帕努奇交易記第37周：-2.0%, 年-21.6%

   第37周交易55次共80手，虧損10.0K，-2.0%（-5.5，0.6，2.7，-5.8，-2.0），原倉-8.5，新倉-7.6，交易6.2。YTD -135.9K，-21.6%。現賬戶資金492.3K，杠杆1.75，淨倉2，波動率1.03%（0.35%～1.82%），風險較高。

   在美聯儲下周可能大幅度加息的影響下本周股市暴跌。賬戶試圖抄底期指結果被套，另外加息也讓黃金大跌，GC-SI多倉嚴重虧損。新開了一手債卷。目前賬戶持有1手ES，1手ZB，2手GC-SI多倉。持倉因預期市場已Price-In加息的影響，但也可能不對，故風險較高。本周最大的失誤是沒能拿住RB-HO倉位，暴漲16.9K，僅賺1.1K。HO與RB的比價已趨於正常。

   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
6JZ22	2	2	0	0	$0	$0	$263	$263
ESZ22	7	7	0	1	$0	($2,344)	($3,044)	($5,388)
GCZ22	9	9	1	2	($4,310)	($3,070)	($600)	($7,980)
HOV22	2	2	0	0	$0	$0	$781	$781
RBV22	2	2	0	0	$0	$0	$328	$328
RSZ22	6	6	0	0	$0	$0	$3,780	$3,780
SIZ22	19	19	(1)	(2)	($4,150)	($1,225)	$2,875	($2,500)
YMZ22	4	4	0	0	$0	$0	($2,350)	($2,350)
ZBZ22	7	7	0	1	$0	($938)	$1,531	$594
ZSX22	10	10	0	0	$0	$0	$763	$763
ZWZ22	12	12	0	0	$0	$0	$1,875	$1,875
Total	80	80	0	2	($8,460)	($7,577)	$6,202	($9,834)

