帕努奇交易記第八周：-2.9%, 年-4.2%

  第八周交易60次共118手，虧損17.9K，-2.9%（0.1，1.6，-5.0，-19.7，5.2），原倉7.2，新倉0.5，交易-25.1。YTD -26.2K，-4.2%。現賬戶資金601.9K，杠杆1.06，淨倉0，波動率1.01%（0.41%～1.56%），風險正常。

   本周股市因俄羅斯打烏克蘭而劇烈波動。所持的玉米與小麥期貨先後出現了漲停與跌停的情況，但大豆交易繼續。在單邊期貨出現漲停與跌停時，我所采用的配對交易方法已無法進行。其實我本可停止交易，漲停與跌停板因為配對在解封後都不會有太大影響，可我卻繼續進行大豆單邊交易。結果因暴漲暴跌，兩麵挨抽給賬戶造成巨額損失！本周若不是因為錯誤操作本應大賺。賬戶已賣掉期指倉位，新開了一手6C-6A。目前賬戶持有1手6C-6A，4手ZS-ZW多倉。風險正常。

   但願經過此次風波後我對風險的認識有所提高。

   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
42	PTF	29.42	2.15	5.94	0.00	$601,906	$6,058	1.01%	1.01%	81.1	02/25 20:00	0
41	CLJ22-CLK22	0.00	1.17	3.93	0.86	$1,780	$392	0.07%	0.43%	349	02/11 13:56	0
40	ZWK22-ZCK22	1.13	(3.54)	(5.54)	0.25	$10,213	$898	0.15%	2.09%	71	01/27 14:15	-2
39	ZSK22-ZWK22	0.33	(1.08)	7.50	0.08	$36,175	$1,510	0.25%	1.91%	61	01/28 10:08	2
38	ZSK22-ZCK22	1.09	1.08	5.19	0.29	$46,388	$1,161	0.19%	1.47%	84	01/20 13:58	2
37	ZBM22-6JH22	(2.71)	1.51	(4.11)	0.02	$46,119	$1,404	0.23%	0.91%	66	01/03 16:58	0
36	YMH22-RSH22	0.73	4.14	6.20	0.43	$68,045	$1,707	0.28%	1.00%	62	01/27 12:05	0
35	RBJ22-HOJ22	1.04	(2.15)	4.18	0.63	$2,927	$1,074	0.18%	0.91%	198	02/07 19:36	0
34	RBJ22-CLJ22	1.21	(1.97)	3.46	0.62	$29,184	$1,097	0.18%	0.91%	151	02/10 14:03	0
33	NQH22-YMH22	(0.59)	1.09	(5.46)	0.28	$113,770	$6,148	1.02%	2.17%	66	01/06 07:45	0
32	NQH22-RSH22	(1.11)	1.40	(5.50)	0.28	$181,815	$6,151	1.02%	2.17%	62	01/24 12:18	0
31	NQH22-ESH22	(0.36)	1.00	(5.65)	0.50	$64,730	$4,258	0.71%	1.50%	66	01/06 07:48	0
30	HOJ22-CLJ22	(0.06)	1.14	4.97	0.61	$26,256	$1,152	0.19%	0.97%	136	01/27 22:18	0
29	HGK22-SIK22	0.83	(1.52)	(5.26)	(0.05)	($9,450)	$2,953	0.49%	2.43%	77	02/24 05:24	0
28	GCJ22-SIK22	0.63	(2.85)	(5.38)	0.32	$67,385	$1,913	0.32%	1.57%	87	01/19 05:59	0
27	ESH22-YMH22	2.39	1.32	6.92	0.54	$49,040	$1,997	0.33%	0.91%	60	02/02 07:56	0
26	ESH22-RSH22	4.40	3.50	(6.90)	0.45	$117,085	$2,394	0.40%	1.09%	68	01/24 12:13	0
25	6EH22-6CH22	(0.03)	2.01	7.00	0.17	$62,208	$790	0.13%	0.56%	57	02/04 06:58	0
24	6EH22-6AH22	(0.61)	2.70	9.08	0.24	$68,613	$722	0.12%	0.51%	53	02/04 06:58	0
23	6CH22-6AH22	(0.15)	2.23	6.08	0.36	$6,405	$431	0.07%	0.60%	78	01/07 08:32	1
22	6BH22-6CH22	(1.08)	(3.09)	6.14	0.17	$5,064	$442	0.07%	0.56%	73	02/03 07:00	0
21	6BH22-6AH22	(1.14)	1.31	5.53	0.31	$11,469	$460	0.08%	0.64%	82	01/07 08:41	0
20	ZWK22	1.22	(3.40)	10.23	859.75	$42,988	$1,192	0.20%	2.77%	53	02/23 22:42	-4
19	ZSK22	1.09	(3.07)	6.97	1,583.25	$79,163	$1,635	0.27%	2.07%	59	02/23 23:01	4
18	ZCK22	(0.35)	(1.75)	7.11	655.50	$32,775	$672	0.11%	2.05%	73	02/23 23:02	0
17	ZBM22	(3.18)	1.05	(5.92)	154'120	$154,375	$1,435	0.24%	0.93%	67	01/04 11:45	0
16	YMH22	(3.04)	4.11	(5.39)	33,997.00	$169,985	$3,017	0.50%	1.77%	76	02/24 02:30	0
15	SIK22	(0.53)	1.44	6.82	24.33	$121,625	$2,814	0.47%	2.31%	51	01/20 12:47	0
14	RSH22	(3.33)	2.55	4.55	2,038.80	$101,940	$2,875	0.48%	2.82%	78	02/01 09:36	0
13	RBJ22	1.29	(2.20)	5.53	2.88	$121,124	$2,874	0.48%	2.37%	73	01/18 02:45	0
12	NQH22	(3.00)	1.57	5.45	14,187.75	$283,755	$8,565	1.42%	3.02%	66	02/02 07:26	0
11	NGJ22	0.08	(2.44)	4.04	4.48	$44,840	$2,380	0.40%	5.31%	78	02/02 08:13	0
10	HOJ22	(0.15)	1.60	5.28	2.81	$118,196	$2,936	0.49%	2.48%	78	01/18 02:59	0
9	HGK22	0.94	(1.39)	4.95	4.49	$112,175	$2,507	0.42%	2.23%	65	01/12 08:53	0
8	GCJ22	1.49	(2.15)	(7.56)	1,890.10	$189,010	$2,257	0.38%	1.19%	57	02/24 15:07	0
7	ESH22	4.09	3.50	5.88	4,380.50	$219,025	$4,365	0.73%	1.99%	80	02/02 15:55	0
6	CLK22	(0.33)	1.62	6.52	90.16	$90,160	$2,573	0.43%	2.85%	72	01/19 11:54	0
5	CLJ22	(0.33)	1.65	6.47	91.94	$91,940	$2,733	0.45%	2.97%	78	01/19 11:54	0
4	6JH22	0.67	(1.87)	(5.95)	0.01	$108,256	$607	0.10%	0.56%	60	01/28 03:03	0
3	6EH22	(0.81)	2.80	5.49	1.13	$140,938	$946	0.16%	0.67%	59	02/04 06:58	0
2	6CH22	(1.74)	2.87	(5.81)	0.79	$78,730	$530	0.09%	0.67%	66	01/24 11:49	1
1	6BH22	(1.59)	1.25	(8.28)	1.34	$83,794	$519	0.09%	0.62%	56	02/24 11:00	0
0	6AH22	(0.50)	4.13	(5.47)	0.72	$72,325	$671	0.11%	0.93%	53	01/24 10:11	-1