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第24周交易39次共76手,亏损-9.3K(-2.5,0.0,3.2,-16.2,6.3),-1.5%。原仓-12.3,新仓-4.7,交易7.7。YTD -$84.7K,-13.0%。现账户资金598.0K,马金96.8K,杠杆3.1,净仓1,波动率1.2%,风险正常。
本周为三重魔力日,纳闷为什么股市没有什么动静。原来是在等星期三Fed的决定,美联储为了对付通胀,决定今后将开始加息。股市期指,商品期货应声大跌。本周股市变化不利于原持仓,实际交易不多,不少交易还是因合约掉期而做。单边抄底黄金蒙受-4.3K的重大损失。由于杠杆不高,账户总的损失不算太大。因为换约的原因,本周原仓新仓交易盈亏额没能反应真实交易状况。
目前汇率,能源期货已无仓位,主要是因为锁利被清空,结果常常因此而失去后续巨大的利润。决定今后如果长期看好,将采取“留一手”的策略,不再清空仓位。
本周制作了一个视频还不错: Life at University of Teledo
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 |
-1.72 |
-4.9 |
-4.9 |
0.00% |
$74,805 |
$606 |
-4.11 |
0.81% |
17 |
6/18/2021 16:56 |
0 |
1 |
6BU21 |
0 |
-3.95 |
-3.95 |
0.00% |
$86,288 |
$536 |
-0.26 |
0.62% |
21 |
6/18/2021 16:50 |
0 |
2 |
6CU21 |
1.56 |
-6.04 |
-6.04 |
0.00% |
$80,245 |
$514 |
0.77 |
0.64% |
10 |
6/18/2021 11:30 |
0 |
3 |
6EU21 |
0.64 |
-5.55 |
-5.55 |
0.00% |
$148,575 |
$829 |
-1.86 |
0.56% |
17 |
6/18/2021 11:05 |
0 |
4 |
6JU21 |
0.33 |
-1.03 |
-3.18 |
0.00% |
$113,488 |
$535 |
-2.9 |
0.47% |
15 |
6/16/2021 20:23 |
0 |
5 |
CLQ21 |
0.81 |
1.31 |
5.38 |
0.00% |
$71,140 |
$1,684 |
5.01 |
2.37% |
17 |
6/10/2021 9:42 |
0 |
6 |
ESU21 |
0.46 |
-2.67 |
3.99 |
0.00% |
$207,088 |
$2,178 |
-0.33 |
1.05% |
14 |
6/1/2021 9:31 |
-3 |
7 |
GCQ21 |
-0.52 |
-1.4 |
-5.37 |
0.00% |
$176,390 |
$2,529 |
-0.64 |
1.43% |
22 |
6/17/2021 11:31 |
1 |
8 |
HGN21 |
-0.41 |
-4.36 |
-4.36 |
0.00% |
$103,050 |
$2,710 |
-0.45 |
2.63% |
13 |
6/18/2021 16:57 |
0 |
9 |
HOQ21 |
-1.26 |
1.33 |
3.59 |
0.00% |
$87,587 |
$1,932 |
4.13 |
2.21% |
15 |
6/1/2021 9:06 |
0 |
10 |
NGN21 |
-0.07 |
1.12 |
-3.71 |
0.00% |
$32,340 |
$805 |
4.87 |
2.49% |
19 |
5/24/2021 8:17 |
0 |
11 |
NQU21 |
1.09 |
1.7 |
3.8 |
0.00% |
$280,355 |
$4,284 |
0.18 |
1.53% |
21 |
6/1/2021 9:41 |
-1 |
12 |
RBQ21 |
0.92 |
1.47 |
4.13 |
0.00% |
$90,791 |
$2,004 |
3.23 |
2.21% |
17 |
6/4/2021 9:22 |
0 |
13 |
RSU21 |
2.26 |
-3.07 |
3.86 |
0.00% |
$111,255 |
$2,000 |
-0.5 |
1.80% |
18 |
4/29/2021 8:13 |
1 |
14 |
SIN21 |
-0.86 |
-1.04 |
-3.69 |
0.00% |
$129,225 |
$3,522 |
-0.35 |
2.73% |
17 |
6/17/2021 12:26 |
0 |
15 |
YMU21 |
-1.98 |
-4.77 |
-5.12 |
0.00% |
$165,355 |
$1,710 |
-2.47 |
1.03% |
14 |
5/13/2021 4:43 |
3 |
16 |
ZBU21 |
0.61 |
1.87 |
-4.36 |
0.00% |
$161,250 |
$1,068 |
4.33 |
0.66% |
19 |
5/13/2021 5:55 |
0 |
17 |
ZCN21 |
3.35 |
1.22 |
4.1 |
0.00% |
$32,888 |
$1,304 |
3.06 |
3.97% |
20 |
4/27/2021 6:15 |
-2 |
18 |
ZCU21 |
3.35 |
1.71 |
-4.49 |
0.00% |
$28,950 |
$1,178 |
1.93 |
4.07% |
16 |
5/16/2021 22:39 |
0 |
19 |
ZSN21 |
-1.18 |
2 |
-7.32 |
0.00% |
$69,863 |
$2,022 |
-0.78 |
2.89% |
12 |
6/17/2021 14:18 |
1 |
20 |
ZSU21 |
-1.18 |
2.13 |
-7.39 |
0.00% |
$65,975 |
$1,738 |
0.04 |
2.63% |
14 |
6/17/2021 14:18 |
0 |
21 |
ZWN21 |
-1.17 |
1.28 |
4.95 |
0.00% |
$33,100 |
$1,190 |
0.25 |
3.60% |
18 |
4/27/2021 6:30 |
