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第35周交易40次共60手，盈利10.9K，2.2%（2.3，-0.6，1.7，2.2，5.3），原仓0.6，新仓0.0，交易10.5。YTD -130.6K，-20.8%。现账户资金497.5K，杠杆0.95，净仓3，波动率1.21%（0.39%～1.78%），风险较高。
本周股市继续下跌，但也没有崩盘，酷似在切香肠，以应美联储加息。盈利主要来自做空HO与RB，CL的背离。亏损主要在日元。仓位没变，目前仍持有2手6J，1手RB-HO，1手ZW多仓，风险较高。交易增加主要是因为能源期货的波动较大。RB-HO的背离有所缓解，但依然较大。源于过冬取暖与电动车的双重压力。近5年RB-HO市值变化图
日元则扁得一塌糊涂，伺机将抛掉。
下面是账户交易与期货的详细情况，
| Contract |
Trade |
Vol |
P_1 |
Pos |
Old |
New |
Trading |
No Fee |
| 6JU22 |
0 |
0 |
2 |
2 |
($3,250) |
$0 |
$0 |
($3,250) |
| CLV22 |
8 |
8 |
0 |
0 |
$0 |
$0 |
$30 |
$30 |
| ESU22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
$638 |
$638 |
| GCZ22 |
12 |
12 |
0 |
0 |
$0 |
$0 |
$1,100 |
$1,100 |
| HOV22 |
20 |
20 |
(1) |
(1) |
$12,869 |
$0 |
$6,581 |
$19,450 |
| RBV22 |
8 |
8 |
1 |
1 |
($8,908) |
$0 |
$1,105 |
($7,804) |
| SIZ22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
$425 |
$425 |
| ZWZ22 |
4 |
4 |
1 |
1 |
($75) |
$0 |
$575 |
$500 |
| Total |
60 |
60 |
3 |
3 |
$636 |
$0 |
$10,454 |
$11,089 |
| |
|
|
| |
|
|
|
|
|
|
|
|
| SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
| 40 |
PTF |
26.51 |
1.95 |
5.91 |
- |
$497,536 |
$6,024 |
1.21% |
1.21% |
64.5 |
09/03 02:26 |
3 |
| 39 |
ZWZ22-ZCZ22 |
(1.89) |
1.30 |
(5.25) |
27.74% |
$7,250 |
$1,343 |
0.27% |
3.32% |
75 |
08/19 10:27 |
0 |
| 38 |
ZSX22-ZWZ22 |
0.97 |
1.89 |
4.68 |
13.15% |
$30,525 |
$1,826 |
0.37% |
2.57% |
69 |
08/18 14:18 |
0 |
| 37 |
ZSX22-ZCZ22 |
0.33 |
1.56 |
5.86 |
34.49% |
$37,775 |
$1,378 |
0.28% |
1.94% |
69 |
07/27 21:40 |
0 |
| 36 |
ZBZ22-6JU22 |
(1.09) |
1.17 |
(5.52) |
10.44% |
$45,350 |
$1,647 |
0.33% |
1.22% |
46 |
08/12 03:42 |
0 |
| 35 |
YMU22-RSU22 |
0.03 |
(2.85) |
5.72 |
45.42% |
$66,225 |
$1,335 |
0.27% |
0.85% |
55 |
07/15 10:37 |
0 |
| 34 |
RBV22-HOV22 |
(4.28) |
1.18 |
(10.06) |
24.08% |
($48,972) |
$5,076 |
1.02% |
3.33% |
74 |
08/25 07:57 |
1 |
| 33 |
RBV22-CLV22 |
(3.15) |
4.12 |
(5.05) |
45.01% |
$16,062 |
$3,120 |
0.63% |
3.02% |
75 |
08/23 12:18 |
0 |
| 32 |
NQU22-YMU22 |
0.80 |
(2.15) |
5.47 |
33.81% |
$85,665 |
$4,055 |
0.82% |
1.67% |
65 |
07/07 15:22 |
0 |
| 31 |
NQU22-RSU22 |
0.17 |
(2.78) |
(5.32) |
30.00% |
$151,890 |
$4,289 |
0.86% |
1.77% |
63 |
08/28 21:28 |
0 |
| 30 |
NQU22-ESU22 |
0.83 |
(2.04) |
5.73 |
55.11% |
$45,943 |
$2,750 |
0.55% |
1.13% |
65 |
07/07 15:22 |
0 |
| 29 |
HOV22-CLV22 |
2.61 |
(1.01) |
4.34 |
26.66% |
$65,034 |
$4,903 |
0.99% |
3.22% |
80 |
08/25 09:44 |
0 |
| 28 |
HGZ22-SIZ22 |
0.13 |
(3.23) |
8.47 |
1.57% |
($4,525) |
$2,677 |
0.54% |
3.15% |
58 |
08/22 08:42 |
0 |
| 27 |
GCZ22-SIZ22 |
0.83 |
1.04 |
5.35 |
31.84% |
$82,710 |
$1,811 |
0.36% |
2.02% |
72 |
07/25 09:38 |
0 |
| 26 |
ESU22-YMU22 |
1.06 |
(2.30) |
5.41 |
61.29% |
$39,723 |
$1,392 |
0.28% |
0.71% |
69 |
07/21 16:04 |
0 |
| 25 |
ESU22-RSU22 |
1.12 |
(3.32) |
(5.57) |
