2014 (52)
2015 (56)
2016 (50)
2017 (48)
2018 (52)
2019 (52)
2020 (53)
2021 (52)
第37周交易6次共12手,盈利0.7K,0.5% (-0.6, 0.8, -0.0, 0.4, 0.1)。YTD $35.8K,28.7%。 当前最大DD -$241K,-74.0%,已281周。 最低点反弹 82.6K, 105.9%,已243周。 现账户资金135.6K,保证金0.0K,杠杆0.0,波动率0.0%,风险无。
本周股市继续上涨,离创历史新高近在迟迟。债卷暴跌,天然气继续上涨。账户主要因做多大豆/小麦而赚了一笔。目前账户仍没留任何仓位,风险无。
以下是本周期货相对值变化情况:
| 期货 | RV | 变化 |
| NGV19 | 1.06 | 0.46 |
| 6JU19/6AU19 | 1.05 | (0.03) |
| GCZ19 | 1.02 | 0.94 |
| 6JU19 | 0.79 | 0.04 |
| ZWZ19 | 0.69 | (0.08) |
| ZWZ19/ZCZ19 | 0.62 | (0.15) |
| SIZ19/HGZ19 | 0.56 | (0.55) |
| YMU19 | 0.52 | (0.09) |
| 6EU19/6AU19 | 0.49 | (0.10) |
| 6EU19/CLV19 | 0.45 | 0.72 |
| 6EU19 | 0.44 | (0.09) |
| GCZ19/6JU19 | 0.26 | 0.67 |
| GCZ19/SIZ19 | 0.24 | 0.87 |
| ESU19 | 0.14 | 0.31 |
| SIZ19 | 0.05 | (0.75) |
| ZCZ19 | 0.02 | 0.39 |
| CLV19 | (0.24) | (1.12) |
| NQU19 | (0.43) | (0.43) |
| ZBZ19/NQU19 | (0.49) | (0.84) |
| NQU19/ESU19 | (0.56) | (0.39) |
| ESU19/YMU19 | (0.74) | (0.01) |
| ZSX19 | (0.74) | 0.25 |
| ZSX19/ZCZ19 | (0.76) | 0.25 |
| NQU19/YMU19 | (0.84) | (0.36) |
| HGZ19 | (0.86) | 0.08 |
| ZSX19/ZWZ19 | (0.89) | 0.22 |
| ZBZ19 | (0.91) | (1.29) |
| ZBZ19/ESU19 | (0.92) | (1.30) |
| CLV19/NGV19 | (0.96) | (0.73) |
| 6AU19 | (1.17) | 0.17 |
| ZBZ19/6JU19 | (1.20) | (0.96) |