户因做空股市而造成巨额亏损。目前账户持有一手GC,3手NG,2手ZB,3手ES/RS,2手ES/YM,1手NQ/RS,1手ZB/ES,1手ZB/YM多仓与4手RB/HO,1手ZS/ZW空仓。账户已处于满仓状态,超级危险!下周主要任务就是减仓,即便割肉也得做。
以下是本周期货及配对组合相对值及变化情况
期货/组合 |
RV |
变化 |
市值 |
RSM21 |
5.73 |
1.96 |
$117,585 |
NQM21/YMM21 |
3.73 |
0.27 |
$95,100 |
NQM21 |
3.03 |
0.51 |
$258,535 |
6CM21/6AM21 |
3.00 |
0.97 |
$2,585 |
6BM21/6AM21 |
2.71 |
0.83 |
$9,398 |
RBJ21/HOJ21 |
2.46 |
0.85 |
$7,808 |
NQM21/ESM21 |
2.26 |
0.38 |
$61,885 |
6CM21 |
2.12 |
1.03 |
$80,175 |
RBJ21 |
2.03 |
0.78 |
$90,380 |
6BM21 |
1.92 |
0.61 |
$86,988 |
ZCK21 |
1.19 |
0.25 |
$26,988 |
6JM21 |
1.16 |
0.27 |
$114,763 |
NGJ21 |
1.06 |
0.56 |
$25,980 |
ZSK21/ZWK21 |
0.81 |
0.47 |
$38,750 |
ZSK21 |
0.78 |
0.51 |
$70,650 |
ESM21/YMM21 |
0.57 |
0.29 |
$33,215 |
HGK21 |
0.27 |
0.80 |
$103,925 |
ZBM21/YMM21 |
0.14 |
0.52 |
($7,685) |
ZBM21/ESM21 |
0.12 |
0.28 |
($40,900) |
GCJ21/SIK21 |
0.00 |
0.16 |
$42,530 |
CLJ21/CLK21 |
0.00 |
0.00 |
($80) |
NGJ21/NGK21 |
0.00 |
0.00 |
($380) |
CLJ21 |
0.02 |
0.25 |
$65,560 |
ZBM21 |
0.04 |
0.35 |
$155,750 |
SIK21 |
0.09 |
0.09 |
$130,050 |
ZSK21/ZCK21/2 |
0.16 |
0.46 |
$16,675 |
SIK21/HGK21 |
0.20 |
0.32 |
$26,125 |
YMM21 |
0.33 |
0.35 |
$163,435 |
6JM21/6BM21 |
0.44 |
0.23 |
$27,775 |
GCJ21 |
0.50 |
0.49 |
$172,580 |
ZWK21 |
0.55 |
0.17 |
$31,900 |
ZWK21/ZCK21 |
0.85 |
0.06 |
$4,913 |
6EM21 |
1.21 |
0.40 |
$149,719 |
HOJ21 |
1.71 |
0.45 |
$82,572 |
NQM21/RSM21/2 |
2.06 |
1.10 |
$23,365 |
ESM21 |
2.48 |
0.98 |
$196,650 |
ZBM21/NQM21 |
2.72 |
0.75 |
($102,785) |
6AM21 |
2.94 |
0.84 |
$77,590 |
YMM21/RSM21 |
4.45 |
1.28 |
$45,850 |
ESM21/RSM21/2 |
5.85 |
2.02 |
($38,520) |
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