第52周交易14次共28手，盈利0.9K，0.1% (9.5，-5.4，-5.1，1.0，0.0)，若无交易-8.4K。YTD -$212.1K，-24.8%。现账户资金644.6K，保证金234.1K，杠杆5.5，波动率3.0%，风险极高。
本周股市小跌，但罗素继续上涨，与其它指数的背离继续扩大。账户由于已满仓，因此交易不多，只有卖出一部分仓位才能再进仓。目前账户持有5手ES/RS，1手GC/SI，1手NG多仓。与1手HG，1手NQ/YM，1手ES/ZB，1手NQ/ZB，4手ZS/ZW空仓。与上周相比减少了一部分空仓，风险稍有降低。
近期的亏损主要来自做空罗素与其它指数的背离，这是近20年来罗素与标普的背离图
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 | 涨跌 |
| NQH21/YMH21 | 6.29 | 0.44 | $103,550 | ($100) |
| RSH21 | 5.58 | 0.66 | $100,080 | $780 |
| NQH21 | 5.42 | 0.52 | $254,060 | ($970) |
| NQH21/ESH21 | 5.28 | 0.25 | $69,410 | $243 |
| 6BH21/6AH21 | 2.94 | 0.37 | $8,653 | $299 |
| 6BH21 | 2.52 | 0.34 | $84,713 | $44 |
| 6CH21/6AH21 | 2.41 | 0.27 | $1,955 | ($10) |
| 6CH21 | 1.76 | 0.28 | $78,015 | ($265) |
| NGG21 | 1.28 | 0.01 | $25,310 | ($1,640) |
| ZSH21 | 1.19 | 0.18 | $63,238 | $2,100 |
| RBG21 | 1.09 | 0.10 | $57,645 | ($806) |
| ZSH21/ZWH21 | 0.98 | 0.13 | $31,850 | $1,125 |
| SIH21 | 0.96 | 0.10 | $129,725 | ($300) |
| SIH21/HGH21 | 0.74 | 0.19 | $40,438 | $1,475 |
| ZBH21/YMH21 | 0.73 | 0.04 | $22,334 | $1,526 |
| ESH21/YMH21 | 0.64 | 0.14 | $34,140 | ($343) |
| ZBH21/ESH21 | 0.55 | 0.07 | ($11,806) | $1,869 |
| ZCH21 | 0.55 | 0.08 | $22,525 | $650 |
| ZSH21/ZCH21/2 | 0.46 | 0.07 | $18,188 | $800 |
| ZBH21 | 0.34 | 0.03 | $172,844 | $656 |
| 6JH21 | 0.25 | 0.03 | $120,713 | ($494) |
| NQH21/RSH21/2 | 0.02 | 0.10 | $53,900 | ($2,530) |
| CLG21 | 0.01 | 0.09 | $48,300 | ($950) |
| CLH21/CLG21 | 0.00 | 0.00 | $120 | $20 |
| NGH21/NGG21 | 0.00 | 0.00 | ($160) | $50 |
| HGH21 | 0.03 | 0.23 | $89,288 | ($1,775) |
| ZWH21 | 0.08 | 0.06 | $31,388 | $975 |
| ZWH21/ZCH21 | 0.24 | 0.02 | $8,863 | $325 |
| GCG21/HGH21 | 0.65 | 0.08 | $98,973 | $1,285 |
| YMH21 | 0.74 | 0.13 | $150,510 | ($870) |
| GCG21/SIH21 | 1.03 | 0.11 | $58,535 | ($190) |
| GCG21 | 1.09 | 0.14 | $188,260 | ($490) |
| CLG21/NGG21 | 1.22 | 0.03 | $22,990 | $690 |
| HOG21 | 1.33 | 0.10 | $62,668 | ($840) |
| 6EH21 | 1.38 | 0.38 | $152,650 | ($969) |
| HOG21/RBG21 | 1.51 | 0.03 | $5,023 | ($34) |
| 6JH21/6BH21 | 1.68 | 0.28 | $36,000 | ($537) |
| 6AH21 | 2.35 | 0.24 | $76,060 | ($255) |
| ESH21 | 3.57 | 0.53 | $184,650 | ($1,213) |
| ZBH21/NQH21 | 4.27 | 0.41 | ($81,216) | $1,626 |
| ESH21/RSH21/2 | 5.69 | 0.67 | ($15,510) | ($2,773) |
