帕努奇交易記第九周：-10.7%, 年-14.4%

   第九周交易39次共72手，虧損64.1K，-10.7%（-2.2，-3.3，-25.9，-10.6，-22.2），原倉-56.8，新倉1.7，交易-8.7。YTD -90.4K，-14.4%。現賬戶資金537.8K，杠杆2.49，淨倉0，波動率1.43%（1.01%～1.72%），風險非常高。

   本周市場變化的情況對我采用的配對交易方法直接打臉！與大豆配對的小麥連續出現3次漲停，直到收盤都未解封，給賬戶造成了巨大損失。期貨市場因烏克蘭危機而產生了許多極端情況，表明用不同的期貨進行配對交易風險很大，對衝並不能降低風險。因配對對衝效應（PE）值太低（< 30%），已決定停止穀物，外匯期貨類之間的配對交易。目前賬戶持有2手6B-6A，1手6C-6A，1手RB-HO，4手ZS-ZW多倉。2手CLJ-CLK空倉。風險非常高。

   以下是目前賬戶的持倉情況，

SID	Contract/Pair	RV	WV	WM	PE	MV	ATR	SR	V%	WN	DateTime	Pos
42	PTF	42.58	1.99	6.46	0.00	$537,785	$7,688	1.43%	1.43%	79	03/04 18:08	0
41	ZWK22-ZCK22	5.92	(1.05)	7.08	0.20	$22,850	$1,191	0.22%	1.97%	72	03/03 20:07	-2
40	ZSK22-ZWK22	(3.57)	1.51	11.81	0.03	$22,388	$1,771	0.33%	2.14%	66	02/02 08:15	2
39	ZSK22-ZCK22	(1.28)	1.49	5.25	0.30	$45,238	$1,276	0.24%	1.54%	74	02/01 12:19	2
38	ZBM22-6JH22	(1.94)	(1.41)	(5.56)	0.05	$50,269	$1,514	0.28%	0.95%	72	01/10 10:50	0
37	YMH22-RSH22	(0.24)	2.27	5.87	0.46	$67,830	$1,803	0.34%	1.07%	57	01/27 12:05	0
36	RBJ22-HOJ22	1.30	1.46	5.99	0.63	($9,912)	$1,518	0.28%	0.96%	153	03/03 03:31	1
35	RBJ22-CLJ22	2.49	(1.38)	6.27	0.63	$32,630	$1,294	0.24%	0.88%	157	03/02 18:00	0
34	NQH22-YMH22	1.15	(1.43)	(5.19)	0.30	$108,300	$6,461	1.20%	2.34%	71	01/06 07:45	0
33	NQH22-RSH22	(0.72)	(1.29)	(5.23)	0.29	$176,130	$6,469	1.20%	2.34%	68	01/24 12:18	0
32	NQH22-ESH22	0.33	(1.61)	(5.39)	0.51	$59,963	$4,464	0.83%	1.62%	67	01/06 07:48	0
31	HOJ22-CLJ22	1.26	(1.60)	(7.78)	0.60	$42,542	$1,634	0.30%	1.04%	115	03/03 03:31	0
30	HGK22-SIK22	1.56	(1.03)	(4.92)	(0.06)	($6,463)	$3,154	0.59%	2.44%	87	02/24 05:24	0
29	GCJ22-SIK22	0.59	1.47	(5.09)	0.32	$68,065	$2,022	0.38%	1.56%	94	01/19 05:59	0
28	ESH22-YMH22	3.62	(1.32)	6.52	0.58	$48,338	$2,121	0.39%	0.98%	68	02/02 07:56	0
27	ESH22-RSH22	3.55	1.33	7.23	0.49	$116,168	$2,546	0.47%	1.18%	75	02/02 15:56	0
26	CLJ22-CLK22	0.00	(1.18)	6.73	0.87	$3,410	$440	0.08%	0.38%	262	03/01 12:04	-2
25	6EH22-6CH22	0.86	(3.76)	6.67	0.18	$58,210	$829	0.15%	0.61%	65	02/04 06:58	0
