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第36周交易43次共73手,盈利4.7K,1.0%(2.3,-4.0,-2.0,6.3,2.1),原倉-0.2,新倉-2.6,交易7.6。YTD -125.9K,-20.0%。現賬戶資金502.3K,杠杆0.53,淨倉0,波動率0.35%(0.00%~2.15%),風險較低。
本周股市大漲。但擔心加息後會下跌,沒有進行期指交易。盈利主要來自能源與穀物期貨。虧損主要來自日元,已割。目前僅持有1手GC-SI多倉,偏空於股市。風險較低。RB-HO的背離仍然嚴重,一升HO竟然可以換1.5升的RB,正常情況下應在1.2升左右。RB-HO的波動率非常大,目前賬戶最多能持二手,屬高風險期貨,不宜常玩。加息對股市不利,但還不至於崩盤。美元橫掃世界所有貨幣。現在去歐洲旅遊,見到的遊客都全是美國人,懷疑是否到了殖民地?疫情前中國曾是遊客的主力,現在出國的人已大大減少,出國航班的人數下降了90%。如果加息最終也無法阻擋通脹,美元帝國的末日亦即將來臨。
下麵是賬戶交易與期貨的詳細情況,
Contract |
Trade |
Vol |
P_1 |
Pos |
Old |
New |
Trading |
No Fee |
6BU22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
$194 |
$194 |
6BZ22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
$438 |
$438 |
6CU22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
$265 |
$265 |
6CZ22 |
4 |
4 |
0 |
0 |
$0 |
$0 |
($50) |
($50) |
6JU22 |
4 |
4 |
2 |
0 |
($3,213) |
($225) |
$362 |
($3,075) |
GCZ22 |
3 |
3 |
0 |
1 |
$0 |
$350 |
$760 |
$1,110 |
HOV22 |
13 |
13 |
(1) |
0 |
$1,491 |
$2,449 |
($433) |
$3,507 |
RBV22 |
11 |
11 |
1 |
0 |
($1,659) |
($3,213) |
$4,889 |
$17 |
SIZ22 |
3 |
3 |
0 |
(1) |
$0 |
($775) |
($350) |
($1,125) |
ZBZ22 |
2 |
2 |
0 |
0 |
$0 |
$0 |
$250 |
$250 |
ZSX22 |
10 |
10 |
0 |
0 |
$0 |
$0 |
$650 |
$650 |
ZWZ22 |
11 |
11 |
1 |
0 |
$3,138 |
($1,163) |
$588 |
$2,563 |
Total |
73 |
73 |
3 |
0 |
($243) |
($2,577) |
$7,563 |
$4,744 |
|
|
|
|
|
|
SID |
Contract/Pair |
RV |
WV |
WM |
PE |
MV |
ATR |
PV% |
V% |
WN |
DateTime |
Pos |
40 |
PTF |
28.53 |
2.06 |
5.57 |
- |
$502,282 |
$1,733 |
0.35% |
0.35% |
72.3 |
09/09 17:36 |
0 |
39 |
ZWZ22-ZCZ22 |
(1.24) |
2.45 |
(5.44) |
28.62% |
$9,350 |
$1,295 |
0.26% |
2.97% |
77 |
08/19 10:27 |
0 |
38 |
ZSX22-ZWZ22 |
0.04 |
(1.80) |
4.78 |
11.75% |
$27,063 |
$1,788 |
0.36% |
2.53% |
65 |
08/18 14:18 |
0 |
37 |
ZSX22-ZCZ22 |
(0.44) |
1.72 |
5.97 |
33.27% |
$36,413 |
$1,352 |
0.27% |
1.91% |
69 |
07/27 21:40 |
0 |
36 |
ZBZ22-6JZ22 |
(1.45) |
(1.13) |
4.34 |
13.70% |
$44,513 |
$1,570 |
0.31% |
1.18% |
55 |
07/15 10:47 |
0 |
35 |
YMZ22-RSZ22 |
(0.66) |
1.34 |
(4.45) |
22.89% |
$66,875 |
$1,780 |
0.35% |
1.10% |
93 |
08/25 13:00 |
0 |
34 |
RBV22-HOV22 |
(4.26) |
2.37 |
(10.02) |
19.41% |
($49,140) |
$5,093 |
1.01% |
3.38% |
69 |
08/25 07:57 |
0 |
33 |
RBV22-CLZ22 |
(2.84) |
1.37 |
(4.61) |
45.09% |
$16,573 |
$2,883 |
0.57% |
2.84% |
79 |
08/24 13:40 |
0 |
32 |
NQZ22-YMZ22 |
1.29 |
2.27 |
(4.75) |
25.04% |
$92,165 |
$4,475 |
0.89% |
1.77% |
79 |
07/26 14:34 |
0 |
31 |
NQZ22-RSZ22 |
(0.35) |
2.44 |
(5.02) |
15.23% |
$159,040 |
$5,060 |
1.01% |
2.00% |
73 |
08/28 20:57 |
0 |
30 |
NQZ22-ESZ22 |
1.14 |
2.20 |
4.53 |
48.94% |
$49,185 |
$3,048 |
0.61% |
1.20% |
89 |
07/21 09:00 |
0 |
29 |
HOV22-CLZ22 |
2.98 |
(2.35) |
(4.43) |
25.80% |
$65,713 |
$4,690 |
0.93% |
3.11% |
90 |
09/01 04:51 |
0 |
28 |
HGZ22-SIZ22 |
(0.12) |
(1.50) |
6.37 |
-1.04% |
($5,050) |
$2,665 |
0.53% |
2.84% |
56 |
08/22 08:42 |
0 |
27 |
GCZ22-SIZ22 |
0.68 |
(2.21) |
(4.99) |
34.31% |
$78,835 |
$1,733 |
