2014 (52)
2015 (56)
2016 (50)
2017 (48)
2018 (52)
2019 (52)
2020 (53)
2021 (52)
第23周交易13次共29手。虧損-6.3K,-0.9% (-3.0, 1.7, 1.9, 3.1, -9.9)。YTD -$152.2K,-17.8%。 現賬戶資金704.6K,保證金277.3K,杠杆1.7,波動率1.8%。風險較高。
本周五報告就業人數增加,股市暴漲。賬戶因為賣掉所有納指與其它期指的配對空倉,做空股市而嚴重虧損。賬戶目前持有1手GC/SI,1手HO/RB,2手NG,1手ZB/NQ,1手ZB/YM多倉和1手ZS/ZW空倉。風險較高。
以下是本周期貨及配對組合相對值變化情況。
| 期貨/組合 | RV | 變化 | 市值 |
| NQM20/ESM20 | 3.33 | 0.41 | $36,893 |
| NQM20/RSM20/2 | 3.18 | 0.09 | $45,925 |
| 6BM20/HON20 | 3.05 | 0.06 | $31,518 |
| NQM20 | 2.99 | 0.03 | $196,155 |
| GCQ20/6JM20 | 2.90 | 0.14 | $54,791 |
| NQM20/YMM20 | 2.20 | 0.58 | $60,855 |
| NGN20 | 2.07 | 0.44 | $18,000 |
| CLN20 | 1.86 | 0.03 | $38,970 |
| ZBU20/6JM20 | 1.64 | 0.09 | $58,556 |
| GCQ20 | 1.61 | 0.32 | $168,860 |
| 6BM20 | 1.56 | 0.03 | $79,175 |
| 6BM20/6AM20 | 1.36 | 0.14 | $9,485 |
| YMM20 | 1.08 | 0.71 | $135,300 |
| 6CM20 | 1.05 | 0.53 | $74,535 |
| RBN20 | 0.93 | 0.32 | $50,539 |
| SIN20 | 0.87 | 0.16 | $87,850 |
| ESM20/RSM20/2 | 0.69 | 0.12 | $9,033 |
| RBN20/CLN20 | 0.56 | 0.29 | $11,569 |
| 6CM20/6AM20 | 0.41 | 0.14 | $4,845 |
| ZBU20/ESM20 | 0.19 | 0.26 | $13,363 |
| ZBU20 | 0.12 | 0.27 | $172,625 |
| CLQ20/CLN20 | 0.00 | 0.00 | $240 |
| NGQ20/NGN20 | 0.00 | 0.00 | $960 |
| ZCN20 | 0.05 | 0.30 | $16,625 |
| ZWN20/ZCN20 | 0.06 | 0.54 | $9,138 |
| ZWN20 | 0.09 | 0.53 | $25,763 |
| ZSN20/ZCN20/2 | 0.12 | 0.06 | $10,163 |
| ZSN20/ZWN20 | 0.16 | 0.46 | $17,650 |
| 6AM20 | 0.18 | 0.32 | $69,690 |
| ZSN20 | 0.24 | 0.35 | $43,413 |
| GCQ20/SIN20 | 0.33 | 0.05 | $81,010 |
| ZBU20/YMM20 | 0.47 | 0.65 | $37,325 |
| 6EM20 | 0.52 | 0.31 | $141,169 |
| RSM20 | 0.74 | 0.13 | $75,115 |
| HGN20 | 0.93 | 0.31 | $63,563 |
| ESM20/YMM20 | 1.07 | 0.72 | $23,963 |
| CLN20/NGN20 | 1.38 | 0.41 | $20,970 |
| ESM20 | 1.72 | 0.27 | $159,263 |
| HON20/NGN20 | 2.12 | 0.44 | $29,657 |
| HON20/RBN20 | 2.15 | 0.29 | ($2,881) |
| ZBU20/NQM20 | 2.22 | 0.22 | ($23,530) |
| 6JM20 | 2.30 | 0.16 | $114,069 |
| HON20/CLN20 | 3.10 | 0.06 | $8,687 |
| HON20 | 3.19 | 0.06 | $47,657 |