24	6EH22-6AH22	(1.01)	(1.44)	(9.28)	0.24	$62,945	$764	0.14%	0.56%	54	03/04 08:53	0
23	6CH22-6AH22	(1.51)	(1.75)	(6.76)	0.37	$4,735	$447	0.08%	0.61%	79	03/04 07:01	1
22	6BH22-6CH22	(1.80)	(2.65)	5.99	0.19	$4,160	$454	0.08%	0.58%	75	02/03 07:00	0
21	6BH22-6AH22	(2.65)	(7.85)	(7.85)	0.30	$8,895	$496	0.09%	0.67%	65	03/04 14:59	2
20	ZWK22	6.24	6.59	8.80	1,209.00	$60,450	$1,479	0.28%	2.45%	53	03/02 20:05	-4
19	ZSK22	(1.26)	1.47	6.26	1,656.75	$82,838	$1,821	0.34%	2.20%	68	02/23 23:01	4
18	ZCK22	(2.17)	1.54	7.09	752.00	$37,600	$811	0.15%	2.16%	81	02/23 23:02	0
17	ZBM22	(2.41)	(1.33)	(7.01)	159'000	$159,000	$1,597	0.30%	1.00%	74	01/10 03:33	0
16	YMH22	(3.80)	1.15	(4.88)	33,535.00	$167,675	$3,329	0.62%	1.99%	76	02/24 02:30	0
15	SIK22	(0.50)	1.34	6.42	25.89	$129,425	$2,990	0.56%	2.31%	53	01/20 12:47	0
14	RSH22	(2.59)	(2.79)	4.96	1,996.90	$99,845	$3,114	0.58%	3.12%	65	02/25 16:32	0
13	RBJ22	2.56	3.72	8.75	3.52	$147,630	$3,542	0.66%	2.40%	77	03/03 02:50	1
12	NQH22	(2.16)	(1.38)	6.17	13,798.75	$275,975	$9,165	1.70%	3.32%	61	02/02 07:26	0
11	NGJ22	0.21	(1.09)	3.90	4.92	$49,170	$2,470	0.46%	5.02%	79	02/02 08:13	0
10	HOJ22	1.23	(0.95)	6.45	3.75	$157,542	$4,051	0.75%	2.57%	72	01/18 21:19	-1
9	HGK22	2.70	(0.98)	5.11	4.92	$122,963	$2,586	0.48%	2.10%	66	01/12 11:41	0
8	GCJ22	1.35	2.02	(6.81)	1,974.90	$197,490	$2,504	0.47%	1.27%	65	02/24 15:07	0
7	ESH22	3.46	1.05	6.31	4,320.25	$216,013	$4,993	0.93%	2.31%	68	02/02 15:56	0
6	CLK22	(1.04)	3.35	5.74	111.59	$111,590	$3,170	0.59%	2.84%	79	03/01 10:52	2
5	CLJ22	(1.04)	3.28	7.12	115.00	$115,000	$3,391	0.63%	2.95%	77	03/01 12:03	-2
4	6JH22	0.34	3.73	(5.64)	0.01	$108,731	$640	0.12%	0.59%	60	01/28 03:03	0
3	6EH22	(1.05)	1.14	(5.97)	1.09	$136,725	$1,005	0.19%	0.74%	71	03/04 08:53	0
2	6CH22	(4.37)	1.62	(5.48)	0.79	$78,515	$562	0.10%	0.72%	67	01/24 11:49	1
1	6BH22	(2.98)	1.00	(7.84)	1.32	$82,675	$548	0.10%	0.66%	57	02/24 11:00	2
0	6AH22	0.15	1.77	(5.99)	0.74	$73,780	$711	0.13%	0.96%	51	01/28 08:09	-3