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第30周交易21次共40手,盈利7.2K(-0.3, 2.7,3.7,-0.1,1.2),1.2%。原仓2.6,新仓0.0,交易4.6。YTD -$87.7K,-13.5%。现账户资金594.9K,马金93.8K,杠杆3.80,净仓-1,波动率1.17%,风险稍高。
本周股市三大指数均小幅下跌,唯罗素小幅上涨。账户趁机抛掉2手ES-RS空仓以降低风险,仍然留有足够的仓位以做空股市。另外账户增加了一手RB-HO空仓,RB实在是涨的出乎预料。
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 |
0.13 |
-1.33 |
-4.83 |
0.00% |
$73,435 |
$615 |
-6.02 |
0.84% |
13 |
6/18/2021 16:56 |
0 |
1 |
6BU21 |
-2.59 |
4.29 |
4.29 |
0.00% |
$86,850 |
$596 |
-2.96 |
0.69% |
13 |
7/30/2021 5:29 |
0 |
2 |
6CU21 |
-0.29 |
3.85 |
-5.16 |
0.00% |
$80,190 |
$613 |
-4.26 |
0.76% |
7 |
6/21/2021 3:23 |
0 |
3 |
6EU21 |
0.42 |
2.4 |
-5.95 |
0.00% |
$148,481 |
$782 |
-5.42 |
0.53% |
14 |
6/20/2021 23:48 |
0 |
4 |
6JU21 |
2.29 |
1.55 |
3.74 |
0.00% |
$114,000 |
$580 |
0.22 |
0.51% |
16 |
7/8/2021 10:40 |
0 |
5 |
CLU21 |
-1.57 |
4.84 |
-5.2 |
0.00% |
$73,810 |
$1,855 |
4.23 |
2.51% |
8 |
7/20/2021 9:37 |
0 |
6 |
ESU21 |
3.94 |
-1.29 |
5.56 |
0.00% |
$219,763 |
$1,981 |
5 |
0.90% |
12 |
7/5/2021 20:55 |
-3 |
7 |
GCZ21 |
-2.1 |
-1.05 |
-4.42 |
0.00% |
$181,690 |
$2,296 |
-4.11 |
1.26% |
20 |
6/17/2021 11:31 |
0 |
8 |
HGU21 |
1.26 |
-1.01 |
-4.97 |
0.00% |
$112,013 |
$2,519 |
-2 |
2.25% |
18 |
6/21/2021 3:25 |
0 |
9 |
HOU21 |
2.25 |
4.63 |
4.63 |
0.00% |
$91,909 |
$2,148 |
2.77 |
2.34% |
10 |
7/30/2021 13:53 |
3 |
10 |
NGU21 |
-1.5 |
-1.96 |
5.2 |
0.00% |
$39,130 |
$1,203 |
7.24 |
3.07% |
15 |
6/29/2021 10:55 |
0 |
11 |
NQU21 |
-1.07 |
-1.51 |
5.14 |
0.00% |
$299,330 |
$3,560 |
7.16 |
1.19% |
14 |
7/7/2021 9:30 |
-1 |
12 |
RBU21 |
0.91 |
5.27 |
5.27 |
0.00% |
$97,755 |
$2,268 |
4.07 |
2.32% |
12 |
7/30/2021 14:11 |
-4 |
13 |
RSU21 |
-2.35 |
2.11 |
-3.37 |
0.00% |
$111,270 |
$2,133 |
-0.95 |
1.92% |
18 |
7/8/2021 9:48 |
1 |
14 |
SIU21 |
-0.67 |
2.28 |
-4.41 |
0.00% |
$127,750 |
$2,943 |
-4.33 |
2.30% |
14 |
6/17/2021 12:26 |
0 |
15 |
YMU21 |
-4.35 |
3.98 |
-5 |
0.00% |
$174,335 |
$1,794 |
1.16 |
1.03% |
10 |
6/20/2021 23:38 |
3 |
16 |
ZBU21 |
-0.48 |
-1.2 |
4.69 |
0.00% |
$164,938 |
$1,353 |
6.44 |
0.82% |
13 |
7/8/2021 6:56 |
0 |
17 |
ZCU21 |
-0.3 |
1.14 |
-4.45 |
0.00% |
$27,338 |
$1,170 |
-1.73 |
4.28% |
16 |
7/9/2021 12:32 |
0 |
18 |
ZSU21 |
-0.03 |
-1.05 |
-6.52 |
0.00% |
$67,725 |
$1,970 |
-1.77 |
2.91% |
15 |
6/17/2021 14:18 |
0 |
19 |
ZWU21 |
0.78 |
2.1 |
5.02 |
0.00% |
$35,175 |
$1,077 |
0.96 |
3.06% |
12 |
