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第51周交易33次共43手,盈利2.7K(3.7,0.5,1.1,-2.7,0.0),0.4%。原仓2.9,新仓-4.0,交易4.4。YTD -$66.1K,-10.2%。现账户资金628.0K,杠杆1.36,净仓-1,波动率1.24%(0.00%~1.66%),风险较高。
本周初股市继续下跌,正后悔上周已将期指空仓全部抛光,股市出现了强劲反弹。账户因此又重建了部分期指空仓。建仓似乎又早了一点,拿走了一半已到手的盈利。主要是害怕股市会突然暴跌。本周波动率最低时为零,表示曾清空所有仓位。目前账户持有1手NG多仓和2手YM,1手ES-RS,2手ES-YM空仓,风险较高。
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 |
40 |
PTF |
41.97 |
2.83 |
6.02 |
0.00 |
$627,986 |
$7,763 |
1.24% |
1.24% |
56 |
12/24/21 07:00 |
-1 |
39 |
ZWH22-ZCH22 |
0.30 |
(1.11) |
(6.28) |
0.30 |
$10,425 |
$769 |
0.12% |
1.89% |
65 |
12/10/21 01:41 |
0 |
38 |
ZSH22-ZWH22 |
0.01 |
(1.63) |
6.24 |
0.08 |
$26,363 |
$1,046 |
0.17% |
1.56% |
61 |
12/16/21 08:27 |
0 |
37 |
ZSH22-ZCH22 |
0.30 |
1.22 |
(6.57) |
0.28 |
$36,788 |
$818 |
0.13% |
1.22% |
68 |
11/09/21 11:30 |
0 |
36 |
ZBH22-6JH22 |
(3.04) |
(1.68) |
4.23 |
0.17 |
$51,169 |
$1,185 |
0.19% |
0.74% |
64 |
11/26/21 01:05 |
0 |
35 |
YMH22-RSH22 |
(0.52) |
(1.10) |
6.42 |
0.27 |
$67,425 |
$1,820 |
0.29% |
1.63% |
74 |
12/14/21 09:34 |
0 |
34 |
RBG22-HOG22 |
(2.27) |
1.80 |
(4.13) |
0.64 |
($4,683) |
$1,127 |
0.18% |
1.22% |
185 |
10/28/21 02:26 |
0 |
33 |
RBG22-CLG22 |
(0.46) |
(1.28) |
(3.50) |
0.58 |
$18,963 |
$1,322 |
0.21% |
1.43% |
116 |
12/02/21 21:01 |
0 |
32 |
NQH22-YMH22 |
3.39 |
4.27 |
6.08 |
0.15 |
$146,820 |
$4,864 |
0.77% |
1.49% |
50 |
11/22/21 10:16 |
0 |
31 |
NQH22-RSH22 |
0.39 |
4.91 |
6.68 |
0.20 |
$214,245 |
$4,585 |
0.73% |
1.41% |
60 |
11/22/21 09:50 |
0 |
30 |
NQH22-ESH22 |
3.43 |
4.10 |
6.01 |
0.40 |
$90,223 |
$3,449 |
0.55% |
1.06% |
48 |
11/04/21 14:46 |
0 |
29 |
HOG22-CLG22 |
2.95 |
(1.42) |
4.37 |
0.59 |
$23,646 |
$1,263 |
0.20% |
1.30% |
126 |
12/23/21 06:32 |
0 |
28 |
GCG22-SIH22 |
0.72 |
1.04 |
4.47 |
0.35 |
$66,460 |
$1,752 |
0.28% |
1.53% |
75 |
11/02/21 11:49 |
0 |
27 |
ESH22-YMH22 |
4.94 |
4.26 |
5.65 |
0.42 |
$56,598 |
$1,689 |
0.27% |
0.72% |
82 |
11/22/21 10:42 |
-2 |
26 |
ESH22-RSH22 |
5.40 |
4.51 |
5.24 |
0.31 |
$124,023 |
$1,998 |
0.32% |
0.85% |
68 |
12/13/21 07:45 |
-1 |
25 |
6EH22-6CH22 |
0.75 |
1.00 |
(6.32) |
0.00 |
$63,811 |
$862 |
0.14% |
0.61% |
69 |
11/16/21 22:42 |
0 |
24 |
6EH22-6AH22 |
(0.59) |
(2.26) |
(5.61) |
0.06 |
$69,391 |
$811 |
0.13% |
0.57% |
66 |
11/16/21 22:42 |
0 |
23 |
6CH22-HGH22 |
(0.11) |
(1.27) |
(4.71) |
0.09 |
($32,080) |
$2,284 |
0.36% |
2.07% |
71 |
11/14/21 18:11 |
0 |
22 |
6CH22-6AH22 |
(2.25) |
(1.16) |
5.25 |
