2014 (52)
2015 (56)
2016 (50)
2017 (48)
2018 (52)
2019 (52)
2020 (53)
2021 (52)
第二周交易8次共13手,亏损-11.6K,-1.9% (4.0,-22.4,13.7,-27.9,21.0),若无交易-20.3K。YTD -$60.6K,-9.3%。现账户资金589.9K,保证金222.4K,杠杆4.4,波动率3.4%,风险超高。
本周股市下跌。但在拜登的1.9万亿美元的刺激经济计划影响下,罗素继续上涨,账户因此而亏损。目前账户持有4手ES/RS,1手NQ/RS,1手HO/RB多仓。与1手ES/ZB,1手NQ/ZB,5手ZS/ZW空仓。
以下是本周期货及配对组合相对值及变化情况。
期货/组合 | RV | 变化 | 市值 |
RSH21 | 6.69 | 0.03 | $105,635 |
NQH21/YMH21 | 6.17 | 0.01 | $102,050 |
NQH21 | 4.94 | 0.01 | $255,200 |
NQH21/ESH21 | 4.71 | 0.00 | $67,875 |
6BH21/6AH21 | 3.23 | 0.01 | $7,889 |
6CH21/6AH21 | 2.85 | 0.01 | $1,470 |
6BH21 | 2.69 | 0.01 | $84,944 |
6CH21 | 2.22 | 0.00 | $78,525 |
ZCH21 | 2.02 | 0.01 | $26,538 |
NGG21 | 1.60 | 0.01 | $27,540 |
RBG21 | 1.17 | 0.01 | $63,718 |
ESH21/YMH21 | 1.09 | 0.02 | $34,175 |
6JH21 | 1.01 | 0.01 | $120,400 |
ZSH21 | 0.91 | 0.01 | $70,738 |
ZSH21/ZWH21 | 0.84 | 0.01 | $36,988 |
ZBH21/YMH21 | 0.42 | 0.00 | $16,006 |
CLG21 | 0.36 | 0.00 | $52,060 |
GCG21/SIH21 | 0.15 | 0.00 | $58,670 |
ZBH21/ESH21 | 0.01 | 0.01 | ($18,169) |
CLH21/CLG21 | 0.00 | 0.00 | $60 |
HOH21/HOG21 | 0.00 | 0.00 | $46 |
NGH21/NGG21 | 0.00 | 0.00 | ($450) |
RBH21/RBG21 | 0.00 | 0.00 | $0 |
SIH21/HGH21 | 0.04 | 0.01 | $34,200 |
GCG21/HGH21 | 0.13 | 0.02 | $92,870 |
ZBH21 | 0.19 | 0.01 | $169,156 |
SIH21 | 0.27 | 0.00 | $124,150 |
ZWH21 | 0.32 | 0.01 | $33,750 |
HGH21 | 0.33 | 0.01 | $89,950 |
ZSH21/ZCH21/2 | 0.51 | 0.01 | $17,663 |
GCG21 | 0.60 | 0.01 | $182,820 |
ZWH21/ZCH21 | 0.91 | 0.01 | $7,213 |
YMH21 | 1.12 | 0.02 | $153,150 |
6JH21/6BH21 | 1.15 | 0.01 | $35,456 |
NQH21/RSH21/2 | 1.31 | 0.03 | $43,930 |
CLG21/NGG21 | 1.43 | 0.01 | $24,520 |
6EH21 | 1.79 | 0.00 | $151,119 |
HOG21/RBG21 | 1.91 | 0.02 | $2,911 |
HOG21 | 2.05 | 0.01 | $66,629 |
6AH21 | 2.73 | 0.02 | $77,055 |
ESH21 | 3.31 | 0.01 | $187,325 |
ZBH21/NQH21 | 4.39 | 0.00 | ($86,044) |
ESH21/RSH21/2 | 6.78 | 0.03 | ($23,945) |