帕努奇交易記第46周：-0.9%, 年-11.4%

  第46周交易49次共86手，虧損-5.8K（5.1，0.3，-1.8,  -4.5，-4.9），-0.9%。原倉-6.3，新倉-6.1，交易6.7。YTD -$74.2K，-11.4%。現賬戶資金619.9K，馬金83.3K，杠杆4.02，淨倉0，波動率1.12%（0.78%～1.50%），風險很高。

   本周股市納指與標普上漲，道指與羅素下跌，正好與賬戶持倉相反，造成嚴重虧損。上周持有的2手天然氣多倉在彌補了2周前止損造成的大部分虧損後賣掉。目前賬戶持有2手ES/RS，4手ES-YM，2手ZW/ZC空倉。風險很高。

   事後分析，期指配對空倉因建倉過早而被套。已不是第一次犯這樣的錯誤，決定今後RV之和小於35時不建期指配對倉位。

   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	6AZ21	1.56	-1.08	5.25	0.00	$72,365	$629	1	0.87%	66	10/20/2021 23:03	0
1	6BZ21	-3.08	1.39	-6.84	0.00	$84,019	$578	1	0.69%	57	9/29/2021 12:39	0
2	6CZ21	-1.17	-1.21	-5.3	0.00	$79,105	$520	1	0.66%	64	11/12/2021 4:18	0
3	6EZ21	-0.17	-1.4	-10.44	0.00	$141,088	$725	1	0.51%	55	11/16/2021 22:42	0
4	6JZ21	1.35	-1.35	-7.89	0.00	$109,619	$656	1	0.60%	53	9/28/2021 8:48	0
5	CLF22	-0.85	0.94	6.49	0.00	$75,680	$2,150	1	2.84%	67	9/28/2021 2:27	0
6	ESZ21	4.79	1.08	5.61	0.00	$234,888	$2,620	1	1.12%	67	10/17/2021 18:01	-6
7	GCG22	-0.35	-1.88	7.31	0.00	$184,930	$2,258	1	1.22%	64	11/10/2021 9:40	0
8	HGH22	-0.53	3.48	7.43	0.00	$109,725	$2,966	1	2.70%	59	10/15/2021 9:22	0
9	HOF22	2.2	1.14	6.65	0.00	$95,668	$2,477	1	2.59%	85	10/6/2021 2:54	0
10	NGF22	-1.48	1.7	7.94	0.00	$51,550	$3,865	1	7.50%	54	9/27/2021 23:30	0
11	NQZ21	-1.58	4.59	7.4	0.00	$331,765	$4,625	1	1.39%	59	10/20/2021 10:34	0
12	RBF22	-0.6	-2.14	5.46	0.00	$90,300	$2,493	1	2.76%	76	10/6/2021 2:53	0
13	RSZ21	-1.79	1.4	5.54	0.00	$117,165	$2,066	1	1.76%	61	11/2/2021 8:37	2
14	SIH22	-1.12	-1.45	4.56	0.00	$123,600	$2,828	1	2.29%	68	10/3/2021 18:26	0
15	YMZ21	-5.93	-1.25	6.08	0.00	$177,905	$2,006	1	1.13%	62	10/17/2021 18:07	4
16	ZBH22	-2.78	1.04	-10.2	0.00	$160,125	$1,140	1	0.71%	43	9/28/2021 15:16	0
17	ZCZ21	0.72	-2.53	4.54	0.00	$28,525	$583	1	2.04%	60	11/11/2021 10:40	2
18	ZSF22	-1.79	-1.16	-7.2	0.00	$63,250	$1,080	1	1.71%	58	11/9/2021 11:43	0
19	ZWZ21	2.31	-1.47	6.63	0.00	$41,163	$901	1	2.19%	60	11/11/2021 10:38	-2
20	6BZ21-6AZ21	-3.35	1.09	6.49	22.14	$11,654	$490	1	0.68%	64	11/17/2021 20:54	0
21	6CZ21-6AZ21	-1.59	1.62	-4.88	33.16	$6,740	$420	1	0.58%	76	10/20/2021 22:03	0
22	6CZ21-HGH22	0.41	-3.84	-4.54	7.06	($30,620)	$2,757	1	2.51%	61	10/13/2021 23:23	0
23	6EZ21-6AZ21	-0.57	1.85	-6.69	13.97	$68,723	$624	1	0.44%	59	11/16/2021 18:43	0
24	6EZ21-6BZ21	0.95	-1.29	-6.67	19.60	$57,069	$583	1	0.41%	61	11/16/2021 4:38	0
25	6EZ21-6CZ21	0.35	-1.45	-7.83	9.13	$61,983	$659	1	0.47%	55	11/16/2021 22:42	0
26	ESZ21-RSZ21	2.41	3.79	8.81	33.21	$117,723	$1,750	1	0.74%	59	10/20/2021 9:51	-2
27	ESZ21-YMZ21	5.88	3.69	4.89	59.88	$56,983	$1,051	1	0.45%	75	11/4/2021 10:50	-4
28	GCG22-SIH22	1.03	-1.6	5.19	29.32	$61,330	$1,999	1	1.62%	94	9/29/2021 11:44	0
29	HOF22-CLF22	2	-1.87	4.86	49.57	$19,988	$1,249	1	1.31%	108	9/30/2021 23:16	0
30	NQZ21-ESZ21	2.77	4.54	5.58	46.91	$96,878	$2,456	1	0.74%	59	11/4/2021 14:46	0
31	NQZ21-RSZ21	-0.53	6.78	7.18	20.04	$214,600	$3,698	1	1.11%	55	10/20/2021 9:40	0
32	NQZ21-YMZ21	4.06	4.71	5.64	26.61	$153,860	$3,395	1	1.02%	61	11/4/2021 14:46	0
33	RBF22-CLF22	-0.28	-1.31	3.98	49.09	$14,620	$1,269	1	1.41%	92	11/3/2021 1:40	0
34	RBF22-HOF22	-1.48	-1.16	4.75	54.22	($5,368)	$1,141	1	1.26%	128	11/15/2021 8:04	0
35	YMZ21-RSZ21	-2.77	-1.92	-4.75	31.77	$60,740	$1,410	1	1.20%	69	10/13/2021 11:26	0
36	ZBH22-6JZ21	-2.82	2.94	7.66	(6.98)	$50,506	$1,220	1	0.76%	44	10/15/2021 9:00	0
37	ZSF22-ZCZ21	-1.8	-1.19	-6.6	24.32	$34,725	$818	1	1.29%	58	11/9/2021 8:00	0
38	ZSF22-ZWZ21	-2.36	1.24	-9.48	4.60	$22,088	$1,031	1	1.63%	51	10/4/2021 9:32	0
39	ZWZ21-ZCZ21	1.63	-1.4	4.36	28.81	$12,638	$641	1	1.56%	80	10/4/2021 9:30	-2
40	PTF	36.15	-3.26	-8.62	0.00	$619,902	$6,944	1	1.12%	57	10/20/2021 9:49	0