TCT
記錄股民匹諾曹(Pinocchio)期貨交易從虧損走向盈利的曲折過程。
正文
第24周交易39次共76手，虧損-9.3K（-2.5，0.0，3.2，-16.2，6.3），-1.5%。原倉-12.3，新倉-4.7，交易7.7。YTD -$84.7K，-13.0%。現賬戶資金598.0K，馬金96.8K，杠杆3.1，淨倉1，波動率1.2%，風險正常。
本周為三重魔力日，納悶為什麽股市沒有什麽動靜。原來是在等星期三Fed的決定，美聯儲為了對付通脹，決定今後將開始加息。股市期指，商品期貨應聲大跌。本周股市變化不利於原持倉，實際交易不多，不少交易還是因合約掉期而做。單邊抄底黃金蒙受-4.3K的重大損失。由於杠杆不高，賬戶總的損失不算太大。因為換約的原因，本周原倉新倉交易盈虧額沒能反應真實交易狀況。
目前匯率，能源期貨已無倉位，主要是因為鎖利被清空，結果常常因此而失去後續巨大的利潤。決定今後如果長期看好，將采取“留一手”的策略，不再清空倉位。
本周製作了一個視頻還不錯: Life at University of Teledo
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 |
| 0 | 6AU21 | -1.72 | -4.9 | -4.9 | 0.00% | $74,805 | $606 | -4.11 | 0.81% | 17 | 6/18/2021 16:56 | 0 |
| 1 | 6BU21 | 0 | -3.95 | -3.95 | 0.00% | $86,288 | $536 | -0.26 | 0.62% | 21 | 6/18/2021 16:50 | 0 |
| 2 | 6CU21 | 1.56 | -6.04 | -6.04 | 0.00% | $80,245 | $514 | 0.77 | 0.64% | 10 | 6/18/2021 11:30 | 0 |
| 3 | 6EU21 | 0.64 | -5.55 | -5.55 | 0.00% | $148,575 | $829 | -1.86 | 0.56% | 17 | 6/18/2021 11:05 | 0 |
| 4 | 6JU21 | 0.33 | -1.03 | -3.18 | 0.00% | $113,488 | $535 | -2.9 | 0.47% | 15 | 6/16/2021 20:23 | 0 |
| 5 | CLQ21 | 0.81 | 1.31 | 5.38 | 0.00% | $71,140 | $1,684 | 5.01 | 2.37% | 17 | 6/10/2021 9:42 | 0 |
| 6 | ESU21 | 0.46 | -2.67 | 3.99 | 0.00% | $207,088 | $2,178 | -0.33 | 1.05% | 14 | 6/1/2021 9:31 | -3 |
| 7 | GCQ21 | -0.52 | -1.4 | -5.37 | 0.00% | $176,390 | $2,529 | -0.64 | 1.43% | 22 | 6/17/2021 11:31 | 1 |
| 8 | HGN21 | -0.41 | -4.36 | -4.36 | 0.00% | $103,050 | $2,710 | -0.45 | 2.63% | 13 | 6/18/2021 16:57 | 0 |
| 9 | HOQ21 | -1.26 | 1.33 | 3.59 | 0.00% | $87,587 | $1,932 | 4.13 | 2.21% | 15 | 6/1/2021 9:06 | 0 |
| 10 | NGN21 | -0.07 | 1.12 | -3.71 | 0.00% | $32,340 | $805 | 4.87 | 2.49% | 19 | 5/24/2021 8:17 | 0 |
| 11 | NQU21 | 1.09 | 1.7 | 3.8 | 0.00% | $280,355 | $4,284 | 0.18 | 1.53% | 21 | 6/1/2021 9:41 | -1 |
| 12 | RBQ21 | 0.92 | 1.47 | 4.13 | 0.00% | $90,791 | $2,004 | 3.23 | 2.21% | 17 | 6/4/2021 9:22 | 0 |
| 13 | RSU21 | 2.26 | -3.07 | 3.86 | 0.00% | $111,255 | $2,000 | -0.5 | 1.80% | 18 | 4/29/2021 8:13 | 1 |
| 14 | SIN21 | -0.86 | -1.04 | -3.69 | 0.00% | $129,225 | $3,522 | -0.35 | 2.73% | 17 | 6/17/2021 12:26 | 0 |
| 15 | YMU21 | -1.98 | -4.77 | -5.12 | 0.00% | $165,355 | $1,710 | -2.47 | 1.03% | 14 | 5/13/2021 4:43 | 3 |
| 16 | ZBU21 | 0.61 | 1.87 | -4.36 | 0.00% | $161,250 | $1,068 | 4.33 | 0.66% | 19 | 5/13/2021 5:55 | 0 |
| 17 | ZCN21 | 3.35 | 1.22 | 4.1 | 0.00% | $32,888 | $1,304 | 3.06 | 3.97% | 20 | 4/27/2021 6:15 | -2 |
| 18 | ZCU21 | 3.35 | 1.71 | -4.49 | 0.00% | $28,950 | $1,178 | 1.93 | 4.07% | 16 | 5/16/2021 22:39 | 0 |
| 19 | ZSN21 | -1.18 | 2 | -7.32 | 0.00% | $69,863 | $2,022 | -0.78 | 2.89% | 12 | 6/17/2021 14:18 | 1 |
| 20 | ZSU21 | -1.18 | 2.13 | -7.39 | 0.00% | $65,975 | $1,738 | 0.04 | 2.63% | 14 | 6/17/2021 14:18 | 0 |
| 21 | ZWN21 | -1.17 | 1.28 | 4.95 | 0.00% | $33,100 | $1,190 | 0.25 | 3.60% | 18 | 4/27/2021 6:30 | 1 |
