帕努奇交易记第四周：-0.3%, 年-0.1%

  第四周交易75次共122手，亏损-2.1K，-0.3%（7.8，0.8，-1.9，-9.7，1.0），原仓-7.7，新仓0.0，交易5.2。YTD -0.4K，0.1%。现账户资金627.8K，杠杆3.01，净仓0，波动率1.26%（0.41%～1.53%），风险较高。

   本周股市大起大落。账户交易颇多，周初大赚，但周末收盘仍然亏损。主要是YM与RS的背离创下历史新高。目前账户持有1手RB-HO，1手ZW-ZC多仓。3手6C-6A，3手YM-RS，3手ZS-ZW空仓。净仓为0，风险较高。

   由于风险控制，本周股市大起大落时多对账户的冲击有限，交易基本上没有受到影响。倘若是持重仓，无论做空做多，本周都将会是惊心动魄一周。

   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
40	PTF	36.00	1.85	6.12	0.00	$627,752	$7,927	1.26%	1.26%	70.9	01/28 17:08	0
39	ZWH22-ZCH22	(0.81)	(1.18)	(6.39)	0.22	$7,550	$865	0.14%	2.20%	40	01/07 04:41	1
38	ZSH22-ZWH22	2.62	1.07	9.37	0.02	$34,225	$1,260	0.20%	1.71%	48	01/28 10:07	-3
37	ZSH22-ZCH22	2.83	1.08	11.42	0.28	$41,775	$924	0.15%	1.26%	49	12/28 06:47	0
36	ZBH22-6JH22	(2.47)	1.81	(4.38)	0.14	$47,338	$1,208	0.19%	0.78%	57	01/03 16:00	0
35	YMH22-RSH22	2.80	2.27	6.29	0.38	$75,000	$1,859	0.30%	1.90%	62	12/14 09:34	-3
34	RBH22-HOH22	(1.51)	1.65	(5.03)	0.60	($7,510)	$1,117	0.18%	0.97%	160	01/06 15:59	1
33	RBH22-CLH22	(0.85)	1.28	4.32	0.60	$19,726	$1,101	0.18%	1.03%	176	11/28 18:14	0
32	NQH22-YMH22	(0.41)	2.45	(5.74)	0.25	$115,725	$5,840	0.93%	2.02%	62	01/06 07:45	0
31	NQH22-RSH22	0.53	3.02	(6.00)	0.28	$190,725	$5,642	0.90%	1.96%	70	01/24 12:18	0
30	NQH22-ESH22	1.15	2.15	(5.83)	0.47	$67,618	$4,130	0.66%	1.43%	60	01/06 07:48	0
29	HOH22-CLH22	1.32	(3.15)	6.79	0.57	$27,236	$1,217	0.19%	1.06%	115	01/28 03:08	0
28	HGH22-SIH22	0.31	1.46	4.22	0.07	($4,250)	$2,494	0.40%	2.22%	79	01/27 09:20	0
27	GCJ22-SIH22	(0.21)	2.14	(5.74)	0.33	$66,780	$1,781	0.28%	1.58%	66	01/19 05:59	0
26	ESH22-YMH22	1.75	1.66	(6.24)	0.55	$48,108	$1,893	0.30%	0.86%	70	01/05 23:43	0
25	ESH22-RSH22	7.09	3.79	6.59	0.46	$123,108	$2,271	0.36%	1.03%	62	12/29 15:38	0
24	6EH22-6CH22	(0.83)	2.17	(5.68)	0.10	$61,178	$783	0.12%	0.56%	73	12/07 11:22	0
23	6EH22-6AH22	(1.47)	2.92	(4.97)	0.15	$69,478	$736	0.12%	0.53%	69	01/20 14:04	0
22	6CH22-6AH22	(0.59)	(1.27)	5.94	0.32	$8,300	$441	0.07%	0.63%	75	01/07 08:32	-3
21	6BH22-6CH22	(1.24)	(1.03)	(7.09)	0.12	$5,409	$486	0.08%	0.62%	84	12/08 10:00	0
20	6BH22-6AH22	(1.56)	(1.33)	(7.84)	0.29	$13,709	$461	0.07%	0.66%	86	12/09 01:40	0
19	ZWH22	(1.11)	1.62	5.85	787.25	$39,363	$1,111	0.18%	2.82%	49	01/20 01:47	4
18	ZSH22	2.88	(0.99)	8.04	1,471.75	$73,588	$1,287	0.21%	1.75%	60	12/28 06:47	-3
17	ZCH22	(0.20)	1.38	(4.68)	636.25	$31,813	$560	0.09%	1.76%	75	11/30 09:57	-1
16	ZBH22	(3.05)	1.97	(5.90)	155'270	$155,844	$1,399	0.22%	0.90%	57	01/04 11:44	0
15	YMH22	(2.98)	2.34	7.17	34,576.00	$172,880	$2,806	0.45%	1.62%	68	12/30 09:38	-3
14	SIH22	0.20	1.16	(5.77)	22.49	$112,450	$2,670	0.43%	2.37%	58	01/28 06:14	0
13	RSH22	(6.36)	2.16	5.73	1,957.60	$97,880	$2,987	0.48%	3.05%	80	12/28 10:04	3
12	RBH22	(1.01)	(1.69)	6.01	2.55	$107,016	$2,783	0.44%	2.60%	67	12/08 05:05	1
11	NQH22	(2.81)	1.78	(5.71)	14,430.25	$288,605	$7,835	1.25%	2.71%	68	01/24 12:18	0
10	NGH22	(1.82)	(2.26)	5.38	4.69	$46,900	$2,283	0.36%	4.87%	64	01/28 09:20	0
9	HOH22	1.59	(2.06)	6.41	2.73	$114,526	$2,825	0.45%	2.47%	66	12/23 15:51	-1
8	HGH22	1.08	(4.00)	5.20	4.33	$108,200	$2,398	0.38%	2.22%	61	01/12 08:53	0
7	GCJ22	(0.35)	1.06	6.01	1,792.30	$179,230	$1,947	0.31%	1.09%	66	12/17 08:37	0
6.0	ESH22	5.0	2.3	6.6	4,419.75	$220,988	$4,183	0.67%	1.89%	70	12/30 10:26	0
5	CLH22	(0.03)	(1.68)	5.76	87.29	$87,290	$2,628	0.42%	3.01%	60	12/23 15:25	0
4	6JH22	0.50	1.70	(5.92)	0.01	$108,506	$611	0.10%	0.56%	69	01/28 03:03	0
3	6EH22	(1.57)	1.44	(5.42)	1.12	$139,463	$870	0.14%	0.62%	63	01/28 03:42	0
2	6CH22	(1.54)	(0.98)	(5.60)	0.78	$78,285	$550	0.09%	0.70%	55	01/24 11:49	-3
1	6BH22	(1.72)	(1.38)	5.67	1.34	$83,694	$525	0.08%	0.63%	60	12/23 10:21	0
0	6AH22	0.17	1.22	5.97	0.70	$69,985	$647	0.10%	0.92%	55	12/09 01:40	3