帕努奇交易记第53周:0.9%, 年-24.1%

记录股民匹诺曹(Pinocchio)期货交易从亏损走向盈利的曲折过程。
打印 被阅读次数

   第53周交易25次共48手,盈利5.9K,0.9% (-2.1,5.4,2.6,0.0,0.0),若无交易10.4K。YTD -$206.2K,-24.1%。现账户资金650.5K,保证金266.1K,杠杆4.4,波动率2.9%,风险极高。

   本周股市又创新高,但罗素下跌,账户盈利主要来自于做空罗素与其它指数的背离。亏损来自做空白银与大豆。目前账户持有2手ES/RS,2手HO/RB多仓。与1手SI,1手NQ/YM,1手ES/ZB,2手NQ/ZB,5手ZS/ZW空仓。

   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
NQH21/YMH21 5.41 0.00 $105,250
NQH21/ESH21 4.79 0.00 $70,223
NQH21 4.61 0.02 $257,660
RSH21 4.56 0.01 $98,915
6BH21/6AH21 2.70 0.01 $8,441
6CH21/6AH21 2.32 0.01 $1,570
6BH21 2.31 0.01 $85,406
6CH21 1.93 0.01 $78,535
ZSH21 1.30 0.04 $65,500
ZSH21/ZWH21 1.24 0.03 $33,413
NGG21 1.15 0.01 $25,470
ZCH21 1.05 0.03 $24,288
SIH21 0.88 0.02 $132,625
SIH21/HGH21 0.87 0.01 $44,625
RBG21 0.79 0.01 $59,266
ESH21/YMH21 0.60 0.03 $35,028
ZBH21/YMH21 0.40 0.00 $20,559
ZSH21/ZCH21/2 0.26 0.04 $16,925
CLG21 0.22 0.01 $48,420
ZBH21/ESH21 0.21 0.02 ($14,469)
NQH21/RSH21/2 0.17 0.02 $59,830
ZBH21 0.04 0.02 $172,969
6JH21 0.02 0.00 $121,081
CLH21/CLG21 0.00 0.00 $120
HOH21/HOG21 0.00 0.00 $46
NGH21/NGG21 0.00 0.00 ($110)
RBH21/RBG21 0.00 0.00 $218
GCG21/HGH21 0.24 0.02 $102,160
HGH21 0.42 0.01 $88,000
ZWH21 0.60 0.01 $32,088
YMH21 0.68 0.03 $152,410
ZWH21/ZCH21 0.83 0.00 $7,800
GCG21 0.87 0.03 $190,160
GCG21/SIH21 0.92 0.02 $57,535
CLG21/NGG21 1.04 0.01 $22,950
6EH21 1.16 0.02 $152,919
HOG21/RBG21 1.36 0.01 $3,091
HOG21 1.53 0.00 $62,357
6JH21/6BH21 1.71 0.01 $35,675
6AH21 2.19 0.01 $76,965
ESH21 2.82 0.02 $187,438
ZBH21/NQH21 3.87 0.00 ($84,691)
ESH21/RSH21/2 4.65 0.01 ($10,393)
       
登录后才可评论.
Logo

Looks like your ad blocker is on.

×

We rely on ads to keep creating quality content for you to enjoy for free.

Please support our site by disabling your ad blocker.

Continue without supporting us

Choose your Ad Blocker

  • Adblock Plus
  • Adblock
  • Adguard
  • Ad Remover
  • Brave
  • Ghostery
  • uBlock Origin
  • uBlock
  • UltraBlock
  • Other
  1. In the extension bar, click the AdBlock Plus icon
  2. Click the large blue toggle for this website
  3. Click refresh
  1. In the extension bar, click the AdBlock icon
  2. Under "Pause on this site" click "Always"
  1. In the extension bar, click on the Adguard icon
  2. Click on the large green toggle for this website
  1. In the extension bar, click on the Ad Remover icon
  2. Click "Disable on This Website"
  1. In the extension bar, click on the orange lion icon
  2. Click the toggle on the top right, shifting from "Up" to "Down"
  1. In the extension bar, click on the Ghostery icon
  2. Click the "Anti-Tracking" shield so it says "Off"
  3. Click the "Ad-Blocking" stop sign so it says "Off"
  4. Refresh the page
  1. In the extension bar, click on the uBlock Origin icon
  2. Click on the big, blue power button
  3. Refresh the page
  1. In the extension bar, click on the uBlock icon
  2. Click on the big, blue power button
  3. Refresh the page
  1. In the extension bar, click on the UltraBlock icon
  2. Check the "Disable UltraBlock" checkbox
  1. Please disable your Ad Blocker
  2. Disable any DNS blocking tools such as AdGuardDNS or NextDNS

If the prompt is still appearing, please disable any tools or services you are using that block internet ads (e.g. DNS Servers).

Logo