第28周交易21次共35手,亏损-0.2K(-1.3, -2.6,-7.2,8.6,2.3),-0.0%。原仓-2.8,新仓-0.2,交易2.8。YTD -$85.2K,-13.1%。现账户资金597.4K,马金109.0K,杠杆3.46,净仓0,波动率0.92%,风险正常。
三大指数在创历史新高后回落。账户本周未能盈利主要是因为上周增加了一手ES-RS空仓,标普与罗素的背离继续扩大。账户新开了一手ZS-ZC空仓。下周指数若上涨将加空。
以下是目前账户的持仓情况
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | SR | V% | WN | DateTime | Pos |
0 | 6AU21 | 0.9 | -1.83 | -4.89 | 0.00% | $73,945 | $607 | -6.35 | 0.82% | 15 | 6/18/2021 16:56 | 0 |
1 | 6BU21 | -2.29 | -1.55 | -3.85 | 0.00% | $86,056 | $561 | -3.75 | 0.65% | 19 | 6/20/2021 23:48 | 0 |
2 | 6CU21 | -0.84 | -2.16 | -5.51 | 0.00% | $79,255 | $574 | -5.73 | 0.72% | 13 | 6/21/2021 3:23 | 0 |
3 | 6EU21 | -0.4 | 1.21 | -5.8 | 0.00% | $147,731 | $803 | -5.56 | 0.54% | 16 | 6/20/2021 23:48 | 0 |
4 | 6JU21 | 1.75 | -1.15 | 3.96 | 0.00% | $113,631 | $548 | -1.49 | 0.48% | 17 | 7/8/2021 10:40 | 0 |
5 | CLU21 | -1.34 | -2.62 | 6.19 | 0.00% | $71,170 | $1,766 | 3.58 | 2.48% | 11 | 6/16/2021 11:29 | 0 |
6 | ESU21 | 3.72 | -1.81 | 5.72 | 0.00% | $215,925 | $1,924 | 4.07 | 0.89% | 12 | 7/5/2021 20:55 | -4 |
7 | GCQ21 | -2.55 | -0.99 | -4.21 | 0.00% | $181,250 | $2,413 | -1.27 | 1.33% | 21 | 6/17/2021 11:31 | 0 |
8 | HGU21 | 0.95 | -1.15 | -5.01 | 0.00% | $107,650 | $2,498 | -3.64 | 2.32% | 19 | 6/21/2021 3:25 | 0 |
9 | HOQ21 | 2.27 | -2.05 | 4.24 | 0.00% | $88,271 | $2,076 | 1.35 | 2.35% | 10 | 6/10/2021 9:42 | 3 |
10 | NGQ21 | -1.98 | -1.66 | 5.81 | 0.00% | $36,800 | $1,104 | 5.34 | 3.00% | 19 | 6/29/2021 10:55 | 0 |
11 | NQU21 | -0.59 | -1.89 | 5.17 | 0.00% | $293,370 | $3,536 | 7.34 | 1.21% | 16 | 7/7/2021 9:30 | 0 |
12 | RBQ21 | 0.51 | -1.87 | 3.75 | 0.00% | $94,084 | $2,207 | 2.38 | 2.35% | 15 | 6/4/2021 9:22 | -3 |
13 | RSU21 | -3.56 | -1.46 | -3.74 | 0.00% | $107,900 | $1,921 | -1.59 | 1.78% | 17 | 7/8/2021 9:48 | 2 |
14 | SIU21 | -0.01 | -1.52 | -4.29 | 0.00% | $128,500 | $3,024 | -3.03 | 2.35% | 19 | 6/17/2021 12:26 | 0 |
15 | YMU21 | -3.7 | -1.31 | -5.25 | 0.00% | $172,775 | $1,710 | 0.87 | 0.99% | 10 | 6/20/2021 23:38 | 2 |
16 | ZBU21 | -1.12 | 2.27 | 5.24 | 0.00% | $163,938 | $1,211 | 7.23 | 0.74% | 11 | 7/8/2021 6:56 | 0 |
17 | ZCU21 | -0.72 | 2.04 | -4.22 | 0.00% | $27,725 | $1,234 | -0.06 | 4.45% | 18 | 7/9/2021 12:32 | 1 |
18 | ZSU21 | 1.25 | 2.97 | -6.58 | 0.00% | $70,013 | $1,952 | -1.03 | 2.79% | 13 | 6/17/2021 14:18 | -1 |
