帕努奇交易记第49周：-2.9%, 年-13.0%

  第49周交易22次共32手，亏损18.5K（-7.8，-6.5，2.3,  3.0，-9.5），-2.9%。原仓-13.3，新仓-6.7，交易1.8。YTD -$84.9K，-13.0%。现账户资金609.2K，杠杆3.58，净仓1，波动率1.66%（1.00%～1.66%），风险极高。

   新变种病毒似乎影响不大，本周股市暴涨，给账户造成10个月以来的最大损失。亏损主要来自做空股市与做多天然气。由于市场变化不利，未能实现减仓，交易次数很少。目前账户持有1手NG多仓和3手ES-RS，3手ES-YM，2手YM-RS空仓。由于更换合约尚未完成，1.66%的波动率也是近10个月以来的最大值。风险极高。

   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	6AH22	2.34	1.84	7.4	0.00	$71,755	$522	1	0.73%	56	12/9/2021 1:40	0
1	6BH22	-3.48	2.13	-6.63	0.00	$82,856	$500	1	0.60%	59	11/5/2021 6:49	0
2	6CH22	-1.18	-1.43	6.01	0.00	$78,590	$448	1	0.57%	61	12/7/2021 10:51	0
3	6EH22	0.31	1.68	-9.59	0.00	$141,794	$788	1	0.56%	63	11/16/2021 22:42	0
4	6JH22	1.59	1.71	5.34	0.00	$110,356	$649	1	0.59%	61	11/26/2021 3:23	0
5	CLF22	-1.69	1.4	5.33	0.00	$71,960	$2,773	1	3.85%	66	12/7/2021 11:03	0
6	ESZ21	6.41	1.55	6.38	0.00	$235,613	$2,647	1	1.12%	71	12/8/2021 6:55	-3
7	ESH22	6.41	1.58	6.49	0.00	$235,238	$2,595	1	1.10%	73	12/8/2021 6:55	-3
8	GCG22	-1.92	1.81	-7.6	0.00	$178,310	$2,257	1	1.27%	58	11/23/2021 11:58	0
9	HGH22	-0.43	-1.95	7.57	0.00	$107,350	$2,912	1	2.71%	59	10/15/2021 9:22	0
10	HOF22	3.5	1.12	-8.65	0.00	$94,966	$3,056	1	3.22%	68	11/26/2021 13:44	0
11	NGF22	-3.71	1.38	-6.16	0.00	$38,880	$3,334	1	8.58%	57	11/30/2021 11:03	1
12	NQH22	-2.28	1.53	7.08	0.00	$326,480	$4,843	1	1.48%	63	10/20/2021 10:33	0
13	RBF22	-1.05	1.33	5.4	0.00	$89,985	$3,128	1	3.48%	72	12/8/2021 5:10	0
14	RSZ21	-4.99	-2.05	7.59	0.00	$110,505	$2,300	1	2.08%	67	11/4/2021 10:16	2
15	RSH22	-4.99	-2.19	8.11	0.00	$110,365	$2,137	1	1.94%	69	11/4/2021 10:12	3
16	SIH22	-1.04	1.46	-5.93	0.00	$111,075	$2,834	1	2.55%	67	11/23/2021 11:30	0
17	YMZ21	-6.25	1.35	6.18	0.00	$179,905	$1,975	1	1.10%	77	10/17/2021 18:07	1
18	YMH22	-6.25	1.42	6.57	0.00	$179,440	$1,834	1	1.02%	80	10/17/2021 20:43	0
19	ZBH22	-2.89	-1.2	5.58	0.00	$161,313	$1,355	1	0.84%	49	10/28/2021 9:34	0
20	ZCH22	0.83	-1.16	4.88	0.00	$29,525	$584	1	1.98%	56	10/19/2021 10:42	0
21	ZSF22	-0.03	2.32	-6.9	0.00	$63,413	$1,144	1	1.80%	58	11/9/2021 11:43	0
