帕努奇交易記第35周：2.2%, 年-20.8%

   第35周交易40次共60手，盈利10.9K，2.2%（2.3，-0.6，1.7，2.2，5.3），原倉0.6，新倉0.0，交易10.5。YTD -130.6K，-20.8%。現賬戶資金497.5K，杠杆0.95，淨倉3，波動率1.21%（0.39%～1.78%），風險較高。

   本周股市繼續下跌，但也沒有崩盤，酷似在切香腸，以應美聯儲加息。盈利主要來自做空HO與RB，CL的背離。虧損主要在日元。倉位沒變，目前仍持有2手6J，1手RB-HO，1手ZW多倉，風險較高。交易增加主要是因為能源期貨的波動較大。RB-HO的背離有所緩解，但依然較大。源於過冬取暖與電動車的雙重壓力。近5年RB-HO市值變化圖

日元則扁得一塌糊塗，伺機將拋掉。

   下麵是賬戶交易與期貨的詳細情況，

Contract	Trade	Vol	P_1	Pos	Old	New	Trading	No Fee
6JU22	0	0	2	2	($3,250)	$0	$0	($3,250)
CLV22	8	8	0	0	$0	$0	$30	$30
ESU22	4	4	0	0	$0	$0	$638	$638
GCZ22	12	12	0	0	$0	$0	$1,100	$1,100
HOV22	20	20	(1)	(1)	$12,869	$0	$6,581	$19,450
RBV22	8	8	1	1	($8,908)	$0	$1,105	($7,804)
SIZ22	4	4	0	0	$0	$0	$425	$425
ZWZ22	4	4	1	1	($75)	$0	$575	$500
Total	60	60	3	3	$636	$0	$10,454	$11,089

