第39周交易71次共128手。盈利9.4K,1.5% (-7.5,5.0,7.7,6.7,-2.5)。YTD -$204.6K,-23.9%。 现账户资金652.2K,保证金93.7K,杠杆1.4,波动率1.0%,风险正常。
本周股市纳指上涨,其它期指下跌,黄金白银暴跌。不少期货大起大落,交易机会明显增多。可惜自己没有把握住这个机会,所赚不多。赚钱主要来自做多期指与抄底白银。天然气在暴跌时割肉,虽然之后出现反弹。账户出逃了一半ZS/ZW空仓。账户目前持有4手HO/RB多仓与1手NQ/RS2,2手ZS/ZW空仓。风险正常。
以下是本周期货及配对组合相对值及变化情况。
期货/组合 | RV | 变化 | 市值 |
NQZ20/ESZ20 | 3.55 | 1.19 | $58,425 |
NQZ20/RSZ20/2 | 3.41 | 0.91 | $76,060 |
NQZ20 | 3.29 | 0.82 | $222,700 |
NQZ20/YMZ20 | 2.60 | 0.96 | $87,530 |
6BZ20/HOV20 | 1.96 | 0.60 | $32,490 |
ZBZ20/6JZ20 | 1.84 | 0.82 | $58,669 |
GCZ20/6JZ20 | 1.46 | 0.40 | $67,974 |
SIZ20 | 1.39 | 1.06 | $114,925 |
ZSX20 | 1.36 | 0.08 | $50,063 |
ZSX20/ZWZ20 | 1.35 | 0.13 | $22,863 |
6BZ20 | 1.30 | 0.35 | $79,719 |
NGV20 | 1.28 | 0.52 | $21,340 |
6BZ20/6AZ20 | 1.26 | 0.35 | $9,419 |
ZSX20/ZCZ20/2 | 1.18 | 0.36 | $13,563 |
CLX20 | 1.03 | 0.38 | $40,040 |
YMZ20 | 1.01 | 0.16 | $135,170 |
SIZ20/HGZ20 | 0.79 | 1.24 | $40,475 |
ZBZ20/ESZ20 | 0.78 | 1.04 | $12,850 |
ZBZ20 | 0.67 | 1.04 | $177,125 |
6CZ20/6AZ20 | 0.56 | 0.07 | $4,385 |
6CZ20 | 0.53 | 0.28 | $74,685 |
HGZ20 | 0.52 | 0.89 | $74,450 |
ESZ20/RSZ20/2 | 0.43 | 0.18 | $17,635 |
RBV20 | 0.40 | 0.26 | $51,022 |
RBV20/CLX20 | 0.22 | 0.30 | $10,982 |
ZBZ20/YMZ20 | 0.10 | 1.08 | $41,955 |
GCZ20 | 0.03 | 0.61 | $186,430 |
NGX20/NGV20 | 0.00 | 0.00 | $6,660 |
NGZ20/NGX20 | 0.00 | 0.00 | $4,690 |
RSZ20 | 0.47 | 0.19 | $73,320 |
ZWZ20/ZCZ20 | 0.47 | 0.64 | $8,950 |
6AZ20 | 0.51 | 0.17 | $70,300 |
ZCZ20 | 0.59 | 0.56 | $18,250 |
6EZ20 | 0.60 | 0.05 | $145,613 |
ZWZ20 | 0.78 | 0.55 | $27,200 |
CLX20/NGV20 | 0.93 | 0.39 | $18,700 |
HOX20/NGX20/2 | 1.06 | 0.45 | ($8,460) |
ESZ20/YMZ20 | 1.06 | 0.15 | $29,105 |
HOV20/RBV20 | 1.11 | 0.05 | ($3,793) |
HOX20/RBX20 | 1.11 | 0.05 | ($2,360) |
GCZ20/SIZ20 | 1.24 | 0.86 | $71,505 |
HOX20/CLX20 | 1.70 | 0.57 | $7,500 |
HOV20 | 1.73 | 0.58 | $47,229 |
ESZ20 | 1.93 | 0.26 | $164,275 |
6JZ20 | 1.94 | 0.11 | $118,456 |
ZBZ20/NQZ20 | 2.06 | 0.25 | ($45,575) |
6JZ20/6BZ20 | 2.64 | 0.16 | $38,738 |