19 | ZWU21 | 0.23 | 4.02 | 4.02 | 0.00% | $34,688 | $1,073 | -0.33 | 3.09% | 12 | 7/16/2021 10:36 | 0 |
20 | 6BU21-6AU21 | -2.3 | 1.4 | 3.35 | 26.82% | $12,111 | $444 | 3.93 | 0.60% | 22 | 7/11/2021 21:45 | 0 |
21 | 6CU21-6AU21 | -0.97 | -1.55 | -2.67 | 30.28% | $5,310 | $423 | 1.33 | 0.57% | 23 | 6/16/2021 8:33 | 0 |
22 | 6CU21-HGU21 | -1 | -1.19 | 4.52 | 10.63% | ($28,395) | $2,232 | 2.6 | 2.07% | 20 | 6/21/2021 3:25 | 0 |
23 | 6EU21-6AU21 | -0.64 | 1.95 | 3.33 | 31.77% | $73,786 | $548 | -1.11 | 0.37% | 18 | 7/8/2021 10:41 | 0 |
24 | 6EU21-6BU21 | 0.33 | 1.13 | -3.34 | 25.08% | $61,675 | $601 | -3.92 | 0.41% | 16 | 6/23/2021 3:18 | 0 |
25 | 6EU21-6CU21 | -0.04 | 1.82 | -3.21 | 23.49% | $68,476 | $614 | -1.91 | 0.42% | 18 | 6/18/2021 10:07 | 0 |
26 | ESU21-RSU21 | 3.58 | -1.26 | 5.57 | 14.05% | $108,025 | $1,653 | 6.58 | 0.77% | 18 | 7/7/2021 14:51 | -2 |
27 | ESU21-YMU21 | 3.03 | -1.96 | 6.21 | 49.00% | $43,150 | $981 | 6.45 | 0.45% | 20 | 6/18/2021 10:42 | -2 |
28 | GCQ21-SIU21 | -0.4 | 2.27 | 4.51 | 42.35% | $52,750 | $1,743 | 3.51 | 1.36% | 21 | 5/21/2021 12:18 | 0 |
29 | HOQ21-CLU21 | 2.14 | 1.4 | -3.36 | 54.40% | $17,101 | $947 | -3.73 | 1.07% | 26 | 6/25/2021 10:16 | 0 |
30 | NQU21-ESU21 | 2.72 | -1.6 | 2.96 | 33.33% | $77,445 | $2,358 | 7.7 | 0.80% | 20 | 5/20/2021 21:24 | 0 |
31 | NQU21-RSU21 | 1.43 | -1.69 | 6.68 | 5.47% | $185,470 | $3,343 | 8.68 | 1.14% | 14 | 7/7/2021 10:23 | 0 |
32 | NQU21-YMU21 | 2.71 | -1.73 | 4.62 | 12.33% | $120,595 | $3,100 | 7.9 | 1.06% | 18 | 6/15/2021 9:54 | 0 |
33 | RBQ21-CLU21 | 0.75 | -1.12 | -3.25 | 49.43% | $22,914 | $1,116 | -0.96 | 1.19% | 19 | 6/16/2021 9:18 | 0 |
34 | RBQ21-HOQ21 | -0.65 | -1.2 | 4.1 | 63.27% | $5,813 | $811 | 3.03 | 0.86% | 23 | 6/24/2021 13:49 | -3 |
35 | YMU21-RSU21 | 0.56 | -1.11 | 5.22 | 22.96% | $64,875 | $1,480 | 3.08 | 1.37% | 20 | 7/8/2021 9:53 | 0 |
36 | ZBU21-6JU21 | -1.92 | 1.98 | 4.2 | 11.73% | $50,306 | $1,069 | 8.95 | 0.65% | 15 | 6/11/2021 4:59 | 0 |
37 | ZSU21-ZCU21 | 1.28 | 4.07 | -6.53 | 37.48% | $42,288 | $1,220 | -1.59 | 1.74% | 13 | 6/17/2021 14:18 | -1 |
38 | ZSU21-ZWU21 | 0.89 | -1.33 | -6.74 | 26.46% | $35,325 | $1,436 | -1.16 | 2.05% | 12 | 6/17/2021 14:18 | 0 |
39 | ZWU21-ZCU21 | 0.47 | 3.79 | -3.98 | 37.43% | $6,963 | $772 | -0.36 | 2.79% | 23 | 7/1/2021 6:55 | 0 |
40 | PTF | 0 | 1.46 | -5.12 | 0.00% | $597,447 | $5,495 | 0.01 | 0.92% | 20 | 7/8/2021 3:00 | 0 |