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第28周交易21次共35手,亏损-0.2K(-1.3, -2.6,-7.2,8.6,2.3),-0.0%。原仓-2.8,新仓-0.2,交易2.8。YTD -$85.2K,-13.1%。现账户资金597.4K,马金109.0K,杠杆3.46,净仓0,波动率0.92%,风险正常。
三大指数在创历史新高后回落。账户本周未能盈利主要是因为上周增加了一手ES-RS空仓,标普与罗素的背离继续扩大。账户新开了一手ZS-ZC空仓。下周指数若上涨将加空。
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 |
0.9 |
-1.83 |
-4.89 |
0.00% |
$73,945 |
$607 |
-6.35 |
0.82% |
15 |
6/18/2021 16:56 |
0 |
1 |
6BU21 |
-2.29 |
-1.55 |
-3.85 |
0.00% |
$86,056 |
$561 |
-3.75 |
0.65% |
19 |
6/20/2021 23:48 |
0 |
2 |
6CU21 |
-0.84 |
-2.16 |
-5.51 |
0.00% |
$79,255 |
$574 |
-5.73 |
0.72% |
13 |
6/21/2021 3:23 |
0 |
3 |
6EU21 |
-0.4 |
1.21 |
-5.8 |
0.00% |
$147,731 |
$803 |
-5.56 |
0.54% |
16 |
6/20/2021 23:48 |
0 |
4 |
6JU21 |
1.75 |
-1.15 |
3.96 |
0.00% |
$113,631 |
$548 |
-1.49 |
0.48% |
17 |
7/8/2021 10:40 |
0 |
5 |
CLU21 |
-1.34 |
-2.62 |
6.19 |
0.00% |
$71,170 |
$1,766 |
3.58 |
2.48% |
11 |
6/16/2021 11:29 |
0 |
6 |
ESU21 |
3.72 |
-1.81 |
5.72 |
0.00% |
$215,925 |
$1,924 |
4.07 |
0.89% |
12 |
7/5/2021 20:55 |
-4 |
7 |
GCQ21 |
-2.55 |
-0.99 |
-4.21 |
0.00% |
$181,250 |
$2,413 |
-1.27 |
1.33% |
21 |
6/17/2021 11:31 |
0 |
8 |
HGU21 |
0.95 |
-1.15 |
-5.01 |
0.00% |
$107,650 |
$2,498 |
-3.64 |
2.32% |
19 |
6/21/2021 3:25 |
0 |
9 |
HOQ21 |
2.27 |
-2.05 |
4.24 |
0.00% |
$88,271 |
$2,076 |
1.35 |
2.35% |
10 |
6/10/2021 9:42 |
3 |
10 |
NGQ21 |
-1.98 |
-1.66 |
5.81 |
0.00% |
$36,800 |
$1,104 |
5.34 |
3.00% |
19 |
6/29/2021 10:55 |
0 |
11 |
NQU21 |
-0.59 |
-1.89 |
5.17 |
0.00% |
$293,370 |
$3,536 |
7.34 |
1.21% |
16 |
7/7/2021 9:30 |
0 |
12 |
RBQ21 |
0.51 |
-1.87 |
3.75 |
0.00% |
$94,084 |
$2,207 |
2.38 |
2.35% |
15 |
6/4/2021 9:22 |
-3 |
13 |
RSU21 |
-3.56 |
-1.46 |
-3.74 |
0.00% |
$107,900 |
$1,921 |
-1.59 |
1.78% |
17 |
7/8/2021 9:48 |
2 |
14 |
SIU21 |
-0.01 |
-1.52 |
-4.29 |
0.00% |
$128,500 |
$3,024 |
-3.03 |
2.35% |
19 |
6/17/2021 12:26 |
0 |
15 |
YMU21 |
-3.7 |
-1.31 |
-5.25 |
0.00% |
$172,775 |
$1,710 |
0.87 |
0.99% |
10 |
6/20/2021 23:38 |
2 |
16 |
ZBU21 |
-1.12 |
2.27 |
5.24 |
0.00% |
$163,938 |
$1,211 |
7.23 |
0.74% |
11 |
7/8/2021 6:56 |
0 |
17 |
ZCU21 |
-0.72 |
2.04 |
-4.22 |
0.00% |
$27,725 |
$1,234 |
-0.06 |
4.45% |
18 |
7/9/2021 12:32 |
1 |
18 |
ZSU21 |
1.25 |
2.97 |
-6.58 |
0.00% |
$70,013 |
$1,952 |
-1.03 |
2.79% |
13 |
6/17/2021 14:18 |
-1 |
19 |
ZWU21 |
0.23 |
4.02 |
4.02 |
0.00% |
$34,688 |
$1,073 |
-0.33 |
3.09% |