0.35% |
1.85% |
74 |
08/09 00:09 |
1 |
26 |
ESZ22-YMZ22 |
2.14 |
3.48 |
3.73 |
43.54% |
$42,980 |
$2,015 |
0.40% |
0.99% |
149 |
07/27 14:41 |
0 |
25 |
ESZ22-RSZ22 |
1.40 |
2.16 |
(4.96) |
23.35% |
$109,855 |
$2,736 |
0.54% |
1.34% |
103 |
08/29 05:03 |
0 |
24 |
6EZ22-6CZ22 |
(0.30) |
(1.45) |
(5.39) |
11.42% |
$49,730 |
$1,132 |
0.23% |
0.90% |
74 |
08/23 03:20 |
0 |
23 |
6EZ22-6AZ22 |
(0.25) |
(1.56) |
(6.20) |
18.48% |
$57,895 |
$1,042 |
0.21% |
0.82% |
88 |
08/23 03:16 |
0 |
22 |
6CZ22-6AZ22 |
(0.58) |
(1.44) |
(4.47) |
20.51% |
$8,165 |
$590 |
0.12% |
0.86% |
85 |
08/01 11:20 |
0 |
21 |
6BZ22-6CZ22 |
(1.71) |
1.55 |
(4.76) |
10.13% |
($4,220) |
$622 |
0.12% |
0.86% |
81 |
08/22 05:32 |
0 |
20 |
6BZ22-6AZ22 |
(2.00) |
(2.97) |
(5.65) |
15.04% |
$3,945 |
$631 |
0.13% |
0.92% |
91 |
08/22 05:53 |
0 |
19 |
ZWZ22 |
(0.82) |
2.88 |
(5.15) |
872.00 |
$43,600 |
$1,814 |
0.36% |
4.16% |
63 |
07/11 21:00 |
0 |
18 |
ZSX22 |
(0.47) |
2.09 |
8.08 |
1,413.25 |
$70,663 |
$2,026 |
0.40% |
2.87% |
57 |
07/29 10:46 |
0 |
17 |
ZCZ22 |
1.67 |
2.75 |
(8.56) |
685.00 |
$34,250 |
$946 |
0.19% |
2.76% |
73 |
07/12 20:08 |
0 |
16 |
ZBZ22 |
(3.30) |
(1.27) |
5.26 |
133'010 |
$133,031 |
$1,819 |
0.36% |
1.37% |
51 |
07/22 10:10 |
0 |
15 |
YMZ22 |
(2.25) |
3.64 |
(6.45) |
32,244.00 |
$161,220 |
$2,308 |
0.46% |
1.43% |
57 |
08/28 21:18 |
0 |
14 |
SIZ22 |
(0.60) |
1.19 |
6.96 |
18.79 |
$93,925 |
$2,638 |
0.53% |
2.81% |
73 |
07/29 03:07 |
-1 |
13 |
RSZ22 |
(0.66) |
3.31 |
(5.14) |
1,886.90 |
$94,345 |
$1,909 |
0.38% |
2.02% |
55 |
08/28 21:30 |
0 |
12 |
RBV22 |
(3.63) |
2.52 |
(5.11) |
2.42 |
$101,653 |
$5,251 |
1.05% |
5.17% |
67 |
08/05 09:31 |
0 |
11 |
NQZ22 |
(0.76) |
3.07 |
(5.32) |
12,669.25 |
$253,385 |
$5,969 |
1.19% |
2.36% |
61 |
08/28 21:29 |
0 |
10 |
NGV22 |
(0.43) |
(1.05) |
6.21 |
8.04 |
$80,380 |
$5,639 |
1.12% |
7.02% |
62 |
07/26 08:20 |
0 |
9 |
HOV22 |
3.16 |
1.52 |
5.17 |
3.59 |
$150,793 |
$6,320 |
1.26% |
4.19% |
88 |
07/28 05:08 |
0 |
8 |
HGZ22 |
(1.40) |
(1.75) |
4.44 |
3.56 |
$88,875 |
$2,523 |
0.50% |
2.84% |
68 |
09/09 04:20 |
0 |
7 |
GCZ22 |
0.99 |
(1.60) |
(4.27) |
1,727.60 |
$172,760 |
$2,243 |
0.45% |
1.30% |
64 |
07/14 09:47 |
1 |
6 |
ESZ22 |
2.03 |
3.36 |
(5.51) |
4,084.00 |
$204,200 |
$3,570 |
0.71% |
1.75% |
67 |
08/28 21:28 |
0 |
5 |
CLZ22 |
(1.29) |
2.79 |
(4.41) |
85.08 |
$85,080 |
$3,925 |
0.78% |
4.61% |
61 |
08/05 09:29 |
0 |
4 |
6JZ22 |
(1.40) |
(1.71) |
6.85 |
0.01 |
$88,519 |
$914 |
0.18% |
1.03% |
50 |
07/29 02:28 |
0 |
3 |
6EZ22 |
0.05 |
(1.55) |
(5.96) |
1.01 |
$126,475 |
$1,278 |
0.25% |
1.01% |
66 |
08/23 03:16 |
0 |
2 |
6CZ22 |
0.82 |
(1.55) |
6.95 |
0.77 |
$76,745 |
$509 |
0.10% |
0.66% |
54 |
07/18 10:49 |
0 |
1 |
6BZ22 |
(1.70) |
(1.66) |
(6.36) |
1.16 |
$72,525 |
$692 |
0.14% |
0.95% |
56 |
08/23 02:35 |
0 |
0 |
6AZ22 |
1.10 |
(1.36) |
5.79 |
0.69 |
$68,580 |
$742 |
0.15% |
1.08% |
58 |
07/19 19:21 |
0 |
|
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