0.17 |
$5,580 |
$473 |
0.08% |
0.65% |
96 |
12/03/21 11:01 |
0 |
21 |
6BH22-6CH22 |
(2.17) |
(1.09) |
(6.04) |
(0.07) |
$5,811 |
$571 |
0.09% |
0.68% |
61 |
12/08/21 10:00 |
0 |
20 |
6BH22-6AH22 |
(3.47) |
(1.13) |
(6.68) |
0.05 |
$11,391 |
$541 |
0.09% |
0.75% |
80 |
12/09/21 01:40 |
0 |
19 |
ZWH22 |
0.54 |
1.05 |
5.39 |
0.00 |
$40,763 |
$1,095 |
0.17% |
2.69% |
60 |
11/11/21 10:38 |
0 |
18 |
ZSH22 |
0.32 |
1.23 |
(6.70) |
0.00 |
$67,125 |
$1,138 |
0.18% |
1.70% |
50 |
11/09/21 11:30 |
0 |
17 |
ZCH22 |
0.38 |
1.33 |
(4.52) |
0.00 |
$30,338 |
$581 |
0.09% |
1.91% |
60 |
11/30/21 09:57 |
0 |
16 |
ZBH22 |
(3.01) |
(1.71) |
5.16 |
0.00 |
$160,531 |
$1,429 |
0.23% |
0.89% |
51 |
11/26/21 03:24 |
0 |
15 |
YMH22 |
(5.80) |
6.72 |
6.72 |
0.00 |
$179,240 |
$2,063 |
0.33% |
1.15% |
66 |
12/23/21 15:50 |
0 |
14 |
SIH22 |
(0.89) |
1.93 |
(6.22) |
0.00 |
$114,550 |
$2,699 |
0.43% |
2.36% |
64 |
11/23/21 11:30 |
0 |
13 |
RSH22 |
(4.46) |
5.68 |
6.98 |
0.00 |
$111,815 |
$2,480 |
0.39% |
2.22% |
62 |
11/04/21 10:12 |
1 |
12 |
RBG22 |
(0.98) |
5.25 |
(8.07) |
0.00 |
$92,723 |
$3,130 |
0.50% |
3.38% |
55 |
11/26/21 13:41 |
0 |
11 |
NQH22 |
(2.08) |
5.14 |
5.98 |
0.00 |
$326,060 |
$5,723 |
0.91% |
1.76% |
58 |
12/08/21 06:46 |
0 |
10 |
NGG22 |
(3.38) |
1.15 |
(6.58) |
0.00 |
$36,270 |
$2,947 |
0.47% |
8.12% |
62 |
11/30/21 11:03 |
1 |
9 |
HOG22 |
3.15 |
6.05 |
(8.50) |
0.00 |
$97,406 |
$3,069 |
0.49% |
3.15% |
57 |
11/26/21 13:44 |
0 |
8 |
HGH22 |
(0.06) |
1.28 |
(4.76) |
0.00 |
$110,125 |
$2,503 |
0.40% |
2.27% |
70 |
12/15/21 10:38 |
0 |
7 |
GCG22 |
(1.44) |
2.35 |
(7.65) |
0.00 |
$181,010 |
$2,242 |
0.36% |
1.24% |
52 |
11/23/21 11:58 |
0 |
6 |
ESH22 |
5.87 |
5.41 |
6.12 |
0.00 |
$235,838 |
$2,894 |
0.46% |
1.23% |
72 |
12/08/21 06:55 |
-3 |
5 |
CLG22 |
(1.48) |
5.50 |
(7.64) |
0.00 |
$73,760 |
$2,810 |
0.45% |
3.81% |
53 |
11/26/21 11:55 |
0 |
4 |
6JH22 |
1.40 |
(3.43) |
5.37 |
0.00 |
$109,363 |
$645 |
0.10% |
0.59% |
62 |
11/26/21 03:23 |
0 |
3 |
6EH22 |
0.00 |
1.34 |
(8.73) |
0.00 |
$141,856 |
$865 |
0.14% |
0.61% |
57 |
11/16/21 22:42 |
0 |
2 |
6CH22 |
(1.71) |
4.09 |
6.40 |
0.00 |
$78,045 |
$479 |
0.08% |
0.61% |
51 |
12/08/21 10:00 |
0 |
1 |
6BH22 |
(2.84) |
5.56 |
(6.19) |
0.00 |
$83,856 |
$535 |
0.09% |
0.64% |
54 |
11/05/21 06:49 |
0 |
0 |
6AH22 |
2.17 |
4.58 |
6.77 |
0.00 |
$72,465 |
$570 |
0.09% |
0.79% |
56 |
12/09/21 01:40 |
0 |
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