第30周交易21次共40手,盈利7.2K(-0.3, 2.7,3.7,-0.1,1.2),1.2%。原仓2.6,新仓0.0,交易4.6。YTD -$87.7K,-13.5%。现账户资金594.9K,马金93.8K,杠杆3.80,净仓-1,波动率1.17%,风险稍高。
本周股市三大指数均小幅下跌,唯罗素小幅上涨。账户趁机抛掉2手ES-RS空仓以降低风险,仍然留有足够的仓位以做空股市。另外账户增加了一手RB-HO空仓,RB实在是涨的出乎预料。
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 | 0.13 | -1.33 | -4.83 | 0.00% | $73,435 | $615 | -6.02 | 0.84% | 13 | 6/18/2021 16:56 | 0 |
1 | 6BU21 | -2.59 | 4.29 | 4.29 | 0.00% | $86,850 | $596 | -2.96 | 0.69% | 13 | 7/30/2021 5:29 | 0 |
2 | 6CU21 | -0.29 | 3.85 | -5.16 | 0.00% | $80,190 | $613 | -4.26 | 0.76% | 7 | 6/21/2021 3:23 | 0 |
3 | 6EU21 | 0.42 | 2.4 | -5.95 | 0.00% | $148,481 | $782 | -5.42 | 0.53% | 14 | 6/20/2021 23:48 | 0 |
4 | 6JU21 | 2.29 | 1.55 | 3.74 | 0.00% | $114,000 | $580 | 0.22 | 0.51% | 16 | 7/8/2021 10:40 | 0 |
5 | CLU21 | -1.57 | 4.84 | -5.2 | 0.00% | $73,810 | $1,855 | 4.23 | 2.51% | 8 | 7/20/2021 9:37 | 0 |
6 | ESU21 | 3.94 | -1.29 | 5.56 | 0.00% | $219,763 | $1,981 | 5 | 0.90% | 12 | 7/5/2021 20:55 | -3 |
7 | GCZ21 | -2.1 | -1.05 | -4.42 | 0.00% | $181,690 | $2,296 | -4.11 | 1.26% | 20 | 6/17/2021 11:31 | 0 |
8 | HGU21 | 1.26 | -1.01 | -4.97 | 0.00% | $112,013 | $2,519 | -2 | 2.25% | 18 | 6/21/2021 3:25 | 0 |
9 | HOU21 | 2.25 | 4.63 | 4.63 | 0.00% | $91,909 | $2,148 | 2.77 | 2.34% | 10 | 7/30/2021 13:53 | 3 |
10 | NGU21 | -1.5 | -1.96 | 5.2 | 0.00% | $39,130 | $1,203 | 7.24 | 3.07% | 15 | 6/29/2021 10:55 | 0 |
11 | NQU21 | -1.07 | -1.51 | 5.14 | 0.00% | $299,330 | $3,560 | 7.16 | 1.19% | 14 | 7/7/2021 9:30 | -1 |
12 | RBU21 | 0.91 | 5.27 | 5.27 | 0.00% | $97,755 | $2,268 | 4.07 | 2.32% | 12 | 7/30/2021 14:11 | -4 |
13 | RSU21 | -2.35 | 2.11 | -3.37 | 0.00% | $111,270 | $2,133 | -0.95 | 1.92% | 18 | 7/8/2021 9:48 | 1 |
14 | SIU21 | -0.67 | 2.28 | -4.41 | 0.00% | $127,750 | $2,943 | -4.33 | 2.30% | 14 | 6/17/2021 12:26 | 0 |
15 | YMU21 | -4.35 | 3.98 | -5 | 0.00% | $174,335 | $1,794 | 1.16 | 1.03% | 10 | 6/20/2021 23:38 | 3 |
16 | ZBU21 | -0.48 | -1.2 | 4.69 | 0.00% | $164,938 | $1,353 | 6.44 | 0.82% | 13 | 7/8/2021 6:56 | 0 |
17 | ZCU21 | -0.3 | 1.14 | -4.45 | 0.00% | $27,338 | $1,170 | -1.73 | 4.28% | 16 | 7/9/2021 12:32 | 0 |
18 | ZSU21 | -0.03 | -1.05 | -6.52 | 0.00% | $67,725 | $1,970 | -1.77 | 2.91% | 15 | 6/17/2021 14:18 | 0 |
19 | ZWU21 | 0.78 | 2.1 | 5.02 | 0.00% | $35,175 | $1,077 | 0.96 | 3.06% | 12 | 7/20/2021 4:04 | 0 |
