第25周交易32次共60手。亏损-8.5K，-1.2% (-1.8, 1.1, -5.0, -0.6, -2.7)。YTD -$154.6K，-18.0%。 现账户资金702.2K，保证金215.8K，杠杆2.9，波动率2.1%。风险非常高。
本周股市暴涨，纳指几近又创新高。正值期指合约到期，逼空迹象明显，账户因此重仓做空纳指与其它期指的配对组合。目前持有1手HO/RB，2手NG多仓，另有2手NQ/ES，1手NQ/RS, 2手NQ/YM与3手ZS/ZW空仓。风险非常高。
以下是本周期货及配对组合相对值变化情况。
| 期货/组合 | RV | 变化 | 市值 |
| NQU20/ESU20 | 4.76 | 0.81 | $45,613 |
| NQU20 | 4.31 | 0.77 | $198,500 |
| NQU20/RSU20/2 | 4.14 | 0.10 | $58,140 |
| NQU20/YMU20 | 3.68 | 0.92 | $70,935 |
| GCQ20/6JU20 | 2.85 | 0.05 | $58,533 |
| ZBU20/6JU20 | 2.62 | 0.37 | $60,350 |
| 6BU20/HON20 | 2.50 | 0.08 | $26,655 |
| NGN20 | 1.97 | 0.10 | $16,680 |
| 6BU20 | 1.69 | 0.12 | $77,219 |
| 6BU20/6AU20 | 1.54 | 0.24 | $8,869 |
| RBN20 | 1.42 | 0.50 | $53,004 |
| ZBU20/ESU20 | 1.20 | 0.38 | $24,550 |
| GCQ20 | 1.19 | 0.21 | $175,620 |
| RBN20/CLQ20 | 1.14 | 0.48 | $13,504 |
| ZBU20 | 1.10 | 0.36 | $177,438 |
| CLQ20 | 1.10 | 0.11 | $39,500 |
| YMU20 | 0.88 | 0.18 | $127,565 |
| 6CU20 | 0.69 | 0.41 | $73,530 |
| SIN20 | 0.68 | 0.07 | $89,125 |
| ZBU20/YMU20 | 0.58 | 0.44 | $49,873 |
| 6CU20/6AU20 | 0.49 | 0.46 | $5,180 |
| ESU20/RSU20/2 | 0.48 | 0.64 | $12,528 |
| HGN20 | 0.42 | 0.01 | $65,163 |
| ZSN20/ZCN20/2 | 0.31 | 0.09 | $10,513 |
| ZSN20/ZWN20 | 0.27 | 0.04 | $19,713 |
| ZSN20 | 0.11 | 0.04 | $43,788 |
| NGQ20/NGN20 | 0.00 | 0.00 | $800 |
| GCQ20/SIN20 | 0.27 | 0.11 | $86,495 |
| ZWN20/ZCN20 | 0.31 | 0.21 | $7,438 |
| 6AU20 | 0.38 | 0.42 | $68,350 |
| ZCN20 | 0.44 | 0.12 | $16,638 |
| 6EU20 | 0.44 | 0.02 | $139,988 |
| ZWN20 | 0.53 | 0.20 | $24,075 |
| RSU20 | 0.54 | 0.63 | $70,180 |
| ESU20/YMU20 | 0.88 | 0.18 | $25,323 |
| CLQ20/NGQ20 | 1.53 | 0.13 | $22,020 |
| HON20/NGN20 | 2.01 | 0.10 | $33,884 |
| HON20/RBN20 | 2.14 | 0.42 | ($2,440) |
| HON20/CLQ20 | 2.15 | 0.00 | $11,064 |
| HON20 | 2.23 | 0.01 | $50,564 |
| ZBU20/NQU20 | 2.37 | 0.28 | ($21,063) |
| ESU20 | 2.50 | 0.48 | $152,888 |
| 6JU20 | 2.68 | 0.16 | $117,088 |
