第17周交易36次共66手，亏损0.7K（-0.4，1.8，-2.5，-2.5，2.8），-0.1%。原仓-2.9，新仓-0.8，交易3.2，手续费$132。YTD -$92.4K，-14.2%。现账户资金590.2K，马金152.2K，杠杆5.8，净仓0，波动率1.5%，风险很高。
本周股市小幅下跌。连续三周，账户陷于拉锯战之中。亏损主要是因为做空铜，与之配对的加元对冲效果PE太差。与上周相比风险稍有降低，但重仓的期指仍然没有任何交易。
以下是目前所交易期货概况
| SID | Contract/Pair | RV | WV | PE | MV | ATR | V% | WN | wMax | DateTime | Pos |
| 0 | 6AM21 | -2.39 | -1.69 | 0.00% | $77,125 | $721 | 0.93% | 17 | -3.96 | 03/25/21 11:53 | 2 |
| 1 | 6BM21 | 0.11 | -1.87 | 0.00% | $86,331 | $584 | 0.68% | 14 | 3.63 | 04/19/21 23:10 | 2 |
| 2 | 6CM21 | 1.87 | 4.65 | 0.00% | $81,355 | $525 | 0.65% | 12 | 4.65 | 04/30/21 08:20 | 0 |
| 3 | 6EM21 | 0.69 | -2.01 | 0.00% | $150,375 | $837 | 0.56% | 14 | 5.56 | 04/20/21 03:45 | -3 |
| 4 | 6JM21 | 1.19 | -1.6 | 0.00% | $114,363 | $610 | 0.53% | 14 | -4.94 | 03/08/21 21:02 | 0 |
| 5 | CLM21 | -0.57 | -1.01 | 0.00% | $63,490 | $2,244 | 3.54% | 18 | 3.82 | 03/07/21 21:15 | 2 |
| 6 | ESM21 | 1.3 | 1.83 | 0.00% | $209,025 | $2,529 | 1.21% | 18 | 6.67 | 04/16/21 15:50 | -5 |
| 7 | GCM21 | 0.1 | -1.28 | 0.00% | $176,880 | $2,498 | 1.41% | 18 | 3.26 | 04/08/21 10:45 | 0 |
| 8 | HGN21 | 0.97 | 1.26 | 0.00% | $111,400 | $2,603 | 2.34% | 21 | 5.07 | 04/27/21 02:37 | -1 |
| 9 | HOM21 | -1.46 | -1.16 | 0.00% | $80,590 | $2,338 | 2.90% | 20 | -3.95 | 03/18/21 15:37 | 1 |
| 10 | NGM21 | 0.73 | 1.01 | 0.00% | $29,410 | $760 | 2.59% | 16 | 3.88 | 04/20/21 02:16 | 0 |
| 11 | NQM21 | 0.05 | 1.3 | 0.00% | $277,305 | $5,400 | 1.95% | 20 | 5.29 | 04/16/21 08:15 | 0 |
| 12 | RBM21 | 1.71 | -1.04 | 0.00% | $87,007 | $2,500 | 2.87% | 20 | -3.99 | 03/18/21 15:37 | -3 |
| 13 | RSM21 | 2.29 | -1.21 | 0.00% | $113,310 | $2,773 | 2.45% | 17 | -4.43 | 03/25/21 10:54 | 2 |
| 14 | SIN21 | -1.76 | -1.38 | 0.00% | $129,950 | $3,372 | 2.59% | 16 | -3.34 | 03/25/21 09:09 | 0 |
| 15 | YMM21 | -2.39 | -1.08 | 0.00% | $169,035 | $1,876 | 1.11% | 19 | 5.8 | 04/16/21 15:50 | 3 |
| 16 | ZBM21 | -0.74 | -2.01 | 0.00% | $157,313 | $1,339 | 0.85% | 12 | -4.18 | 03/18/21 07:34 | 0 |
| 17 | ZCN21 | 3.4 | 2.36 | 0.00% | $33,663 | $748 | 2.22% | 19 | 5.48 | 04/22/21 20:00 | -1 |
| 18 | ZSN21 | 0.44 | 1.65 | 0.00% | $76,788 | $1,357 | 1.77% | 17 | 7.34 | 04/27/21 06:39 | -2 |
| 19 | ZWN21 | -1.41 | 1.19 | 0.00% | $36,738 | $849 | 2.31% | 19 | 5.01 | 04/26/21 09:35 | 3 |
