帕努奇交易记第18周：-2.3%, 年-16.3%

   第18周交易37次共70手，亏损13.4K（-0.7，1.5，4.0，-4.1，-13.4），-2.3%。原仓-10.8，新仓0.5，交易-2.9，手续费$327。YTD -$105.8K，-16.3%。现账户资金576.8K，马金229.0K，杠杆6.9，净仓0，波动率1.7%，风险非常高。

   本周股市又创新高。亏损主要原因还是做空HG，并且还增加了一手。不过数周前决定将波动率控制在2%以下也避免了更大的亏损。现在虽然仅做配对交易，但由配对产生的对冲效应并非100%，杠杆达到7仍然非常危险。

   以下是目前所交易期货概况。

SID	Contract/Pair	RV	WV	WM	PE	MV	ATR	V%	WN	DateTime	Pos
0	6AM21	-2.46	2.6	-4.05	0.00%	$78,430	$705	0.90%	15	03/25/21 11:53	1
1	6BM21	0.46	2.2	3.67	0.00%	$87,456	$578	0.66%	12	04/19/21 23:10	2
2	6CM21	1.61	6.51	6.51	0.00%	$82,455	$520	0.63%	12	05/07/21 16:58	2
3	6EM21	0.6	2.8	5.68	0.00%	$152,150	$819	0.54%	13	04/20/21 03:45	-3
4	6JM21	1.19	1.98	-4.4	0.00%	$115,156	$602	0.52%	17	03/30/21 23:08	0
5	CLM21	-0.59	-1.3	-3.53	0.00%	$64,820	$2,126	3.28%	20	03/18/21 15:46	5
6	ESM21	1.52	2.45	7.55	0.00%	$211,338	$2,233	1.06%	15	04/16/21 15:50	-5
7	GCM21	0.55	3.05	3.37	0.00%	$183,200	$2,413	1.32%	17	04/08/21 10:45	0
8	HGN21	1.32	3.33	5.62	0.00%	$118,725	$2,344	1.97%	17	04/27/21 02:37	-2
9	HOM21	-1.5	-1.09	-4.19	0.00%	$84,445	$2,204	2.61%	20	03/18/21 15:37	-3
10	NGM21	0.87	1.07	-3.78	0.00%	$29,700	$748	2.52%	21	03/18/21 09:42	0
11	NQM21	-0.82	1.68	5.77	0.00%	$274,310	$4,951	1.80%	19	04/16/21 08:15	0
12	RBM21	1.48	-1.63	-4.1	0.00%	$89,531	$2,434	2.72%	20	03/18/21 15:37	-2
13	RSM21	1.06	1.43	4.13	0.00%	$113,365	$2,527	2.23%	17	03/15/21 05:49	3
14	SIN21	-1.79	2.33	-3.34	0.00%	$137,825	$3,373	2.45%	15	03/25/21 09:09	0
15	YMM21	-1.67	3.07	6.37	0.00%	$173,565	$1,709	0.98%	17	04/16/21 15:50	2
16	ZBM21	-1.04	-2.06	-4.43	0.00%	$158,000	$1,261	0.80%	17	03/18/21 07:34	0
17	ZCN21	3.53	1.8	8.14	0.00%	$36,550	$804	2.20%	17	04/27/21 06:15	-2
18	ZSN21	0.8	2.97	7.15	0.00%	$79,488	$1,393	1.75%	13	04/27/21 06:39	-2
19	ZWN21	-1.95	1.06	4.66	0.00%	$38,150	$912	2.39%	23	04/26/21 09:35	4
20	6BM21-6AM21	1.34	-1.95	-2.94	27.24%	$9,026	$513	0.65%	21	04/16/21 03:03	0
21	6CM21-6AM21	2.48	-1.49	4.18	29.90%	$4,025	$494	0.63%	19	04/30/21 14:58	0
22	6CM21-HGN21	-1.6	-3.26	-4	10.77%	($36,270)	$2,092	1.76%	21	04/27/21 02:37	2
23	6EM21-6AM21	1.44	2.02	3.42	29.09%	$73,720	$581	0.38%	19	04/07/21 10:44	-1
24	6EM21-6BM21	0.41	2.55	4.83	23.09%	$64,694	$630	0.41%	17	04/09/21 03:05	-2
25	6EM21-6CM21	0.15	2.01	-4.05	16.12%	$69,695	$687	0.45%	15	05/05/21 12:09	0
26	ESM21-RSM21	-0.28	2.95	5.17	27.90%	$97,973	$1,822	1.61%	13	04/13/21 12:48	-3
27	ESM21-YMM21	1.65	1.49	5.66	45.13%	$37,773	$1,225	0.58%	19	04/14/21 07:05	-2
28	GCM21-SIN21	1.7	1.75	4.86	43.08%	$45,375	$1,920	1.39%	27	03/25/21 09:07	0
29	HOM21-CLM21	-1.46	3.75	3.75	68.22%	$19,625	$700	0.83%	21	05/07/21 16:55	-3
30	NQM21-ESM21	0.54	-1.04	4.78	35.07%	$62,973	$3,214	1.17%	18	04/14/21 08:45	0
31	NQM21-RSM21	-1.3	-1.03	5.21	15.85%	$160,945	$4,166	1.52%	18	04/14/21 07:55	0
32	NQM21-YMM21	0.53	1.56	5.19	12.83%	$100,745	$4,315	1.57%	17	04/14/21 07:55	0
33	RBM21-CLM21	1.47	1.34	3.92	60.39%	$24,711	$964	1.08%	16	05/05/21 09:51	-2
34	RBM21-HOM21	1.93	-2.44	-3.19	60.24%	$5,086	$968	1.08%	18	04/27/21 06:42	0
35	YMM21-RSM21	-1.64	3.84	4.46	21.37%	$60,200	$1,987	1.75%	10	04/20/21 11:27	0
36	ZBM21-6JM21	-1.57	-2.36	3.17	11.97%	$42,844	$1,110	0.70%	23	03/25/21 09:39	0
37	ZSN21-ZCN21	0.79	1.93	3.97	30.87%	$42,938	$963	1.21%	21	04/22/21 12:24	0
38	ZSN21-ZWN21	1.32	1.74	-3.94	20.04%	$41,338	$1,114	1.40%	19	04/14/21 09:39	-2
39	ZWN21-ZCN21	-2.82	1.16	-4.62	25.54%	$1,600	$679	1.78%	22	05/04/21 13:09	2
40	PTF	0	-5.82	-7.48	0.00%	$576,833	$9,888	1.71%	15	04/22/21 09:01	1