20 | 6BU21-6AU21 | -2.23 | 4.46 | 4.46 | 30.24% | $13,415 | $429 | 4.51 | 0.58% | 19 | 7/30/2021 7:02 | 0 |
21 | 6CU21-6AU21 | -0.2 | 2.8 | 4.01 | 32.63% | $6,755 | $414 | 2.63 | 0.56% | 21 | 7/21/2021 11:47 | 0 |
22 | 6CU21-HGU21 | -1.26 | 2 | -4.53 | 11.42% | ($31,823) | $2,231 | 1.09 | 1.99% | 18 | 7/26/2021 21:34 | 0 |
23 | 6EU21-6AU21 | 0.35 | 3.51 | 3.53 | 33.04% | $75,046 | $524 | -1.03 | 0.35% | 16 | 7/19/2021 10:18 | 0 |
24 | 6EU21-6BU21 | 1.14 | 1.43 | -3.5 | 26.65% | $61,631 | $574 | -4.32 | 0.39% | 18 | 6/23/2021 3:18 | 0 |
25 | 6EU21-6CU21 | 0.52 | -1.13 | 3.75 | 23.66% | $68,291 | $597 | -2.73 | 0.40% | 17 | 7/19/2021 10:16 | 0 |
26 | ESU21-RSU21 | 2.45 | -2.11 | 5.67 | 23.86% | $108,493 | $1,624 | 7.36 | 1.46% | 20 | 7/7/2021 14:51 | -1 |
27 | ESU21-YMU21 | 4.04 | 1.13 | 6.65 | 53.76% | $45,428 | $916 | 8.55 | 0.42% | 17 | 6/18/2021 10:42 | -2 |
28 | GCZ21-SIU21 | 0.29 | -2.06 | 4.55 | 39.18% | $53,940 | $1,790 | 1.85 | 1.40% | 20 | 7/20/2021 9:37 | 0 |
29 | HOU21-CLU21 | 2.21 | 2.46 | -3.2 | 55.01% | $18,099 | $966 | -1.98 | 1.05% | 24 | 6/25/2021 10:16 | 0 |
30 | NQU21-ESU21 | 2.27 | -1.64 | 2.98 | 35.14% | $79,568 | $2,309 | 6.74 | 0.77% | 20 | 6/21/2021 2:35 | 0 |
31 | NQU21-RSU21 | 0.29 | -2.06 | 6.8 | 7.86% | $188,060 | $3,280 | 8.39 | 1.10% | 12 | 7/7/2021 10:23 | 0 |
32 | NQU21-YMU21 | 2.77 | 1.04 | 4.68 | 13.94% | $124,995 | $3,064 | 7.64 | 1.02% | 19 | 6/15/2021 9:54 | -1 |
33 | RBU21-CLU21 | 1.18 | 0.97 | 3.28 | 50.13% | $23,945 | $1,131 | 1.23 | 1.16% | 17 | 7/27/2021 9:37 | 0 |
34 | RBU21-HOU21 | -0.33 | 1.15 | 2.89 | 63.41% | $5,846 | $830 | 3.97 | 0.85% | 32 | 6/24/2021 13:48 | -3 |
35 | YMU21-RSU21 | -1.01 | -2.36 | 4.99 | 27.42% | $63,065 | $1,548 | 2.66 | 1.39% | 18 | 7/8/2021 9:53 | 0 |
36 | ZBU21-6JU21 | -1.9 | 1.05 | 4.01 | 15.64% | $50,938 | $1,141 | 7.53 | 0.69% | 15 | 7/20/2021 9:15 | 0 |
37 | ZSU21-ZCU21 | -0.01 | -1.29 | -6.27 | 35.39% | $40,388 | $1,273 | -1.15 | 1.88% | 13 | 6/17/2021 14:18 | 0 |
38 | ZSU21-ZWU21 | -0.33 | -2 | -6.63 | 25.88% | $32,550 | $1,460 | -3.1 | 2.16% | 10 | 6/17/2021 14:18 | 0 |
39 | ZWU21-ZCU21 | 0.74 | 2.58 | 4.36 | 32.18% | $7,838 | $794 | 3.86 | 2.90% | 20 | 7/20/2021 4:05 | 0 |
40 | PTF | 0 | -1.17 | -4.78 | 0.00% | $594,916 | $6,988 | -0.02 | 1.17% | 13 | 7/27/2021 9:38 | -1 |