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第23周交易55次共106手,盈利8.3K(4.2,-0.9,-0.5,0.8,4.7),1.4%。原仓13.3,新仓0.6,交易-5.2。YTD -$75.4K,-11.6%。现账户资金607.2K,马金67.6K,杠杆2.9,净仓0,波动率1.1%,风险正常。
本周股市比较诡异:道指下跌,其它指数上涨。变化有利于原持仓,最终盈利远少于原仓所赚。这主要是因为在锁利时已逐渐失去原仓位,未赚到的归到交易损失。账户已无汇率与能源期货仓位,并且减少了谷物期货仓位。期指在做多道指,做空其它。虽然本周大跌,下周有机会将重建HO-CL,RB-CL空仓。谷物将继续做多ZW-ZC,做空ZS-ZW。
以下是目前账户的持仓情况。
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
SR |
V% |
WN |
DateTime |
Pos |
0 |
6AU21 |
-2.63 |
-1.51 |
3.73 |
0.00% |
$77,075 |
$573 |
1.49 |
0.74% |
19 |
5/10/2021 8:56 |
0 |
1 |
6BU21 |
1.03 |
-1.09 |
3.94 |
0.00% |
$88,219 |
$515 |
4.88 |
0.58% |
21 |
5/11/2021 12:41 |
0 |
2 |
6CU21 |
1.65 |
-1.64 |
5.02 |
0.00% |
$82,230 |
$489 |
5.18 |
0.59% |
14 |
5/3/2021 13:43 |
0 |
3 |
6EU21 |
0.18 |
-2.06 |
3.32 |
0.00% |
$151,638 |
$769 |
3.14 |
0.51% |
19 |
4/20/2021 3:45 |
0 |
4 |
6JU21 |
0.97 |
-1.37 |
4.59 |
0.00% |
$114,056 |
$503 |
-0.12 |
0.44% |
17 |
4/23/2021 8:58 |
0 |
5 |
CLN21 |
0.45 |
5.57 |
5.57 |
0.00% |
$70,780 |
$1,727 |
6.61 |
2.44% |
14 |
6/11/2021 13:00 |
0 |
6 |
ESM21 |
0.74 |
1.8 |
-4.63 |
0.00% |
$212,250 |
$2,236 |
2.97 |
1.05% |
12 |
5/13/2021 4:52 |
-3 |
7 |
GCQ21 |
0.93 |
-1.25 |
3.51 |
0.00% |
$187,950 |
$2,343 |
5.73 |
1.25% |
21 |
5/19/2021 9:57 |
0 |
8 |
HGN21 |
-0.09 |
1.45 |
5.18 |
0.00% |
$113,800 |
$2,544 |
4.88 |
2.24% |
14 |
4/27/2021 2:37 |
0 |
9 |
HON21 |
-1.82 |
-1.37 |
3.66 |
0.00% |
$88,851 |
$1,897 |
6.67 |
2.14% |
15 |
6/1/2021 9:07 |
0 |
10 |
NGN21 |
0.94 |
3.01 |
-4.03 |
0.00% |
$32,830 |
$742 |
7.78 |
2.26% |
20 |
5/24/2021 8:17 |
0 |
11 |
NQM21 |
-0.11 |
2.4 |
3.68 |
0.00% |
$279,855 |
$4,374 |
0.85 |
1.56% |
20 |
6/1/2021 9:41 |
-1 |
12 |
RBN21 |
1.16 |
-1.57 |
3.91 |
0.00% |
$91,778 |
$2,045 |
4.73 |
2.23% |
15 |
6/4/2021 9:22 |
0 |
13 |
RSM21 |
2.42 |
-1.04 |
-2.85 |
0.00% |
$116,715 |
$2,170 |
2.17 |
1.86% |
19 |
5/11/2021 8:31 |
0 |
14 |
SIN21 |
-1.25 |
1.88 |
3.05 |
0.00% |
$140,250 |
$3,375 |
4.04 |
2.41% |
16 |
5/17/2021 21:49 |
0 |
15 |
YMM21 |
-1.68 |
-1.43 |
-5.03 |
0.00% |
$172,205 |
$1,771 |
2.25 |
1.03% |
15 |
5/13/2021 4:52 |
4 |
16 |
ZBU21 |
-0.85 |
1.78 |
-4.56 |
0.00% |
$159,438 |
$1,020 |
4.38 |
0.64% |
16 |
5/13/2021 5:55 |
0 |
17 |
ZCN21 |
3.36 |
-1.78 |
5.33 |
0.00% |
$34,250 |
$1,229 |
4.86 |
3.59% |
17 |
4/27/2021 6:15 |
-2 |
18 |
ZSN21 |
-0.29 |
-3.45 |
5.51 |
0.00% |
$75,413 |
$1,807 |
3.01 |
2.40% |
11 |
4/27/2021 6:39 |
0 |
19 |
ZWN21 |
-1.73 |
-1.46 |
