帕努奇交易記第44周：-1.1%, 年-10.4%

  第44周交易32次共53手，虧損-7.0K（-3.1，2.8，2.5,  -6.8，-2.4），-1.1%。原倉0.7，新倉1.2，交易-9.1。YTD -$67.5K，-10.4%。現賬戶資金626.6K，馬金59.4K，杠杆3.52，淨倉0，波動率0.82%（0.49%～1.22%），風險較高。

   股市又創新高！雖然周三美聯儲宣布縮減購債規模，股市繼續狂歡，毫不影響聖誕行情。賬戶本周巨虧不僅僅因為做空期指，做多天然氣止損出局也是一個重要原因。賬戶現在持有2手ZS-ZC多倉，1手2手ZS-ZW多倉。4手ES-YM，1手ZB-6J空倉。ES-YM嚴重背離，因此滿倉做空ES-YM，風險較高。

   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	0.8	1.53	5.26	0.00%	$74,055	$627	-0.81	0.85%	68	10/20/2021 23:03	0
1	6BZ21	-2.68	1.79	-7	0.00%	$84,344	$564	-4.09	0.67%	51	9/29/2021 12:39	0
2	6CZ21	0.07	1	-5.55	0.00%	$80,275	$559	0.82	0.70%	65	9/20/2021 8:34	0
3	6EZ21	0.76	2.19	-5.81	0.00%	$144,706	$673	-6.1	0.47%	69	10/29/2021 12:41	0
4	6JZ21	1.42	2.13	-8.39	0.00%	$110,250	$617	-6.1	0.56%	51	9/28/2021 8:48	1
5	CLZ21	-0.53	2.65	6.73	0.00%	$81,170	$2,120	5.88	2.61%	62	9/28/2021 2:28	0
6	ESZ21	3.15	-1.25	5.38	0.00%	$234,300	$2,732	2.96	1.17%	62	10/17/2021 18:01	-4
7	GCZ21	-0.47	2.69	-5.29	0.00%	$182,000	$2,339	-0.45	1.28%	59	9/16/2021 9:50	0
8	HGZ21	-0.78	1.15	7.6	0.00%	$108,575	$3,111	0.04	2.86%	57	10/15/2021 9:22	0
9	HOZ21	1.49	-1.32	6.61	0.00%	$102,543	$2,360	5.12	2.30%	88	10/6/2021 2:53	0
10	NGZ21	-0.36	-1.82	8.17	0.00%	$56,230	$3,776	2	6.71%	58	9/27/2021 23:30	0
11	NQZ21	-0.65	-1.23	-6.34	0.00%	$326,895	$4,532	3.07	1.39%	68	9/20/2021 15:18	0
12	RBZ21	0.04	-1.52	5.75	0.00%	$96,806	$2,452	4.49	2.53%	69	10/6/2021 2:54	0
13	RSZ21	0.59	-1.44	5.53	0.00%	$121,510	$2,070	3.64	1.70%	63	11/2/2021 8:37	0
14	SIZ21	-1.34	1.69	-4.69	0.00%	$121,225	$2,954	-0.96	2.44%	61	9/16/2021 10:47	0
15	YMZ21	-4.83	-1.35	5.82	0.00%	$180,865	$2,095	2.26	1.16%	64	10/17/2021 18:07	4
16	ZBZ21	-0.71	3.63	-4.76	0.00%	$162,750	$1,325	-0.02	0.81%	65	9/23/2021 23:56	-1
17	ZCZ21	1.28	-1.69	4.95	0.00%	$27,638	$591	2.52	2.14%	58	9/16/2021 7:59	-2
18	ZSF22	-3.25	-2.18	-4.31	0.00%	$60,200	$1,020	-4.78	1.69%	69	9/30/2021 12:56	3
19	ZWZ21	2.21	-1.79	4.89	0.00%	$38,388	$854	2.55	2.22%	56	9/26/2021 21:55	-1
20	6BZ21-6AZ21	-2.66	0.97	-4.17	27.41%	$10,289	$455	-3.94	0.61%	75	10/12/2021 7:19	0
21	6CZ21-6AZ21	-0.61	-1.49	-4.92	33.56%	$6,220	$417	2.33	0.56%	81	10/20/2021 22:03	0
22	6CZ21-HGZ21	0.77	-1.28	-4.98	10.23%	($28,300)	$2,792	0.12	2.57%	59	10/13/2021 23:23	0
23	6EZ21-6AZ21	0.48	1.94	-5.68	13.27%	$70,651	$584	-6.16	0.40%	65	10/29/2021 13:00	0
24	6EZ21-6BZ21	1.54	1.97	-4.56	18.08%	$60,363	$552	-3.26	0.38%	64	9/9/2021 10:44	0
25	6EZ21-6CZ21	0.7	2.43	-5.46	10.52%	$64,431	$602	-7.58	0.42%	74	10/29/2021 12:45	0
26	ESZ21-RSZ21	-0.05	-1.43	8.59	34.34%	$112,790	$1,794	0.31	0.77%	58	10/20/2021 9:51	0
27	ESZ21-YMZ21	5.39	-1.57	-5.45	61.64%	$53,435	$1,048	3.19	0.45%	73	9/20/2021 15:18	-4
28	GCZ21-SIZ21	1.21	2.31	5.14	36.64%	$60,775	$1,872	0.96	1.54%	56	9/29/2021 11:46	0
29	HOZ21-CLZ21	1.34	-2.51	5.97	54.88%	$21,373	$1,065	-0.35	1.04%	90	10/6/2021 4:42	0
30	NQZ21-ESZ21	2.45	-1.22	5.89	48.65%	$92,595	$2,327	2.5	0.71%	68	11/4/2021 14:46	0
31	NQZ21-RSZ21	-0.91	-1.72	7.44	21.26%	$205,385	$3,568	1.79	1.09%	60	10/20/2021 9:40	0
32	NQZ21-YMZ21	4.04	-1.62	5.89	28.39%	$146,030	$3,245	2.82	0.99%	65	11/4/2021 14:46	0
33	RBZ21-CLZ21	0.17	-2.98	3.82	52.55%	$15,636	$1,164	-1.24	1.20%	92	10/26/2021 5:49	0
34	RBZ21-HOZ21	-0.67	-2.08	5.09	59.83%	($5,737)	$985	-1.09	1.02%	89	11/2/2021 14:30	0
35	YMZ21-RSZ21	-3.87	-1.63	-4.72	32.31%	$59,355	$1,418	-1.97	0.78%	68	10/13/2021 11:26	0
36	ZBZ21-6JZ21	-1.48	3.64	5.86	15.53%	$52,500	$1,119	3.33	0.69%	67	10/27/2021 14:39	-1
37	ZSF22-ZCZ21	-3.24	-4.78	-7.14	27.18%	$32,563	$743	-8.57	1.23%	65	10/4/2021 22:24	2
38	ZSF22-ZWZ21	-3.39	-1.62	-10.24	6.42%	$21,813	$954	-7.39	1.59%	55	10/4/2021 9:32	1
39	ZWZ21-ZCZ21	1.3	-1.99	-5.89	26.40%	$10,750	$628	1.09	1.64%	69	9/10/2021 11:49	0
40	PTF	27.42	-6.29	-6.29	0.00%	$626,603	$5,128	0.03	0.82%	63	11/5/2021 9:26	0