12 |
7/16/2021 10:36 |
0 |
20 |
6BU21-6AU21 |
-2.3 |
1.4 |
3.35 |
26.82% |
$12,111 |
$444 |
3.93 |
0.60% |
22 |
7/11/2021 21:45 |
0 |
21 |
6CU21-6AU21 |
-0.97 |
-1.55 |
-2.67 |
30.28% |
$5,310 |
$423 |
1.33 |
0.57% |
23 |
6/16/2021 8:33 |
0 |
22 |
6CU21-HGU21 |
-1 |
-1.19 |
4.52 |
10.63% |
($28,395) |
$2,232 |
2.6 |
2.07% |
20 |
6/21/2021 3:25 |
0 |
23 |
6EU21-6AU21 |
-0.64 |
1.95 |
3.33 |
31.77% |
$73,786 |
$548 |
-1.11 |
0.37% |
18 |
7/8/2021 10:41 |
0 |
24 |
6EU21-6BU21 |
0.33 |
1.13 |
-3.34 |
25.08% |
$61,675 |
$601 |
-3.92 |
0.41% |
16 |
6/23/2021 3:18 |
0 |
25 |
6EU21-6CU21 |
-0.04 |
1.82 |
-3.21 |
23.49% |
$68,476 |
$614 |
-1.91 |
0.42% |
18 |
6/18/2021 10:07 |
0 |
26 |
ESU21-RSU21 |
3.58 |
-1.26 |
5.57 |
14.05% |
$108,025 |
$1,653 |
6.58 |
0.77% |
18 |
7/7/2021 14:51 |
-2 |
27 |
ESU21-YMU21 |
3.03 |
-1.96 |
6.21 |
49.00% |
$43,150 |
$981 |
6.45 |
0.45% |
20 |
6/18/2021 10:42 |
-2 |
28 |
GCQ21-SIU21 |
-0.4 |
2.27 |
4.51 |
42.35% |
$52,750 |
$1,743 |
3.51 |
1.36% |
21 |
5/21/2021 12:18 |
0 |
29 |
HOQ21-CLU21 |
2.14 |
1.4 |
-3.36 |
54.40% |
$17,101 |
$947 |
-3.73 |
1.07% |
26 |
6/25/2021 10:16 |
0 |
30 |
NQU21-ESU21 |
2.72 |
-1.6 |
2.96 |
33.33% |
$77,445 |
$2,358 |
7.7 |
0.80% |
20 |
5/20/2021 21:24 |
0 |
31 |
NQU21-RSU21 |
1.43 |
-1.69 |
6.68 |
5.47% |
$185,470 |
$3,343 |
8.68 |
1.14% |
14 |
7/7/2021 10:23 |
0 |
32 |
NQU21-YMU21 |
2.71 |
-1.73 |
4.62 |
12.33% |
$120,595 |
$3,100 |
7.9 |
1.06% |
18 |
6/15/2021 9:54 |
0 |
33 |
RBQ21-CLU21 |
0.75 |
-1.12 |
-3.25 |
49.43% |
$22,914 |
$1,116 |
-0.96 |
1.19% |
19 |
6/16/2021 9:18 |
0 |
34 |
RBQ21-HOQ21 |
-0.65 |
-1.2 |
4.1 |
63.27% |
$5,813 |
$811 |
3.03 |
0.86% |
23 |
6/24/2021 13:49 |
-3 |
35 |
YMU21-RSU21 |
0.56 |
-1.11 |
5.22 |
22.96% |
$64,875 |
$1,480 |
3.08 |
1.37% |
20 |
7/8/2021 9:53 |
0 |
36 |
ZBU21-6JU21 |
-1.92 |
1.98 |
4.2 |
11.73% |
$50,306 |
$1,069 |
8.95 |
0.65% |
15 |
6/11/2021 4:59 |
0 |
37 |
ZSU21-ZCU21 |
1.28 |
4.07 |
-6.53 |
37.48% |
$42,288 |
$1,220 |
-1.59 |
1.74% |
13 |
6/17/2021 14:18 |
-1 |
38 |
ZSU21-ZWU21 |
0.89 |
-1.33 |
-6.74 |
26.46% |
$35,325 |
$1,436 |
-1.16 |
2.05% |
12 |
6/17/2021 14:18 |
0 |
39 |
ZWU21-ZCU21 |
0.47 |
3.79 |
-3.98 |
37.43% |
$6,963 |
$772 |
-0.36 |
2.79% |
23 |
7/1/2021 6:55 |
0 |
40 |
PTF |
0 |
1.46 |
-5.12 |
0.00% |
$597,447 |
$5,495 |
0.01 |
0.92% |
20 |
7/8/2021 3:00 |
0 |
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