1 |
22 |
ZWU21 |
-1.17 |
1.35 |
4.93 |
0.00% |
$33,225 |
$1,141 |
0.28 |
3.43% |
18 |
4/27/2021 6:30 |
0 |
23 |
6BU21-6AU21 |
0.7 |
2.12 |
3.85 |
11.82% |
$11,483 |
$534 |
4.4 |
0.71% |
22 |
5/12/2021 11:32 |
0 |
24 |
6CU21-6AU21 |
1.85 |
1.41 |
3.67 |
11.80% |
$5,440 |
$535 |
5.4 |
0.71% |
19 |
4/30/2021 13:51 |
0 |
25 |
6CU21-HGN21 |
0.21 |
4.03 |
-4.24 |
12.99% |
($22,805) |
$2,358 |
0.68 |
2.29% |
15 |
5/10/2021 2:02 |
0 |
26 |
6EU21-6AU21 |
1.21 |
-2.69 |
3.16 |
25.82% |
$73,770 |
$615 |
1.54 |
0.41% |
27 |
5/19/2021 9:51 |
0 |
27 |
6EU21-6BU21 |
0.54 |
-3.63 |
-3.63 |
13.21% |
$62,288 |
$720 |
-1.95 |
0.48% |
13 |
6/17/2021 20:11 |
0 |
28 |
6EU21-6CU21 |
0.19 |
-3.11 |
-3.85 |
12.81% |
$68,330 |
$723 |
-2.68 |
0.49% |
15 |
5/5/2021 12:06 |
0 |
29 |
ESU21-RSU21 |
-1.72 |
1.21 |
2.62 |
12.53% |
$95,833 |
$1,906 |
0.15 |
0.92% |
18 |
5/11/2021 1:45 |
-1 |
30 |
ESU21-YMU21 |
2.09 |
4.73 |
4.73 |
40.89% |
$41,733 |
$1,288 |
2.73 |
0.62% |
19 |
6/18/2021 10:42 |
-2 |
31 |
GCQ21-SIN21 |
0.69 |
1.49 |
3.91 |
43.49% |
$47,165 |
$1,990 |
-0.19 |
1.54% |
23 |
5/21/2021 12:14 |
0 |
32 |
HOQ21-CLQ21 |
-1.25 |
1.34 |
-3.56 |
53.21% |
$16,447 |
$904 |
-0.51 |
1.03% |
24 |
6/16/2021 9:02 |
0 |
33 |
NQU21-ESU21 |
2.64 |
2.34 |
-3.92 |
34.62% |
$73,268 |
$2,801 |
0.53 |
1.00% |
21 |
5/11/2021 8:21 |
0 |
34 |
NQU21-RSU21 |
-0.21 |
2.19 |
-3.43 |
14.58% |
$169,100 |
$3,659 |
0.49 |
1.31% |
17 |
5/4/2021 11:57 |
0 |
35 |
NQU21-YMU21 |
2.99 |
2.28 |
-3.88 |
12.66% |
$115,000 |
$3,742 |
1.34 |
1.33% |
21 |
5/11/2021 9:00 |
-1 |
36 |
RBQ21-CLQ21 |
0.75 |
1.62 |
-3.94 |
54.78% |
$19,651 |
$906 |
-2.16 |
1.00% |
27 |
6/16/2021 9:18 |
0 |
37 |
RBQ21-HOQ21 |
1.36 |
1.67 |
-2.33 |
57.09% |
$3,205 |
$860 |
-1.74 |
0.95% |
25 |
5/13/2021 2:31 |
0 |
38 |
YMU21-RSU21 |
-2.7 |
-2.08 |
6.01 |
7.90% |
$54,100 |
$1,842 |
-1.75 |
1.66% |
13 |
5/11/2021 8:29 |
0 |
39 |
ZBU21-6JU21 |
0.21 |
1.91 |
4.6 |
8.49% |
$47,763 |
$977 |
6.32 |
0.61% |
19 |
6/11/2021 4:59 |
0 |
40 |
ZSN21-ZCN21 |
-1.13 |
1.09 |
-4.79 |
30.74% |
$36,975 |
$1,400 |
-3.97 |
2.00% |
18 |
6/17/2021 14:18 |
0 |
41 |
ZSN21-ZWN21 |
-0.51 |
1.8 |
5.52 |
25.11% |
$36,763 |
$1,514 |
-1.24 |
2.17% |
14 |
5/12/2021 12:02 |
1 |
42 |
ZWN21-ZCN21 |
-2.17 |
1.96 |
-3.97 |
33.37% |
$213 |
$869 |
-4.24 |
2.64% |
11 |
5/4/2021 13:09 |
2 |
43 |
ZSU21-ZCU21 |
-1.13 |
-1 |
-7.09 |
35.27% |
$37,025 |
$1,125 |
-1.96 |
1.71% |
17 |
6/17/2021 14:18 |
0 |
44 |
ZSU21-ZWU21 |
-0.51 |
1.89 |
-7.32 |
25.83% |
$32,750 |
$1,289 |
-0.19 |
1.95% |
16 |
6/17/2021 14:18 |
0 |
45 |
ZWU21-ZCU21 |
-2.17 |
-1.11 |
-4.07 |
35.93% |
$4,275 |
$755 |
-2.58 |
2.61% |
21 |
5/6/2021 10:35 |
0 |
46 |
PTF |
0 |
-7.1 |
-7.1 |
0.00% |
$597,953 |
$7,010 |
-0.04 |
1.17% |
19 |
6/17/2021 16:38 |
1 |
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