帕努奇交易记第27周：-0.1%, 年-13.1%

   第27周交易28次共51手，亏损-0.4K（0.0，-2.0，-1.2，3.0，-0.1），-0.1%。原仓1.1，新仓0.0，交易-1.2。YTD -$84.9K，-13.1%。现账户资金597.7K，马金138.6K，杠杆3.9，净仓-1，波动率1.4%，风险很高。

   本周股市标普与納指继续上涨，但势头已减弱。原仓位本应盈利1.1K，但黄金与白银的配对仓位仅赚0.4K就抛掉了，原本能盈利4K以上。标普与罗素的背离创历史新高，因此账户增加了一手ES-RS空仓。净仓-1实为为一手YM空仓，最近股市实在是上涨太多，但做空一个RV为-3.52的期指实为失策。

   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
0	6AU21	0.15	1.39	-4.93	0.00%	$74,945	$602	-6.01	0.80%	15	6/18/2021 16:56	0
1	6BU21	-1.74	1.89	-3.94	0.00%	$86,938	$549	-1.03	0.63%	18	6/20/2021 23:48	0
2	6CU21	0.18	1.65	-5.66	0.00%	$80,355	$559	-3.86	0.70%	11	6/21/2021 3:23	0
3	6EU21	0.05	1.51	-5.83	0.00%	$148,644	$799	-4.78	0.54%	17	6/20/2021 23:48	0
4	6JU21	1.88	-1.36	3.98	0.00%	$113,563	$545	-2.96	0.48%	16	7/8/2021 10:40	0
5	CLQ21	-0.75	2.1	6.17	0.00%	$74,630	$1,838	5.24	2.46%	13	6/16/2021 11:32	0
6	ESU21	3.07	1.9	5.23	0.00%	$218,100	$2,154	3.32	0.99%	11	7/7/2021 14:04	-4
7	GCQ21	-2.32	2.75	-4.12	0.00%	$180,860	$2,466	-1.07	1.36%	19	6/17/2021 11:31	0
8	HGU21	0.53	1.27	-4.74	0.00%	$108,550	$2,638	-4.02	2.43%	20	6/21/2021 3:25	0
9	HOQ21	1.76	2.2	4.15	0.00%	$90,413	$2,120	2.39	2.35%	12	6/10/2021 9:42	3
10	NGQ21	-1.59	2.06	6.06	0.00%	$36,750	$1,057	6.21	2.88%	16	6/29/2021 10:55	0
11	NQU21	-0.3	1.4	4.65	0.00%	$296,285	$3,932	5.65	1.33%	19	7/7/2021 9:30	-1
12	RBQ21	0.24	2.39	3.67	0.00%	$96,016	$2,255	2.46	2.35%	17	6/4/2021 9:22	-3
13	RSU21	-1.78	2.13	-3.56	0.00%	$113,790	$2,022	0.17	1.78%	19	7/8/2021 9:48	2
14	SIU21	-0.06	-1.71	-4.14	0.00%	$130,925	$3,136	-2.38	2.40%	18	6/17/2021 12:26	0
15	YMU21	-3.52	2.03	-4.82	0.00%	$173,800	$1,861	0.42	1.07%	11	6/20/2021 23:38	2
16	ZBU21	-0.3	-2.14	5.42	0.00%	$162,500	$1,170	5.34	0.72%	12	7/8/2021 6:56	0
17	ZCU21	-0.06	-3.98	-3.98	0.00%	$26,313	$1,309	-4.7	4.98%	14	7/9/2021 12:32	0
18	ZSU21	0.42	1.12	-6.28	0.00%	$66,825	$2,044	-3.12	3.06%	14	6/17/2021 14:18	0
19	ZWU21	-0.4	-3.75	-3.75	0.00%	$30,750	$1,122	-6.43	3.65%	16	7/9/2021 12:39	0
20	6BU21-6AU21	-1.52	2.8	4.04	23.00%	$11,993	$463	6.6	0.62%	18	5/12/2021 11:32	0
21	6CU21-6AU21	-0.06	1.28	4.03	24.06%	$5,410	$457	3.19	0.61%	21	5/13/2021 7:28	0
22	6CU21-HGU21	-0.5	-1.4	4.22	9.31%	($28,195)	$2,393	3.53	2.20%	18	6/21/2021 3:25	0
23	6EU21-6AU21	0	-1.1	3.53	31.10%	$73,699	$550	-0.36	0.37%	21	5/19/2021 9:51	0
24	6EU21-6BU21	0.57	-1.12	-3.2	21.44%	$61,706	$627	-5.19	0.42%	16	6/23/2021 3:18	0
25	6EU21-6CU21	-0.03	-1.06	3.53	21.08%	$68,289	$630	-2.63	0.42%	18	5/19/2021 10:29	0
26	ESU21-RSU21	1.79	-1.15	6.08	19.33%	$104,310	$1,738	3.92	0.80%	21	7/7/2021 14:51	-2
27	ESU21-YMU21	3.38	-1.18	5.5	48.58%	$44,300	$1,108	5.74	0.51%	24	6/18/2021 10:42	-2
28	GCQ21-SIU21	-0.31	3.12	4.31	41.88%	$49,935	$1,823	2.65	1.39%	22	5/21/2021 12:18	0
29	HOQ21-CLQ21	1.6	1.29	-3.21	52.84%	$15,783	$1,000	-4.57	1.11%	24	6/16/2021 9:02	0
30	NQU21-ESU21	2.5	-1.39	3.77	34.56%	$78,185	$2,573	5.85	0.87%	22	6/14/2021 21:19	0
31	NQU21-RSU21	0.7	-1.12	6.46	12.14%	$182,495	$3,454	6.33	1.17%	18	7/7/2021 10:23	0
32	NQU21-YMU21	2.88	-1.39	4.2	13.26%	$122,485	$3,410	6.28	1.15%	22	6/15/2021 9:54	-1
33	RBQ21-CLQ21	0.39	2.23	3.25	49.63%	$21,386	$1,136	-3.6	1.18%	19	6/25/2021 9:18	0
34	RBQ21-HOQ21	-0.63	2.12	3.96	62.79%	$5,603	$839	0.58	0.87%	25	6/24/2021 13:49	-3
35	YMU21-RSU21	-0.95	-1.27	4.83	20.91%	$60,010	$1,599	0.28	1.41%	21	7/8/2021 9:53	0
36	ZBU21-6JU21	-1.49	-2.05	4.26	9.79%	$48,938	$1,056	7.45	0.65%	16	6/11/2021 4:59	0
37	ZSU21-ZCU21	0.42	2.18	-6.81	37.02%	$40,513	$1,287	-0.17	1.93%	14	6/17/2021 14:18	0
38	ZSU21-ZWU21	0.48	1.35	-6.63	28.64%	$36,075	$1,459	0.57	2.18%	12	6/17/2021 14:18	0
39	ZWU21-ZCU21	-0.3	2.31	-4.02	41.62%	$4,438	$764	-1.39	2.91%	23	7/1/2021 6:55	0
40	PTF	0	-1.23	-6.73	0.00%	$597,694	$8,299	0.32	1.39%	17	7/7/2021 15:04	-1