6.24 |
0.00% |
$34,050 |
$1,149 |
1.81 |
3.37% |
17 |
4/27/2021 6:30 |
2 |
20 |
6BU21-6AU21 |
1.91 |
1.21 |
3.66 |
1.80% |
$11,144 |
$562 |
2.95 |
0.73% |
20 |
5/12/2021 11:32 |
0 |
21 |
6CU21-6AU21 |
2.64 |
-1.98 |
3.57 |
4.13% |
$5,155 |
$549 |
3.05 |
0.71% |
18 |
4/30/2021 13:51 |
0 |
22 |
6CU21-HGN21 |
-0.14 |
-1.6 |
-4.52 |
13.04% |
($31,570) |
$2,212 |
-4.47 |
1.94% |
18 |
5/10/2021 2:02 |
0 |
23 |
6EU21-6AU21 |
1.14 |
-1.63 |
3.18 |
20.51% |
$74,563 |
$611 |
2.56 |
0.40% |
27 |
5/19/2021 9:51 |
0 |
24 |
6EU21-6BU21 |
-0.08 |
-1.84 |
-2.98 |
6.60% |
$63,419 |
$718 |
-0.13 |
0.47% |
15 |
5/12/2021 10:54 |
0 |
25 |
6EU21-6CU21 |
-0.27 |
-1.37 |
-3.96 |
8.62% |
$69,408 |
$703 |
-0.16 |
0.46% |
15 |
5/5/2021 12:06 |
0 |
26 |
ESM21-RSM21 |
-1.73 |
1.61 |
-2.83 |
28.68% |
$95,535 |
$1,595 |
1.21 |
0.75% |
14 |
6/3/2021 7:16 |
-1 |
27 |
ESM21-YMM21 |
1.74 |
3.5 |
-3.83 |
54.44% |
$40,045 |
$1,019 |
2.61 |
0.48% |
18 |
5/11/2021 9:09 |
-2 |
28 |
GCQ21-SIN21 |
1.27 |
-2.38 |
4.01 |
42.44% |
$47,700 |
$1,943 |
-0.11 |
1.39% |
25 |
5/21/2021 12:14 |
0 |
29 |
HON21-CLN21 |
-1.82 |
-1.7 |
4.71 |
64.28% |
$18,071 |
$678 |
1.85 |
0.76% |
25 |
5/10/2021 9:49 |
0 |
30 |
NQM21-ESM21 |
0.79 |
2.75 |
-4.1 |
40.17% |
$67,605 |
$2,617 |
-1.12 |
0.93% |
22 |
5/11/2021 9:10 |
0 |
31 |
NQM21-RSM21 |
-1.38 |
1.66 |
-3.85 |
23.52% |
$163,140 |
$3,345 |
-0.3 |
1.20% |
16 |
5/12/2021 12:16 |
0 |
32 |
NQM21-YMM21 |
1.34 |
3.01 |
-4.13 |
19.48% |
$107,650 |
$3,521 |
-0.08 |
1.26% |
22 |
5/11/2021 9:10 |
-1 |
33 |
RBN21-CLN21 |
1.02 |
-1.53 |
-3.72 |
61.25% |
$20,998 |
$792 |
-2.2 |
0.86% |
20 |
6/11/2021 8:35 |
0 |
34 |
RBN21-HON21 |
1.83 |
-1.61 |
-2.95 |
60.62% |
$2,927 |
$805 |
-3.72 |
0.88% |
25 |
5/11/2021 23:24 |
0 |
35 |
YMM21-RSM21 |
-2.67 |
-1.3 |
6.75 |
25.30% |
$55,490 |
$1,621 |
-0.45 |
1.39% |
14 |
5/11/2021 8:28 |
1 |
36 |
ZBU21-6JU21 |
-1.29 |
4.66 |
4.66 |
5.42% |
$45,381 |
$965 |
4.7 |
0.61% |
18 |
6/11/2021 4:59 |
0 |
37 |
ZSN21-ZCN21 |
-0.22 |
-3.69 |
4.95 |
31.88% |
$41,163 |
$1,231 |
-0.44 |
1.63% |
17 |
5/12/2021 12:02 |
0 |
38 |
ZSN21-ZWN21 |
0.39 |
-3.27 |
5.08 |
25.84% |
$41,363 |
$1,340 |
2.51 |
1.78% |
17 |
5/12/2021 12:02 |
0 |
39 |
ZWN21-ZCN21 |
-2.63 |
1.77 |
-4.17 |
32.72% |
($200) |
$827 |
-4.72 |
2.41% |
12 |
5/4/2021 13:09 |
2 |
40 |
PTF |
0 |
-3.59 |
-3.59 |
0.00% |
$607,235 |
$6,711 |
0.1 |
1.11% |
18 |
6/10/2021 20:10 |
1 |
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