帕努奇交易記第52周：0.0%, 年-10.1%

  第52周交易41次共59手，盈利0.2K，0.0%（-8.3，-2.0，-0.5，5.5，5.5），原倉-5.1，新倉0.0，交易5.2。YTD -$65.9K，-10.1%。現賬戶資金628.1K，杠杆1.39，淨倉0，波動率0.53%（0.49%～1.85%），風險較低。

   本周股市繼續上漲，在創下新高後收盤略有回落。空倉確實建早了，還好沒有滿倉，通過交易完全彌補做空股市所帶來的損失。不過在沒有更換合約的壓力下，賬戶波動率曾達到1.85%，這是自嚴格控製波動率以來的最高值。主要原因是YM的最大波幅曾達到9.55，這是自從交易以來從未見過的，賬戶一度擁有4手YM空倉。目前賬戶仍持有1手ES-RS，1手ES-YM，1手ZS-ZW空倉，淨倉為0，風險較低。

   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
40	PTF	38.91	1.93	6.45	0.00	$628,146	$3,316	0.53%	0.53%	66	12/31/21 17:25	0
39	ZWH22-ZCH22	(0.53)	(2.17)	(6.15)	0.29	$8,888	$785	0.12%	2.04%	63	12/10/21 01:41	0
38	ZSH22-ZWH22	0.76	1.69	6.87	0.04	$28,475	$1,110	0.18%	1.66%	51	12/28/21 12:16	-1
37	ZSH22-ZCH22	0.75	1.08	12.34	0.26	$37,363	$855	0.14%	1.28%	45	12/28/21 06:47	0
36	ZBH22-6JH22	(2.85)	(0.98)	4.33	0.19	$51,344	$1,157	0.18%	0.72%	66	11/26/21 01:05	0
35	YMH22-RSH22	(0.15)	1.11	6.44	0.27	$69,180	$1,815	0.29%	1.62%	73	12/14/21 09:34	0
34	RBG22-HOG22	(2.28)	(1.84)	(4.23)	0.66	($4,582)	$1,082	0.17%	1.16%	190	12/22/21 20:28	0
33	RBG22-CLG22	(0.89)	(3.08)	(3.62)	0.60	$17,685	$1,279	0.20%	1.37%	107	12/02/21 21:01	0
32	NQH22-YMH22	2.47	(1.66)	6.22	0.17	$145,340	$4,757	0.76%	1.46%	52	12/28/21 07:43	0
31	NQH22-RSH22	0.07	(1.91)	7.24	0.21	$214,520	$4,500	0.72%	1.38%	58	12/28/21 07:43	0
30	NQH22-ESH22	2.80	(1.82)	(5.94)	0.41	$88,555	$3,388	0.54%	1.04%	50	12/17/21 04:16	0
29	HOG22-CLG22	2.41	(2.49)	4.54	0.61	$22,267	$1,215	0.19%	1.24%	126	12/23/21 06:32	0
28	GCG22-SIH22	0.49	1.54	4.48	0.36	$66,275	$1,735	0.28%	1.49%	66	12/01/21 15:23	0
27	ESH22-YMH22	4.36	(2.10)	6.37	0.46	$56,785	$1,622	0.26%	0.68%	81	12/28/21 05:07	-1
26	ESH22-RSH22	5.56	(1.97)	7.55	0.34	$125,965	$1,968	0.31%	0.83%	66	12/29/21 09:51	-1
25	6EH22-6CH22	0.37	1.24	(6.51)	0.01	$63,229	$836	0.13%	0.59%	68	11/16/21 22:42	0
24	6EH22-6AH22	(0.47)	2.40	(5.79)	0.06	$69,664	$786	0.13%	0.55%	76	11/16/21 22:42	0
23	6CH22-HGH22	(0.06)	(1.64)	4.46	0.09	($32,385)	$2,200	0.35%	1.97%	71	11/26/21 12:03	0
22	6CH22-6AH22	(1.48)	(1.15)	5.38	0.21	$6,435	$461	0.07%	0.63%	90	12/03/21 11:01	0
21	6BH22-6CH22	(2.07)	(3.35)	(6.28)	(0.04)	$5,348	$549	0.09%	0.65%	64	12/08/21 10:00	0
20	6BH22-6AH22	(2.87)	1.47	(6.91)	0.10	$11,783	$523	0.08%	0.72%	81	12/09/21 01:40	0
19	ZWH22	(0.41)	(2.09)	5.37	0.00	$38,513	$1,099	0.17%	2.85%	55	11/11/21 10:38	1
18	ZSH22	0.79	1.13	(6.62)	0.00	$66,988	$1,152	0.18%	1.72%	51	11/09/21 11:30	-1
17	ZCH22	0.54	(1.15)	(4.62)	0.00	$29,625	$568	0.09%	1.92%	59	11/30/21 09:57	0
16	ZBH22	(2.86)	2.11	5.19	0.00	$159,969	$1,420	0.23%	0.89%	50	11/26/21 03:24	0
15	YMH22	(5.37)	1.04	9.55	0.00	$181,290	$2,104	0.33%	1.16%	62	12/30/21 09:38	1
14	SIH22	(0.62)	2.82	(6.16)	0.00	$116,775	$2,728	0.43%	2.34%	58	11/23/21 11:30	0
13	RSH22	(4.56)	1.03	6.84	0.00	$112,110	$2,500	0.40%	2.23%	64	12/28/21 10:04	1
12	RBG22	(1.32)	(2.24)	(7.92)	0.00	$93,135	$3,190	0.51%	3.42%	53	11/26/21 13:41	0
11	NQH22	(2.48)	(1.70)	7.28	0.00	$326,630	$5,711	0.91%	1.75%	57	12/28/21 07:43	0
10	NGG22	(3.02)	1.73	(6.92)	0.00	$37,600	$2,805	0.45%	7.46%	54	11/30/21 11:03	0
9	HOG22	2.64	(2.15)	(8.39)	0.00	$97,717	$3,108	0.49%	3.18%	57	11/26/21 13:44	0
8	HGH22	(0.03)	1.93	(4.64)	0.00	$111,500	$2,420	0.39%	2.17%	69	11/26/21 13:39	0
7	GCG22	(1.13)	3.79	(7.79)	0.00	$183,050	$2,202	0.35%	1.20%	50	11/23/21 11:58	0
6	ESH22	5.86	(1.54)	7.55	0.00	$238,075	$2,980	0.47%	1.25%	62	12/30/21 10:26	-2
5	CLG22	(0.98)	(1.67)	(7.60)	0.00	$75,450	$2,825	0.45%	3.74%	53	11/26/21 11:55	0
4	6JH22	1.25	(1.65)	5.52	0.00	$108,625	$627	0.10%	0.58%	59	11/26/21 03:23	0
3	6EH22	(0.07)	2.45	(8.98)	0.00	$142,344	$841	0.13%	0.59%	62	11/16/21 22:42	0
2	6CH22	(0.99)	5.02	6.51	0.00	$79,115	$472	0.08%	0.60%	47	12/08/21 10:00	0
1	6BH22	(2.53)	1.97	(6.29)	0.00	$84,463	$526	0.08%	0.62%	56	11/05/21 06:49	0
0	6AH22	1.46	1.12	6.64	0.00	$72,680	$581	0.09%	0.80%	56	12/09/21 01:40	0