第11周交易61次共111手，盈利30.2K（7.6，13.7，-0.9，-5.0，14.8），5.3%。原仓27.1，新仓0，交易3.6，手续费$606。YTD -$78.7K，-12.1%。现账户资金603.9K，保证金175.4K，杠杆4.0，波动率1.8%，风险较高。
本周股市在创新高后下跌，账户得以顺利减仓。目前账户持有3手NG，2手ZB，1手ES/RS，2手ES/YM，1手NQ/RS，1手ZB/ES，1手ZB/YM多仓与1手RB/HO，2手ZS/ZW空仓。
上周账户已接近满仓，一订单甚至被卷商以马金超标而拒绝执行。卷商只注意杠杆，不管你是否对冲。本周执行了减仓计划，风险已大大降低。已决定，今后如果组合后的风险大于原有期货的风险，将不再作为交易对象。已严重亏损的ZB/ES，ZB/YM仓位将尽快割掉。配对的目的本来就是为了降低风险，虽然不可能做到完全中性（不同的期货），但用相关的期货对冲可以降低风险，用不相关的期货对冲则有可能增加风险。以下是一些有效的期货配对降低风险的例子
| CL C-F | -80.16% |
| RB C-F | -75.88% |
| HO C-F | -75.79% |
| NG C-F | -75.07% |
| ES-YM | -62.81% |
| ES-NQ | -53.14% |
| CL-HO | -49.55% |
| CL-RB | -48.19% |
| HO-RB | -47.78% |
| NQ-YM | -41.14% |
| RS-YM | -38.42% |
| ES-RS | -36.76% |
| GC-SI | -36.05% |
| ZC-ZW | -24.71% |
| ZC-ZS | -22.26% |
| 6A-6C | -21.88% |
| NQ-RS | -21.73% |
| 6B-6E | -15.15% |
| 6C-6E | -13.89% |
| 6A-6E | -13.37% |
| 6A-6B | -11.04% |
| 6C-HG | -11.03% |
| 6J-ZB | -6.75% |
| ZS-ZW | -6.67% |
下面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 |
| RSM21 | 4.46 | 1.04 | $114,070 |
| 6BM21-6AM21 | 2.79 | 0.23 | $9,205 |
| NQM21-YMM21 | 2.73 | 0.83 | $94,070 |
| NQM21 | 2.67 | 0.20 | $256,620 |
| 6CM21-6AM21 | 2.59 | 0.25 | $2,550 |
| 6BM21 | 2.23 | 0.42 | $86,650 |
| 6CM21 | 2.02 | 0.04 | $79,995 |
| NQM21-ESM21 | 1.73 | 0.42 | $61,770 |
| ZCK21 | 1.68 | 0.58 | $27,838 |
| ZSK21-ZWK21 | 1.51 | 0.77 | $39,500 |
| RBJ21-HOJ21 | 1.45 | 0.91 | $4,872 |
| ZSK21 | 1.28 | 0.56 | $70,825 |
| ZSK21-ZCK21 | 1.23 | 0.54 | $42,988 |
| NGJ21 | 0.95 | 0.06 | $25,450 |
| RBJ21 | 0.67 | 1.29 | $81,480 |
| CLK21 | 0.56 | 0.59 | $61,480 |
| RBJ21-CLK21 | 0.55 | 1.29 | $20,000 |
| 6JM21 | 0.46 | 0.67 | $114,894 |
| YMM21 | 0.34 | 0.69 | $162,550 |
| NQM21-RSM21 | 0.04 | 0.37 | $142,550 |
| SIK21 | 0.03 | 0.13 | $131,600 |
| CLK21-CLM21 | 0.00 | 0.00 | $120 |
| HOJ21-HOK21 | 0.00 | 0.00 | ($13) |
| NGJ21-NGK21 | 0.00 | 0.00 | ($310) |
| RBJ21-RBK21 | 0.00 | 0.00 | $4 |
| GCJ21 | 0.01 | 0.47 | $174,410 |
| GCJ21-SIK21 | 0.03 | 0.04 | $42,810 |
| HGK21 | 0.09 | 0.38 | $102,575 |
| 6CM21-HGK21 | 0.15 | 0.39 | ($22,580) |
| ESM21-YMM21 | 0.16 | 0.73 | $32,300 |
| 6EM21-6AM21 | 0.56 | 0.56 | $71,643 |
| ZBM21-ESM21 | 0.72 | 0.86 | ($40,538) |
| ZBM21 | 0.89 | 0.88 | $154,313 |
| ZBM21-6JM21 | 0.95 | 0.15 | $39,419 |
| ZBM21-YMM21 | 1.04 | 1.21 | ($8,238) |
| ZWK21 | 1.42 | 0.95 | $31,325 |
| 6EM21 | 1.62 | 0.49 | $149,088 |
| ZWK21-ZCK21 | 1.74 | 0.99 | $3,488 |
| HOJ21-CLK21 | 1.87 | 0.31 | $15,128 |
| 6EM21-6BM21 | 1.88 | 0.51 | $62,438 |
| HOJ21 | 1.91 | 0.29 | $76,608 |
| 6EM21-6CM21 | 2.06 | 0.47 | $69,093 |
| ESM21 | 2.37 | 0.03 | $194,850 |
| 6AM21 | 2.47 | 0.31 | $77,445 |
| YMM21-RSM21 | 3.17 | 1.12 | $48,480 |
| ESM21-RSM21 | 4.71 | 0.85 | $80,780 |