| 20 | 6BM21-6AM21 | 1.01 | -1.14 | 27.26% | $9,206 | $524 | 0.68% | 22 | -2.88 | 04/16/21 03:03 | 0 |
| 21 | 6CM21-6AM21 | 2.48 | 4.05 | 29.31% | $4,230 | $510 | 0.66% | 18 | 4.05 | 04/30/21 14:58 | -1 |
| 22 | 6CM21-HGN21 | -1.25 | 1.12 | 9.88% | ($30,045) | $2,346 | 2.11% | 24 | -3.57 | 04/27/21 02:37 | 1 |
| 23 | 6EM21-6AM21 | 1.48 | -1.27 | 28.52% | $73,250 | $598 | 0.40% | 20 | -3.42 | 03/16/21 12:10 | -1 |
| 24 | 6EM21-6BM21 | 0.56 | -1.07 | 22.75% | $64,044 | $646 | 0.43% | 18 | 4.71 | 04/09/21 03:05 | -2 |
| 25 | 6EM21-6CM21 | 0.15 | -3.29 | 14.69% | $69,020 | $714 | 0.47% | 16 | -4.25 | 03/08/21 20:27 | 0 |
| 26 | ESM21-RSM21 | -1.39 | 1.25 | 30.16% | $95,715 | $1,937 | 1.71% | 16 | 4.87 | 04/13/21 12:48 | -2 |
| 27 | ESM21-YMM21 | 2.45 | 2.87 | 48.04% | $39,990 | $1,314 | 0.63% | 24 | 5.28 | 04/14/21 07:05 | -3 |
| 28 | GCM21-SIN21 | 1.6 | 0.99 | 41.66% | $46,930 | $1,967 | 1.51% | 27 | 4.74 | 03/25/21 09:07 | 0 |
| 29 | HOM21-CLM21 | -1.41 | -1.06 | 68.96% | $17,100 | $726 | 0.90% | 24 | 3.55 | 04/12/21 06:54 | 0 |
| 30 | NQM21-ESM21 | 1.84 | -1.74 | 37.17% | $68,280 | $3,392 | 1.22% | 15 | 4.53 | 04/14/21 08:45 | 0 |
| 31 | NQM21-RSM21 | -1.16 | -1.3 | 19.48% | $163,995 | $4,348 | 1.57% | 19 | 5.78 | 04/14/21 07:55 | 0 |
| 32 | NQM21-YMM21 | 2.15 | 1.38 | 15.32% | $108,270 | $4,572 | 1.65% | 16 | 4.9 | 04/14/21 07:55 | 0 |
| 33 | RBM21-CLM21 | 1.68 | 2.44 | 60.70% | $23,517 | $983 | 1.13% | 16 | 4.24 | 03/14/21 19:44 | -2 |
| 34 | RBM21-HOM21 | 2.09 | 2.6 | 61.74% | $6,418 | $956 | 1.10% | 22 | -3.22 | 04/27/21 06:42 | -1 |
| 35 | YMM21-RSM21 | -2.91 | 1.29 | 26.37% | $55,725 | $2,042 | 1.80% | 12 | 4.34 | 04/20/21 11:27 | 0 |
| 36 | ZBM21-6JM21 | -1.36 | 1.18 | 12.85% | $42,950 | $1,167 | 0.74% | 25 | 3.01 | 03/25/21 09:39 | 0 |
| 37 | ZSN21-ZCN21 | 0.4 | 1.4 | 31.09% | $43,125 | $935 | 1.22% | 21 | 4.09 | 04/22/21 12:24 | 0 |
| 38 | ZSN21-ZWN21 | 0.84 | 1.64 | 20.11% | $40,050 | $1,084 | 1.41% | 21 | -4.05 | 04/14/21 09:39 | -2 |
| 39 | ZWN21-ZCN21 | -2.3 | -2.24 | 27.78% | $3,075 | $613 | 1.67% | 25 | -3.51 | 03/21/21 21:15 | 1 |
| 40 | PTF | 0 | -2.45 | 0.00% | $590,314 | $8,717 | 1.48% | 20 | -4.97 | 04/13/21 13:17 | 1 |
