第16周交易39次共80手，亏损1.8K（-2.3，-3.6，2.3，7.5，-5.6），-0.3%。原仓-3.4，新仓6.8，交易-4.9，手续费$201。YTD -$91.7K，-14.1%。现账户资金590.9K，马金180.2K，杠杆6.3，净仓0，波动率1.8%，风险非常高。
本周股市上下波动，最终小幅下跌。账户目前持有： 1 6CM/6AM, 1 6CM/HGN, -1 6EM/6AM, -3 6EM/6BM, -2 ESM/RSM, -3 ESM/YMM, -1 HOM/CLM, -1 RBM/CLM, -2 ZSN/ZCN, -3 ZSN/ZWN。持仓太分散，杠杆太高。股市不跌，虽然减少了一手ESM/RSM空仓，期指仓位仍然过重，没有什么交易空间。
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 |
| ZCN21 | 2.28 | 0.80 | $31,750 |
| NQM21-YMM21 | 2.10 | 0.24 | $108,580 |
| RSM21 | 2.10 | 0.24 | $113,345 |
| NQM21-ESM21 | 1.86 | 0.41 | $69,828 |
| 6CM21-6AM21 | 1.86 | 0.21 | $2,665 |
| ESM21-YMM21 | 1.59 | 0.79 | $38,753 |
| RBM21-HOM21 | 1.55 | 0.29 | $5,460 |
| 6CM21 | 1.25 | 0.19 | $80,160 |
| RBM21 | 1.21 | 0.23 | $84,113 |
| RBM21-CLM21 | 1.19 | 0.24 | $22,073 |
| 6BM21-6AM21 | 1.14 | 0.01 | $9,280 |
| ZSN21-ZWN21 | 1.04 | 0.10 | $40,113 |
| 6JM21 | 1.02 | 0.71 | $115,938 |
| HGN21 | 0.94 | 0.53 | $108,475 |
| GCM21-SIN21 | 0.91 | 0.77 | $47,195 |
| 6EM21-6AM21 | 0.88 | 0.44 | $73,874 |
| ZSN21 | 0.82 | 0.08 | $75,838 |
| ZSN21-ZCN21 | 0.80 | 0.09 | $44,088 |
| NQM21 | 0.67 | 0.83 | $278,115 |
| NGM21 | 0.55 | 0.21 | $28,060 |
| 6BM21 | 0.52 | 0.15 | $86,775 |
| ESM21 | 0.46 | 0.83 | $208,288 |
| 6EM21 | 0.24 | 0.36 | $151,369 |
| 6EM21-6BM21 | 0.09 | 0.34 | $64,594 |
| 6EM21-6CM21 | 0.10 | 0.39 | $71,209 |
| GCM21 | 0.23 | 0.30 | $177,670 |
| CLM21 | 0.35 | 0.22 | $62,040 |
| NQM21-RSM21 | 0.50 | 0.87 | $164,770 |
| ZBM21 | 0.50 | 0.28 | $158,469 |
| SIN21 | 1.05 | 0.81 | $130,475 |
| ZBM21-6JM21 | 1.07 | 0.69 | $42,531 |
| ZWN21 | 1.10 | 0.09 | $35,725 |
| HOM21-CLM21 | 1.13 | 0.22 | $16,613 |
| 6CM21-HGN21 | 1.15 | 0.53 | ($28,315) |
| HOM21 | 1.17 | 0.23 | $78,653 |
| YMM21 | 1.52 | 0.80 | $169,535 |
| ESM21-RSM21 | 1.58 | 0.14 | $94,943 |
| ZWN21-ZCN21 | 1.68 | 0.19 | $3,975 |
| 6AM21 | 1.83 | 0.31 | $77,495 |
| YMM21-RSM21 | 2.34 | 0.58 | $56,190 |
