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第40周交易84次共140手,盈利13.6K(-8.0,10.3,5.7, 3.7,1.8),2.2%。原仓2.8,新仓-0.6,交易11.4。YTD -$68.2K,-10.5%。现账户资金625.9K,马金43.7K,杠杆1.58,净仓0,波动率0.42%,风险较低。
本周股市周一开盘大跌,账户由于持有期指多仓而损失惨重。大跌时没有割肉,也没有加仓,保持原仓位直到出现反弹。随后的交易实在是太顺了,在风险控制在1%左右的情况下反复来回交易实现巨额盈利。这是NY-YM上的7次交易,到周三时已无期指仓位。
其它期货上交易亦获利颇丰。其中天然气暴涨暴跌,2周交易共获利5.4K。上周在粮食期货上造成的亏损本周也挽回。现账户持有1手ZB-6J,1手ZS-ZC多仓。1手6C-6A,2手RB-HO,2手ZW-ZC空仓,净仓为0,风险较低。下周股市大涨则伺机做空,大跌则伺机做多。
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 |
6AZ21 |
0.58 |
-1.25 |
-7.58 |
0.00% |
$73,100 |
$608 |
-0.81 |
0.83% |
62 |
8/19/2021 5:09 |
1 |
1 |
6BZ21 |
-2.57 |
-1.39 |
-5.54 |
0.00% |
$85,106 |
$503 |
-3.07 |
0.59% |
48 |
9/29/2021 3:08 |
0 |
2 |
6CZ21 |
-0.51 |
4.29 |
-9.78 |
0.00% |
$80,160 |
$576 |
1.17 |
0.72% |
50 |
8/20/2021 5:20 |
-1 |
3 |
6EZ21 |
0.03 |
-1.16 |
-5.58 |
0.00% |
$144,844 |
$594 |
-4.16 |
0.41% |
64 |
9/30/2021 6:40 |
0 |
4 |
6JZ21 |
1.59 |
-2.82 |
-6.72 |
0.00% |
$111,406 |
$523 |
-4.04 |
0.47% |
52 |
9/26/2021 19:06 |
-1 |
5 |
CLX21 |
-1.35 |
-1.36 |
7.04 |
0.00% |
$79,590 |
$2,046 |
6.23 |
2.57% |
48 |
9/28/2021 2:27 |
0 |
6 |
ESZ21 |
3.5 |
-1.69 |
5.36 |
0.00% |
$219,025 |
$2,588 |
-0.78 |
1.18% |
69 |
10/7/2021 10:22 |
0 |
7 |
GCZ21 |
-0.24 |
-2.17 |
-5.41 |
0.00% |
$175,720 |
$2,392 |
-0.29 |
1.36% |
66 |
8/8/2021 18:58 |
0 |
8 |
HGZ21 |
0.28 |
1.34 |
-8.5 |
0.00% |
$106,963 |
$2,644 |
-0.41 |
2.47% |
49 |
8/19/2021 5:31 |
0 |
9 |
HOX21 |
2.02 |
-1.12 |
7.15 |
0.00% |
$103,879 |
$2,387 |
7.21 |
2.30% |
62 |
8/25/2021 8:57 |
2 |
10 |
NGX21 |
-0.23 |
-1.62 |
8.92 |
0.00% |
$56,060 |
$2,837 |
4.77 |
5.06% |
64 |
9/27/2021 23:30 |
0 |
11 |
NQZ21 |
-1.13 |
-1.91 |
-6.85 |
0.00% |
$296,110 |
$4,198 |
-1.28 |
1.42% |
73 |
9/20/2021 15:18 |
0 |
12 |
RBX21 |
0.49 |
4.1 |
8.11 |
0.00% |
$99,477 |
$2,556 |
5.64 |
2.57% |
47 |
8/25/2021 15:34 |
-2 |
13 |
RSZ21 |
-1.11 |
-1.76 |
6.74 |
0.00% |
$111,530 |
$2,029 |
-0.15 |
1.82% |
62 |
8/25/2021 13:20 |
0 |
14 |
SIZ21 |
-1.43 |
-1.99 |
-4.97 |
0.00% |
$113,425 |
$2,997 |
-2.85 |
2.64% |
60 |
8/8/2021 18:58 |
0 |
15 |
YMZ21 |
-4.32 |
-1.39 |
5.54 |
0.00% |
$173,100 |
$2,016 |
-0.88 |
1.16% |
71 |
10/7/2021 10:33 |
0 |
16 |
ZBZ21 |
-1.54 |
-1.85 |
-5.33 |
0.00% |
$157,656 |
$1,185 |
-3.9 |
0.75% |
65 |
9/23/2021 23:56 |
1 |
17 |
ZCZ21 |
0.32 |
-1.27 |
6.48 |
0.00% |
$26,500 |
$648 |
-1.85 |
2.45% |
62 |
8/12/2021 12:10 |
1 |
18 |
ZSX21 |
-1.5 |
-1.71 |
-5.62 |
0.00% |
$62,125 |
$1,156 |
-4.16 |
1.86% |
56 |
8/19/2021 12:09 |
1 |