SID	Contract/Pair	RV	WV	WM	PE	MV	ATR	PV%	V%	WN	DateTime	Pos
40	PTF	26.51	1.95	5.91	-	$497,536	$6,024	1.21%	1.21%	64.5	09/03 02:26	3
39	ZWZ22-ZCZ22	(1.89)	1.30	(5.25)	27.74%	$7,250	$1,343	0.27%	3.32%	75	08/19 10:27	0
38	ZSX22-ZWZ22	0.97	1.89	4.68	13.15%	$30,525	$1,826	0.37%	2.57%	69	08/18 14:18	0
37	ZSX22-ZCZ22	0.33	1.56	5.86	34.49%	$37,775	$1,378	0.28%	1.94%	69	07/27 21:40	0
36	ZBZ22-6JU22	(1.09)	1.17	(5.52)	10.44%	$45,350	$1,647	0.33%	1.22%	46	08/12 03:42	0
35	YMU22-RSU22	0.03	(2.85)	5.72	45.42%	$66,225	$1,335	0.27%	0.85%	55	07/15 10:37	0
34	RBV22-HOV22	(4.28)	1.18	(10.06)	24.08%	($48,972)	$5,076	1.02%	3.33%	74	08/25 07:57	1
33	RBV22-CLV22	(3.15)	4.12	(5.05)	45.01%	$16,062	$3,120	0.63%	3.02%	75	08/23 12:18	0
32	NQU22-YMU22	0.80	(2.15)	5.47	33.81%	$85,665	$4,055	0.82%	1.67%	65	07/07 15:22	0
31	NQU22-RSU22	0.17	(2.78)	(5.32)	30.00%	$151,890	$4,289	0.86%	1.77%	63	08/28 21:28	0
30	NQU22-ESU22	0.83	(2.04)	5.73	55.11%	$45,943	$2,750	0.55%	1.13%	65	07/07 15:22	0
29	HOV22-CLV22	2.61	(1.01)	4.34	26.66%	$65,034	$4,903	0.99%	3.22%	80	08/25 09:44	0
28	HGZ22-SIZ22	0.13	(3.23)	8.47	1.57%	($4,525)	$2,677	0.54%	3.15%	58	08/22 08:42	0
27	GCZ22-SIZ22	0.83	1.04	5.35	31.84%	$82,710	$1,811	0.36%	2.02%	72	07/25 09:38	0
26	ESU22-YMU22	1.06	(2.30)	5.41	61.29%	$39,723	$1,392	0.28%	0.71%	69	07/21 16:04	0
25	ESU22-RSU22	1.12	(3.32)	(5.57)	45.23%	$105,948	$1,970	0.40%	1.00%	57	08/28 21:28	0
24	6EU22-6CU22	(1.16)	(2.01)	(5.55)	20.84%	$48,375	$1,067	0.21%	0.86%	68	08/23 03:29	0
23	6EU22-6AU22	(1.05)	(1.99)	(6.26)	30.13%	$56,435	$942	0.19%	0.76%	60	08/23 02:57	0
22	6CU22-6AU22	(0.44)	1.54	4.56	40.38%	$8,060	$518	0.10%	0.76%	77	08/17 10:55	0
21	6BU22-6CU22	(1.13)	(3.52)	(5.27)	31.46%	($4,250)	$541	0.11%	0.75%	65	08/22 07:40	0
20	6BU22-6AU22	(1.37)	(2.19)	(5.38)	37.82%	$3,810	$540	0.11%	0.79%	68	08/14 22:00	0
19	ZWZ22	(1.64)	1.45	6.01	809.25	$40,463	$1,858	0.37%	4.59%	55	07/10 20:00	1
18	ZSX22	0.30	1.46	9.49	1,419.75	$70,988	$2,103	0.42%	2.96%	55	07/29 10:46	0
17	ZCZ22	1.55	1.43	(8.13)	664.25	$33,213	$996	0.20%	3.00%	73	07/12 20:08	0
16	ZBZ22	(3.15)	(1.09)	5.20	134'200	$134,625	$1,840	0.37%	1.37%	47	07/22 10:10	0
15	YMU22	(1.11)	(3.41)	6.05	31,388.00	$156,940	$2,445	0.49%	1.56%	63	07/18 09:32	0
14	SIZ22	(0.70)	(1.26)	6.91	17.91	$89,550	$2,657	0.53%	2.97%	71	07/29 03:07	0
13	RSU22	(0.81)	(2.31)	5.00	1,814.30	$90,715	$2,067	0.42%	2.28%	63	08/11 10:38	0
12	RBV22	(3.86)	2.10	(5.98)	2.46	$103,312	$5,674	1.14%	5.49%	62	07/05 13:59	1
11	NQU22	(0.24)	(2.70)	(5.14)	12,130.25	$242,605	$6,126	1.23%	2.53%	57	08/28 21:28	0
10	NGV22	0.60	1.24	6.37	8.90	$89,020	$5,503	1.11%	6.18%	68	07/26 08:20	0
9	HOV22	2.87	(1.27)	4.89	3.63	$152,284	$6,685	1.34%	4.39%	80	07/28 05:08	-1
8	HGZ22	(0.99)	(1.13)	(4.03)	3.40	$85,025	$2,720	0.55%	3.20%	74	08/29 05:53	0
7	GCZ22	1.47	2.55	(7.39)	1,722.60	$172,260	$2,300	0.46%	1.34%	63	07/06 12:02	0
6	ESU22	1.01	(3.09)	(5.48)	3,933.25	$196,663	$3,596	0.72%	1.83%	65	08/28 21:28	0
5	CLV22	(0.82)	(1.29)	(5.66)	87.25	$87,250	$4,608	0.93%	5.28%	59	07/05 14:00	0
4	6JU22	(1.79)	1.06	6.92	0.01	$89,275	$969	0.19%	1.09%	45	07/29 02:58	2
3	6EU22	(0.88)	(1.62)	(5.64)	1.00	$124,550	$1,348	0.27%	1.08%	62	08/23 02:39	0
2	6CU22	0.75	(1.41)	6.28	0.76	$76,175	$597	0.12%	0.78%	59	07/18 10:51	0
1	6BU22	(1.09)	(1.50)	(5.69)	1.15	$71,925	$789	0.16%	1.10%	65	08/23 02:37	0
0	6AU22	0.88	(1.35)	(5.17)	0.68	$68,115	$869	0.17%	1.28%	65	08/17 11:48	0