22	ZWH22	0.24	1.96	5.84	0.00	$39,188	$1,010	1	2.58%	55	11/11/2021 10:38	0
23	6BH22-6AH22	-4.05	1.32	-6.48	(0.07)	$11,101	$558	1	0.78%	67	12/9/2021 1:40	0
24	6BH22-6CH22	-2.85	3.25	-5.95	(0.16)	$4,266	$579	1	0.70%	59	12/8/2021 10:00	0
25	6CH22-6AH22	-2.21	-2.56	5.38	0.12	$6,835	$461	1	0.64%	99	12/3/2021 11:01	0
26	6CH22-HGH22	0.3	1.37	-7.67	0.06	($28,760)	$2,730	1	2.54%	61	10/15/2021 9:22	0
27	6EH22-6AH22	-0.36	1.42	-5.81	0.01	$70,039	$783	1	0.55%	69	11/16/2021 22:42	0
28	6EH22-6CH22	0.8	1.99	-6.69	(0.03)	$63,204	$813	1	0.57%	61	11/16/2021 22:42	0
29	ESZ21-RSZ21	5.8	5.81	6.15	0.37	$125,108	$1,669	1	0.71%	54	10/15/2021 16:43	-1
30	ESZ21-YMZ21	5.15	1.37	7.39	0.54	$55,708	$1,219	1	0.52%	62	11/22/2021 10:35	-2
31	ESH22-RSH22	5.8	4.98	6.26	0.25	$124,873	$1,946	1	0.83%	81	10/17/2021 18:09	-2
32	ESH22-YMH22	5.15	1.48	5.98	0.38	$55,798	$1,597	1	0.68%	107	11/22/2021 10:42	-1
33	GCG22-SIH22	0.82	-1.27	-4.51	0.31	$67,235	$1,942	1	1.75%	72	10/19/2021 10:19	0
34	HOF22-CLF22	3.26	-1.46	5.2	0.60	$23,006	$1,237	1	1.30%	88	12/9/2021 10:32	0
35	NQH22-ESH22	3.63	1.18	5.93	0.38	$91,243	$3,015	1	0.92%	71	12/8/2021 6:46	0
36	NQH22-RSH22	0.5	1.6	7.33	0.14	$216,115	$4,180	1	1.28%	69	11/22/2021 9:50	0
37	NQH22-YMH22	3.59	1.24	7	0.13	$147,040	$4,225	1	1.29%	61	11/22/2021 10:16	0
38	RBF22-CLF22	-0.47	-1.66	5.04	0.57	$18,025	$1,348	1	1.50%	86	12/9/2021 10:34	0
39	RBF22-HOF22	-2.46	1.48	-3.41	0.65	($4,981)	$1,098	1	1.22%	141	10/12/2021 1:50	0
40	YMZ21-RSZ21	-0.45	6.82	6.82	0.34	$69,400	$1,518	1	1.37%	57	12/10/2021 16:48	-1
41	YMH22-RSH22	-0.45	5.97	5.97	0.18	$69,075	$1,751	1	1.59%	86	12/10/2021 16:48	-1
42	ZBH22-6JH22	-3.08	-1.04	6.81	0.11	$50,956	$1,200	1	0.74%	55	10/15/2021 8:30	0
43	ZSF22-ZCH22	-0.05	2.78	-6.76	0.29	$33,888	$817	1	1.29%	64	11/9/2021 8:00	0
44	ZSF22-ZWH22	-0.13	-1.14	-5.87	0.12	$24,225	$1,010	1	1.59%	63	11/9/2021 4:03	0
45	ZWH22-ZCH22	-0.11	2.63	-7.06	0.32	$9,663	$684	1	1.74%	71	12/10/2021 1:41	0
46	PTF	46.13	-4.69	-7.54	0.00	$609,209	$10,113	1	1.66%	58	11/19/2021 12:11	1