19 |
ZWZ21 |
1.75 |
-2.6 |
-5.12 |
0.00% |
$36,650 |
$903 |
-0.11 |
2.46% |
52 |
8/18/2021 3:36 |
-2 |
20 |
6BZ21-6AZ21 |
-2.44 |
-1.08 |
-4.64 |
32.58% |
$12,006 |
$410 |
-2.56 |
0.56% |
92 |
9/2/2021 9:29 |
0 |
21 |
6CZ21-6AZ21 |
-0.61 |
3.6 |
4.49 |
31.45% |
$7,060 |
$417 |
2.81 |
0.57% |
86 |
8/23/2021 21:01 |
-1 |
22 |
6CZ21-HGZ21 |
-0.33 |
-1.26 |
-5.19 |
10.29% |
($26,803) |
$2,372 |
0.74 |
2.22% |
62 |
8/23/2021 10:16 |
0 |
23 |
6EZ21-6AZ21 |
-0.13 |
1.06 |
-5.17 |
16.12% |
$71,744 |
$510 |
-3.87 |
0.70% |
90 |
9/30/2021 20:14 |
0 |
24 |
6EZ21-6BZ21 |
0.88 |
1.37 |
-5.08 |
16.79% |
$59,738 |
$494 |
-1.87 |
0.34% |
80 |
9/9/2021 10:44 |
0 |
25 |
6EZ21-6CZ21 |
0.25 |
-2.84 |
5.56 |
3.88% |
$64,684 |
$571 |
-5.51 |
0.39% |
80 |
8/20/2021 5:35 |
0 |
26 |
ESZ21-RSZ21 |
1.51 |
1.26 |
-5.86 |
31.95% |
$107,495 |
$1,761 |
-0.97 |
0.80% |
75 |
9/28/2021 13:04 |
0 |
27 |
ESZ21-YMZ21 |
4.3 |
-1.87 |
-5.3 |
58.34% |
$45,925 |
$1,078 |
-0.24 |
0.49% |
114 |
9/20/2021 15:18 |
0 |
28 |
GCZ21-SIZ21 |
1.31 |
-2.12 |
5.26 |
38.93% |
$62,295 |
$1,830 |
4.29 |
1.61% |
70 |
9/29/2021 11:46 |
0 |
29 |
HOX21-CLX21 |
1.97 |
-1.95 |
6.1 |
61.15% |
$24,289 |
$928 |
4.81 |
0.89% |
88 |
9/30/2021 11:20 |
0 |
30 |
NQZ21-ESZ21 |
1.94 |
-2.36 |
4.49 |
46.73% |
$77,085 |
$2,237 |
-1.49 |
0.76% |
69 |
8/25/2021 9:37 |
0 |
31 |
NQZ21-RSZ21 |
-0.44 |
-1.82 |
-6.09 |
20.10% |
$184,580 |
$3,355 |
-1.51 |
1.13% |
77 |
9/20/2021 15:18 |
0 |
32 |
NQZ21-YMZ21 |
2.84 |
-2.3 |
-5.52 |
27.19% |
$123,010 |
$3,057 |
-1.18 |
1.03% |
67 |
9/20/2021 15:18 |
0 |
33 |
RBX21-CLX21 |
0.79 |
-1.34 |
6.97 |
57.49% |
$19,887 |
$1,087 |
1.52 |
1.09% |
97 |
8/25/2021 21:11 |
0 |
34 |
RBX21-HOX21 |
-0.56 |
3.01 |
-4.95 |
65.02% |
($4,402) |
$894 |
-3.14 |
0.90% |
114 |
9/23/2021 7:40 |
-2 |
35 |
YMZ21-RSZ21 |
-2.07 |
1.75 |
4.07 |
31.64% |
$61,570 |
$1,387 |
-1.05 |
1.24% |
90 |
8/11/2021 11:15 |
0 |
36 |
ZBZ21-6JZ21 |
-2.13 |
-2.85 |
-5.16 |
18.07% |
$46,250 |
$971 |
-2.59 |
0.62% |
83 |
9/23/2021 23:58 |
1 |
37 |
ZSX21-ZCZ21 |
-1.49 |
-1.71 |
-7.04 |
33.08% |
$35,625 |
$774 |
-4.67 |
1.25% |
73 |
10/5/2021 1:35 |
1 |
38 |
ZSX21-ZWZ21 |
-1.86 |
-1.14 |
-9.5 |
10.56% |
$25,475 |
$1,034 |
-4.56 |
1.66% |
63 |
10/4/2021 9:32 |
0 |
39 |
ZWZ21-ZCZ21 |
1.29 |
-2.83 |
-5.51 |
23.60% |
$10,150 |
$690 |
1.59 |
1.88% |
60 |
8/18/2021 3:36 |
-2 |
40 |
PTF |
26.51 |
-2.78 |
4.66 |
0.00% |
$625,949 |
$2,615 |
0.03 |
0.42% |
94 |
9/22/2021 21:32 |
0 |
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