45.23% |
$105,948 |
$1,970 |
0.40% |
1.00% |
57 |
08/28 21:28 |
0 |
| 24 |
6EU22-6CU22 |
(1.16) |
(2.01) |
(5.55) |
20.84% |
$48,375 |
$1,067 |
0.21% |
0.86% |
68 |
08/23 03:29 |
0 |
| 23 |
6EU22-6AU22 |
(1.05) |
(1.99) |
(6.26) |
30.13% |
$56,435 |
$942 |
0.19% |
0.76% |
60 |
08/23 02:57 |
0 |
| 22 |
6CU22-6AU22 |
(0.44) |
1.54 |
4.56 |
40.38% |
$8,060 |
$518 |
0.10% |
0.76% |
77 |
08/17 10:55 |
0 |
| 21 |
6BU22-6CU22 |
(1.13) |
(3.52) |
(5.27) |
31.46% |
($4,250) |
$541 |
0.11% |
0.75% |
65 |
08/22 07:40 |
0 |
| 20 |
6BU22-6AU22 |
(1.37) |
(2.19) |
(5.38) |
37.82% |
$3,810 |
$540 |
0.11% |
0.79% |
68 |
08/14 22:00 |
0 |
| 19 |
ZWZ22 |
(1.64) |
1.45 |
6.01 |
809.25 |
$40,463 |
$1,858 |
0.37% |
4.59% |
55 |
07/10 20:00 |
1 |
| 18 |
ZSX22 |
0.30 |
1.46 |
9.49 |
1,419.75 |
$70,988 |
$2,103 |
0.42% |
2.96% |
55 |
07/29 10:46 |
0 |
| 17 |
ZCZ22 |
1.55 |
1.43 |
(8.13) |
664.25 |
$33,213 |
$996 |
0.20% |
3.00% |
73 |
07/12 20:08 |
0 |
| 16 |
ZBZ22 |
(3.15) |
(1.09) |
5.20 |
134'200 |
$134,625 |
$1,840 |
0.37% |
1.37% |
47 |
07/22 10:10 |
0 |
| 15 |
YMU22 |
(1.11) |
(3.41) |
6.05 |
31,388.00 |
$156,940 |
$2,445 |
0.49% |
1.56% |
63 |
07/18 09:32 |
0 |
| 14 |
SIZ22 |
(0.70) |
(1.26) |
6.91 |
17.91 |
$89,550 |
$2,657 |
0.53% |
2.97% |
71 |
07/29 03:07 |
0 |
| 13 |
RSU22 |
(0.81) |
(2.31) |
5.00 |
1,814.30 |
$90,715 |
$2,067 |
0.42% |
2.28% |
63 |
08/11 10:38 |
0 |
| 12 |
RBV22 |
(3.86) |
2.10 |
(5.98) |
2.46 |
$103,312 |
$5,674 |
1.14% |
5.49% |
62 |
07/05 13:59 |
1 |
| 11 |
NQU22 |
(0.24) |
(2.70) |
(5.14) |
12,130.25 |
$242,605 |
$6,126 |
1.23% |
2.53% |
57 |
08/28 21:28 |
0 |
| 10 |
NGV22 |
0.60 |
1.24 |
6.37 |
8.90 |
$89,020 |
$5,503 |
1.11% |
6.18% |
68 |
07/26 08:20 |
0 |
| 9 |
HOV22 |
2.87 |
(1.27) |
4.89 |
3.63 |
$152,284 |
$6,685 |
1.34% |
4.39% |
80 |
07/28 05:08 |
-1 |
| 8 |
HGZ22 |
(0.99) |
(1.13) |
(4.03) |
3.40 |
$85,025 |
$2,720 |
0.55% |
3.20% |
74 |
08/29 05:53 |
0 |
| 7 |
GCZ22 |
1.47 |
2.55 |
(7.39) |
1,722.60 |
$172,260 |
$2,300 |
0.46% |
1.34% |
63 |
07/06 12:02 |
0 |
| 6 |
ESU22 |
1.01 |
(3.09) |
(5.48) |
3,933.25 |
$196,663 |
$3,596 |
0.72% |
1.83% |
65 |
08/28 21:28 |
0 |
| 5 |
CLV22 |
(0.82) |
(1.29) |
(5.66) |
87.25 |
$87,250 |
$4,608 |
0.93% |
5.28% |
59 |
07/05 14:00 |
0 |
| 4 |
6JU22 |
(1.79) |
1.06 |
6.92 |
0.01 |
$89,275 |
$969 |
0.19% |
1.09% |
45 |
07/29 02:58 |
2 |
| 3 |
6EU22 |
(0.88) |
(1.62) |
(5.64) |
1.00 |
$124,550 |
$1,348 |
0.27% |
1.08% |
62 |
08/23 02:39 |
0 |
| 2 |
6CU22 |
0.75 |
(1.41) |
6.28 |
0.76 |
$76,175 |
$597 |
0.12% |
0.78% |
59 |
07/18 10:51 |
0 |
| 1 |
6BU22 |
(1.09) |
(1.50) |
(5.69) |
1.15 |
$71,925 |
$789 |
0.16% |
1.10% |
65 |
08/23 02:37 |
0 |
| 0 |
6AU22 |
0.88 |
(1.35) |
(5.17) |
0.68 |
$68,115 |
$869 |
0.17% |
1.28% |
65 |
08/17 11:48 |
0 |
| |
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