7/20/2021 4:04 |
0 |
20 |
6BU21-6AU21 |
-2.23 |
4.46 |
4.46 |
30.24% |
$13,415 |
$429 |
4.51 |
0.58% |
19 |
7/30/2021 7:02 |
0 |
21 |
6CU21-6AU21 |
-0.2 |
2.8 |
4.01 |
32.63% |
$6,755 |
$414 |
2.63 |
0.56% |
21 |
7/21/2021 11:47 |
0 |
22 |
6CU21-HGU21 |
-1.26 |
2 |
-4.53 |
11.42% |
($31,823) |
$2,231 |
1.09 |
1.99% |
18 |
7/26/2021 21:34 |
0 |
23 |
6EU21-6AU21 |
0.35 |
3.51 |
3.53 |
33.04% |
$75,046 |
$524 |
-1.03 |
0.35% |
16 |
7/19/2021 10:18 |
0 |
24 |
6EU21-6BU21 |
1.14 |
1.43 |
-3.5 |
26.65% |
$61,631 |
$574 |
-4.32 |
0.39% |
18 |
6/23/2021 3:18 |
0 |
25 |
6EU21-6CU21 |
0.52 |
-1.13 |
3.75 |
23.66% |
$68,291 |
$597 |
-2.73 |
0.40% |
17 |
7/19/2021 10:16 |
0 |
26 |
ESU21-RSU21 |
2.45 |
-2.11 |
5.67 |
23.86% |
$108,493 |
$1,624 |
7.36 |
1.46% |
20 |
7/7/2021 14:51 |
-1 |
27 |
ESU21-YMU21 |
4.04 |
1.13 |
6.65 |
53.76% |
$45,428 |
$916 |
8.55 |
0.42% |
17 |
6/18/2021 10:42 |
-2 |
28 |
GCZ21-SIU21 |
0.29 |
-2.06 |
4.55 |
39.18% |
$53,940 |
$1,790 |
1.85 |
1.40% |
20 |
7/20/2021 9:37 |
0 |
29 |
HOU21-CLU21 |
2.21 |
2.46 |
-3.2 |
55.01% |
$18,099 |
$966 |
-1.98 |
1.05% |
24 |
6/25/2021 10:16 |
0 |
30 |
NQU21-ESU21 |
2.27 |
-1.64 |
2.98 |
35.14% |
$79,568 |
$2,309 |
6.74 |
0.77% |
20 |
6/21/2021 2:35 |
0 |
31 |
NQU21-RSU21 |
0.29 |
-2.06 |
6.8 |
7.86% |
$188,060 |
$3,280 |
8.39 |
1.10% |
12 |
7/7/2021 10:23 |
0 |
32 |
NQU21-YMU21 |
2.77 |
1.04 |
4.68 |
13.94% |
$124,995 |
$3,064 |
7.64 |
1.02% |
19 |
6/15/2021 9:54 |
-1 |
33 |
RBU21-CLU21 |
1.18 |
0.97 |
3.28 |
50.13% |
$23,945 |
$1,131 |
1.23 |
1.16% |
17 |
7/27/2021 9:37 |
0 |
34 |
RBU21-HOU21 |
-0.33 |
1.15 |
2.89 |
63.41% |
$5,846 |
$830 |
3.97 |
0.85% |
32 |
6/24/2021 13:48 |
-3 |
35 |
YMU21-RSU21 |
-1.01 |
-2.36 |
4.99 |
27.42% |
$63,065 |
$1,548 |
2.66 |
1.39% |
18 |
7/8/2021 9:53 |
0 |
36 |
ZBU21-6JU21 |
-1.9 |
1.05 |
4.01 |
15.64% |
$50,938 |
$1,141 |
7.53 |
0.69% |
15 |
7/20/2021 9:15 |
0 |
37 |
ZSU21-ZCU21 |
-0.01 |
-1.29 |
-6.27 |
35.39% |
$40,388 |
$1,273 |
-1.15 |
1.88% |
13 |
6/17/2021 14:18 |
0 |
38 |
ZSU21-ZWU21 |
-0.33 |
-2 |
-6.63 |
25.88% |
$32,550 |
$1,460 |
-3.1 |
2.16% |
10 |
6/17/2021 14:18 |
0 |
39 |
ZWU21-ZCU21 |
0.74 |
2.58 |
4.36 |
32.18% |
$7,838 |
$794 |
3.86 |
2.90% |
20 |
7/20/2021 4:05 |
0 |
40 |
PTF |
0 |
-1.17 |
-4.78 |
0.00% |
$594,916 |
$6,988 |
-0.02 |
1.17% |
13 |
7/27/2021 9:38 |
-1 |
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