| 22 | ZWU21 | -1.17 | 1.35 | 4.93 | 0.00% | $33,225 | $1,141 | 0.28 | 3.43% | 18 | 4/27/2021 6:30 | 0 |
| 23 | 6BU21-6AU21 | 0.7 | 2.12 | 3.85 | 11.82% | $11,483 | $534 | 4.4 | 0.71% | 22 | 5/12/2021 11:32 | 0 |
| 24 | 6CU21-6AU21 | 1.85 | 1.41 | 3.67 | 11.80% | $5,440 | $535 | 5.4 | 0.71% | 19 | 4/30/2021 13:51 | 0 |
| 25 | 6CU21-HGN21 | 0.21 | 4.03 | -4.24 | 12.99% | ($22,805) | $2,358 | 0.68 | 2.29% | 15 | 5/10/2021 2:02 | 0 |
| 26 | 6EU21-6AU21 | 1.21 | -2.69 | 3.16 | 25.82% | $73,770 | $615 | 1.54 | 0.41% | 27 | 5/19/2021 9:51 | 0 |
| 27 | 6EU21-6BU21 | 0.54 | -3.63 | -3.63 | 13.21% | $62,288 | $720 | -1.95 | 0.48% | 13 | 6/17/2021 20:11 | 0 |
| 28 | 6EU21-6CU21 | 0.19 | -3.11 | -3.85 | 12.81% | $68,330 | $723 | -2.68 | 0.49% | 15 | 5/5/2021 12:06 | 0 |
| 29 | ESU21-RSU21 | -1.72 | 1.21 | 2.62 | 12.53% | $95,833 | $1,906 | 0.15 | 0.92% | 18 | 5/11/2021 1:45 | -1 |
| 30 | ESU21-YMU21 | 2.09 | 4.73 | 4.73 | 40.89% | $41,733 | $1,288 | 2.73 | 0.62% | 19 | 6/18/2021 10:42 | -2 |
| 31 | GCQ21-SIN21 | 0.69 | 1.49 | 3.91 | 43.49% | $47,165 | $1,990 | -0.19 | 1.54% | 23 | 5/21/2021 12:14 | 0 |
| 32 | HOQ21-CLQ21 | -1.25 | 1.34 | -3.56 | 53.21% | $16,447 | $904 | -0.51 | 1.03% | 24 | 6/16/2021 9:02 | 0 |
| 33 | NQU21-ESU21 | 2.64 | 2.34 | -3.92 | 34.62% | $73,268 | $2,801 | 0.53 | 1.00% | 21 | 5/11/2021 8:21 | 0 |
| 34 | NQU21-RSU21 | -0.21 | 2.19 | -3.43 | 14.58% | $169,100 | $3,659 | 0.49 | 1.31% | 17 | 5/4/2021 11:57 | 0 |
| 35 | NQU21-YMU21 | 2.99 | 2.28 | -3.88 | 12.66% | $115,000 | $3,742 | 1.34 | 1.33% | 21 | 5/11/2021 9:00 | -1 |
| 36 | RBQ21-CLQ21 | 0.75 | 1.62 | -3.94 | 54.78% | $19,651 | $906 | -2.16 | 1.00% | 27 | 6/16/2021 9:18 | 0 |
| 37 | RBQ21-HOQ21 | 1.36 | 1.67 | -2.33 | 57.09% | $3,205 | $860 | -1.74 | 0.95% | 25 | 5/13/2021 2:31 | 0 |
| 38 | YMU21-RSU21 | -2.7 | -2.08 | 6.01 | 7.90% | $54,100 | $1,842 | -1.75 | 1.66% | 13 | 5/11/2021 8:29 | 0 |
| 39 | ZBU21-6JU21 | 0.21 | 1.91 | 4.6 | 8.49% | $47,763 | $977 | 6.32 | 0.61% | 19 | 6/11/2021 4:59 | 0 |
| 40 | ZSN21-ZCN21 | -1.13 | 1.09 | -4.79 | 30.74% | $36,975 | $1,400 | -3.97 | 2.00% | 18 | 6/17/2021 14:18 | 0 |
| 41 | ZSN21-ZWN21 | -0.51 | 1.8 | 5.52 | 25.11% | $36,763 | $1,514 | -1.24 | 2.17% | 14 | 5/12/2021 12:02 | 1 |
| 42 | ZWN21-ZCN21 | -2.17 | 1.96 | -3.97 | 33.37% | $213 | $869 | -4.24 | 2.64% | 11 | 5/4/2021 13:09 | 2 |
| 43 | ZSU21-ZCU21 | -1.13 | -1 | -7.09 | 35.27% | $37,025 | $1,125 | -1.96 | 1.71% | 17 | 6/17/2021 14:18 | 0 |
| 44 | ZSU21-ZWU21 | -0.51 | 1.89 | -7.32 | 25.83% | $32,750 | $1,289 | -0.19 | 1.95% | 16 | 6/17/2021 14:18 | 0 |
| 45 | ZWU21-ZCU21 | -2.17 | -1.11 | -4.07 | 35.93% | $4,275 | $755 | -2.58 | 2.61% | 21 | 5/6/2021 10:35 | 0 |
| 46 | PTF | 0 | -7.1 | -7.1 | 0.00% | $597,953 | $7,010 | -0.04 | 1.17% | 19 | 6/17/2021 16:38 | 1 |
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