SID	Contract/Pair	RV	WV	WM	PE	MV	ATR	PV%	V%	WN	DateTime	Pos
40	PTF	22.73	1.95	5.83	-	$492,261	$5,087	1.03%	1.03%	67.9	09/16 17:57	2
39	ZWZ22-ZCZ22	(0.95)	1.93	(5.55)	26.04%	$8,963	$1,271	0.26%	2.96%	74	08/19 10:27	0
38	ZSX22-ZWZ22	0.32	(1.67)	5.46	9.22%	$29,375	$1,809	0.37%	2.50%	61	09/13 04:57	0
37	ZSX22-ZCZ22	0.17	(1.29)	7.33	31.16%	$38,338	$1,372	0.28%	1.90%	57	09/13 07:36	0
36	ZBZ22-6JZ22	(1.44)	(1.08)	4.39	15.03%	$42,831	$1,529	0.31%	1.17%	60	07/22 05:05	0
35	YMZ22-RSZ22	0.13	2.09	(4.75)	30.81%	$64,660	$1,643	0.33%	1.06%	92	08/29 10:33	0
34	RBV22-HOV22	(1.95)	1.87	(9.90)	19.97%	($32,214)	$5,159	1.05%	3.86%	56	08/25 07:57	0
33	RBV22-CLZ22	(2.66)	1.04	(4.83)	46.41%	$17,192	$2,751	0.56%	2.71%	85	08/24 13:40	0
32	NQZ22-YMZ22	(0.39)	(2.84)	(4.78)	27.31%	$84,160	$4,446	0.90%	1.86%	68	07/26 14:34	0
31	NQZ22-RSZ22	(0.59)	1.02	(5.10)	18.01%	$148,820	$5,015	1.02%	2.10%	67	09/14 07:57	0
30	NQZ22-ESZ22	(0.37)	(2.47)	(4.43)	50.94%	$44,090	$3,001	0.61%	1.25%	75	08/23 02:44	0
29	HOV22-CLZ22	(0.31)	(1.70)	(6.03)	25.25%	$49,406	$4,819	0.98%	3.60%	74	09/14 07:08	0
28	HGZ22-SIZ22	(0.59)	(1.70)	6.51	2.28%	($9,537)	$2,608	0.53%	2.66%	57	08/22 08:42	0
27	GCZ22-SIZ22	0.07	(2.65)	(7.21)	33.72%	$70,375	$1,769	0.36%	1.80%	66	09/12 19:47	2
26	ESZ22-YMZ22	0.80	(5.57)	(5.57)	47.42%	$40,070	$1,933	0.39%	0.99%	117	09/16 14:19	0
25	ESZ22-RSZ22	1.29	1.25	(6.87)	29.46%	$104,730	$2,593	0.53%	1.33%	98	09/16 09:26	0
24	6EZ22-6CZ22	(1.02)	2.67	(5.41)	13.26%	$50,605	$1,128	0.23%	0.90%	68	08/23 03:20	0
23	6EZ22-6AZ22	(0.99)	2.72	(6.16)	19.33%	$58,670	$1,049	0.21%	0.83%	80	08/23 03:16	0
22	6CZ22-6AZ22	(0.25)	(1.97)	(4.78)	27.85%	$8,065	$552	0.11%	0.82%	90	08/01 11:20	0
21	6BZ22-6CZ22	(1.38)	1.59	(5.03)	17.69%	($3,826)	$588	0.12%	0.82%	82	08/22 05:32	0
20	6BZ22-6AZ22	(1.45)	(1.85)	(5.85)	20.40%	$4,239	$609	0.12%	0.91%	83	08/22 05:53	0
19	ZWZ22	(0.47)	2.04	(4.83)	858.50	$42,925	$1,718	0.35%	4.00%	64	08/18 10:22	0
18	ZSX22	0.14	(1.64)	8.22	1,446.00	$72,300	$1,993	0.40%	2.76%	49	07/29 10:46	0
17	ZCZ22	1.71	1.42	6.46	679.25	$33,963	$863	0.18%	2.54%	73	08/24 09:33	0
16	ZBZ22	(3.75)	1.35	5.31	131'040	$131,125	$1,800	0.37%	1.37%	55	07/22 10:10	1
15	YMZ22	(0.95)	1.45	(7.03)	31,011.00	$155,055	$2,375	0.48%	1.53%	60	09/14 10:30	0
14	SIZ22	0.15	3.17	6.87	19.62	$98,075	$2,669	0.54%	2.72%	70	07/29 03:07	-2
13	RSZ22	(0.87)	1.25	(5.59)	1,807.90	$90,395	$2,004	0.41%	2.22%	50	09/14 10:30	0
12	RBV22	(2.75)	1.12	(5.23)	2.42	$101,472	$5,133	1.04%	5.06%	64	08/05 09:31	0
11	NQZ22	(1.12)	1.11	(5.85)	11,960.75	$239,215	$6,116	1.24%	2.56%	55	09/14 07:59	0
10	NGV22	0.54	(5.17)	6.16	7.82	$78,170	$5,692	1.16%	7.28%	57	07/26 08:20	0
9	HOV22	(0.15)	(1.40)	5.07	3.18	$133,686	$6,446	1.31%	4.82%	83	07/28 05:08	0
8	HGZ22	(1.07)	2.38	(5.50)	3.54	$88,538	$2,376	0.48%	2.68%	66	09/16 04:53	0
7	GCZ22	1.73	2.44	(5.13)	1,684.50	$168,450	$2,251	0.46%	1.34%	60	09/16 04:17	2
6	ESZ22	1.31	1.28	(6.32)	3,902.50	$195,125	$3,676	0.75%	1.88%	60	09/14 10:30	1
5	CLZ22	1.05	1.10	(4.48)	84.28	$84,280	$3,865	0.79%	4.59%	62	08/05 09:29	0
4	6JZ22	(1.92)	0.99	6.38	0.01	$88,294	$982	0.20%	1.11%	50	07/29 02:28	0
3	6EZ22	(0.97)	1.69	(5.86)	1.01	$125,975	$1,300	0.26%	1.03%	68	08/23 03:16	0
2	6CZ22	0.25	(3.72)	(5.41)	0.75	$75,370	$508	0.10%	0.67%	51	09/14 03:25	0
1	6BZ22	(1.41)	(1.03)	(6.16)	1.14	$71,544	$714	0.15%	1.00%	53	08/23 02:35	0
0	6AZ22	0.43	1.36	(5.61)	0.67	$67,305	$765	0.16%	1.14%	54	08/17 11:59	0