2014 (52)
2015 (56)
2016 (50)
2017 (48)
2018 (52)
2019 (52)
2020 (53)
2021 (52)
第49周交易48次共92手,虧損-13.0K,-1.9% (8.0,-8.2,5.2,-2.7,-15.2),若無交易-16.8K。YTD -$193.6K,-22.6%。現賬戶資金663.1K,保證金280.1K,杠杆3.9,波動率2.8%,風險極高。
本周股市續創新高。黃金白銀反彈,但債卷大跌。賬戶仍因做空股市,做多債卷而嚴重虧損。已賣掉黃金白銀多倉,增加了2手ES/ZB空倉。目前賬戶持有3手ES/RS,1手NG,2手ZW/ZC多倉。與1手HG,2手ES/ZB,2手NQ/ZB,5手ZS/ZW空倉。與上周相比,增加了做空股市,風險也因此增加。
以下是本周期貨及配對組合相對值及變化情況。
期貨/組合 | RV | 變化 | 市值 |
NQH21/YMH21 | 5.13 | 0.12 | $99,695 |
NQH21/ESH21 | 4.87 | 0.04 | $65,945 |
NQZ20 | 4.58 | 0.12 | $250,185 |
RSH21 | 3.76 | 0.32 | $94,395 |
6BZ20/6AZ20 | 2.58 | 0.36 | $9,743 |
6CZ20/6AZ20 | 2.35 | 0.48 | $3,940 |
6BZ20/HOF21 | 2.22 | 0.14 | $25,250 |
6BZ20 | 2.16 | 0.23 | $84,013 |
6CZ20 | 1.98 | 0.38 | $78,210 |
ZSF21/ZWH21 | 1.53 | 0.07 | $29,238 |
ZSF21 | 1.49 | 0.06 | $58,075 |
NGF21 | 0.95 | 0.08 | $25,530 |
SIH21 | 0.86 | 0.27 | $121,600 |
NQH21/RSH21/2 | 0.83 | 0.38 | $61,280 |
ZCH21 | 0.75 | 0.19 | $21,000 |
RBF21 | 0.73 | 0.09 | $53,000 |
ZBH21/YMH21 | 0.60 | 0.63 | $21,156 |
SIH21/HGH21 | 0.54 | 0.48 | $33,375 |
ZSF21/ZCH21/2 | 0.53 | 0.14 | $16,075 |
ZBH21/ESH21 | 0.49 | 0.83 | ($12,594) |
ESH21/YMH21 | 0.38 | 0.32 | $33,750 |
ZBH21 | 0.35 | 0.84 | $171,531 |
ZBH21/6JZ20 | 0.29 | 0.44 | $51,538 |
HGH21 | 0.22 | 0.56 | $88,225 |
CLF21 | 0.12 | 0.13 | $46,090 |
CLG21/CLF21 | 0.00 | 0.00 | $180 |
NGG21/NGF21 | 0.00 | 0.00 | $100 |
6JZ20 | 0.06 | 0.22 | $119,994 |
YMH21 | 0.50 | 0.32 | $150,375 |
GCG21/6JZ20 | 0.77 | 0.57 | $64,206 |
GCG21/HGH21 | 0.79 | 0.71 | $95,975 |
HOF21/NGF21/2 | 0.81 | 0.08 | $7,702 |
CLF21/NGF21 | 0.88 | 0.04 | $20,560 |
GCG21/SIH21 | 0.93 | 0.17 | $62,600 |
ZWH21 | 0.98 | 0.35 | $28,838 |
GCG21 | 1.04 | 0.51 | $184,200 |
6EZ20 | 1.04 | 0.24 | $151,544 |
ZWH21/ZCH21 | 1.06 | 0.36 | $7,838 |
HOF21/RBF21 | 1.21 | 0.08 | $5,762 |
HOF21 | 1.32 | 0.00 | $58,762 |
6JZ20/6BZ20 | 1.67 | 0.36 | $35,981 |
6AZ20 | 2.22 | 0.46 | $74,270 |
ESH21 | 2.74 | 0.19 | $184,125 |
ZBH21/NQZ20 | 3.52 | 0.64 | ($78,654) |
ZBH21/NQH21 | 3.52 | 0.64 | ($78,539) |
ESH21/RSH21/2 | 3.82 | 0.31 | ($4,665) |