第36周交易43次共73手,盈利4.7K,1.0%(2.3,-4.0,-2.0,6.3,2.1),原倉-0.2,新倉-2.6,交易7.6。YTD -125.9K,-20.0%。現賬戶資金502.3K,杠杆0.53,淨倉0,波動率0.35%(0.00%~2.15%),風險較低。
本周股市大漲。但擔心加息後會下跌,沒有進行期指交易。盈利主要來自能源與穀物期貨。虧損主要來自日元,已割。目前僅持有1手GC-SI多倉,偏空於股市。風險較低。RB-HO的背離仍然嚴重,一升HO竟然可以換1.5升的RB,正常情況下應在1.2升左右。RB-HO的波動率非常大,目前賬戶最多能持二手,屬高風險期貨,不宜常玩。加息對股市不利,但還不至於崩盤。美元橫掃世界所有貨幣。現在去歐洲旅遊,見到的遊客都全是美國人,懷疑是否到了殖民地?疫情前中國曾是遊客的主力,現在出國的人已大大減少,出國航班的人數下降了90%。如果加息最終也無法阻擋通脹,美元帝國的末日亦即將來臨。
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 |
6BU22 | 4 | 4 | 0 | 0 | $0 | $0 | $194 | $194 |
6BZ22 | 4 | 4 | 0 | 0 | $0 | $0 | $438 | $438 |
6CU22 | 4 | 4 | 0 | 0 | $0 | $0 | $265 | $265 |
6CZ22 | 4 | 4 | 0 | 0 | $0 | $0 | ($50) | ($50) |
6JU22 | 4 | 4 | 2 | 0 | ($3,213) | ($225) | $362 | ($3,075) |
GCZ22 | 3 | 3 | 0 | 1 | $0 | $350 | $760 | $1,110 |
HOV22 | 13 | 13 | (1) | 0 | $1,491 | $2,449 | ($433) | $3,507 |
RBV22 | 11 | 11 | 1 | 0 | ($1,659) | ($3,213) | $4,889 | $17 |
SIZ22 | 3 | 3 | 0 | (1) | $0 | ($775) | ($350) | ($1,125) |
ZBZ22 | 2 | 2 | 0 | 0 | $0 | $0 | $250 | $250 |
ZSX22 | 10 | 10 | 0 | 0 | $0 | $0 | $650 | $650 |
ZWZ22 | 11 | 11 | 1 | 0 | $3,138 | ($1,163) | $588 | $2,563 |
Total | 73 | 73 | 3 | 0 | ($243) | ($2,577) | $7,563 | $4,744 |
SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | PV% | V% | WN | DateTime | Pos |
40 | PTF | 28.53 | 2.06 | 5.57 | - | $502,282 | $1,733 | 0.35% | 0.35% | 72.3 | 09/09 17:36 | 0 |
39 | ZWZ22-ZCZ22 | (1.24) | 2.45 | (5.44) | 28.62% | $9,350 | $1,295 | 0.26% | 2.97% | 77 | 08/19 10:27 | 0 |
38 | ZSX22-ZWZ22 | 0.04 | (1.80) | 4.78 | 11.75% | $27,063 | $1,788 | 0.36% | 2.53% | 65 | 08/18 14:18 | 0 |
37 | ZSX22-ZCZ22 | (0.44) | 1.72 | 5.97 | 33.27% | $36,413 | $1,352 | 0.27% | 1.91% | 69 | 07/27 21:40 | 0 |
36 | ZBZ22-6JZ22 | (1.45) | (1.13) | 4.34 | 13.70% | $44,513 | $1,570 | 0.31% | 1.18% | 55 | 07/15 10:47 | 0 |
35 | YMZ22-RSZ22 | (0.66) | 1.34 | (4.45) | 22.89% | $66,875 | $1,780 | 0.35% | 1.10% | 93 | 08/25 13:00 | 0 |
34 | RBV22-HOV22 | (4.26) | 2.37 | (10.02) | 19.41% | ($49,140) | $5,093 | 1.01% | 3.38% | 69 | 08/25 07:57 | 0 |
33 | RBV22-CLZ22 | (2.84) | 1.37 | (4.61) | 45.09% | $16,573 | $2,883 | 0.57% | 2.84% | 79 | 08/24 13:40 | 0 |
32 | NQZ22-YMZ22 | 1.29 | 2.27 | (4.75) | 25.04% | $92,165 | $4,475 | 0.89% | 1.77% | 79 | 07/26 14:34 | 0 |
31 | NQZ22-RSZ22 | (0.35) | 2.44 | (5.02) | 15.23% | $159,040 | $5,060 | 1.01% | 2.00% | 73 | 08/28 20:57 | 0 |
30 | NQZ22-ESZ22 | 1.14 | 2.20 | 4.53 | 48.94% | $49,185 | $3,048 | 0.61% | 1.20% | 89 | 07/21 09:00 | 0 |
29 | HOV22-CLZ22 | 2.98 | (2.35) | (4.43) | 25.80% | $65,713 | $4,690 | 0.93% | 3.11% | 90 | 09/01 04:51 | 0 |
28 | HGZ22-SIZ22 | (0.12) | (1.50) | 6.37 | -1.04% | ($5,050) | $2,665 | 0.53% | 2.84% | 56 | 08/22 08:42 | 0 |
27 | GCZ22-SIZ22 | 0.68 | (2.21) | (4.99) | 34.31% | $78,835 | $1,733 | 0.35% | 1.85% | 74 | 08/09 00:09 | 1 |
26 | ESZ22-YMZ22 | 2.14 | 3.48 | 3.73 | 43.54% | $42,980 | $2,015 | 0.40% | 0.99% | 149 | 07/27 14:41 | 0 |
25 | ESZ22-RSZ22 | 1.40 | 2.16 | (4.96) | 23.35% | $109,855 | $2,736 | 0.54% | 1.34% | 103 | 08/29 05:03 | 0 |
24 | 6EZ22-6CZ22 | (0.30) | (1.45) | (5.39) | 11.42% | $49,730 | $1,132 | 0.23% | 0.90% | 74 | 08/23 03:20 | 0 |
23 | 6EZ22-6AZ22 | (0.25) | (1.56) | (6.20) | 18.48% | $57,895 | $1,042 | 0.21% | 0.82% | 88 | 08/23 03:16 | 0 |
22 | 6CZ22-6AZ22 | (0.58) | (1.44) | (4.47) | 20.51% | $8,165 | $590 | 0.12% | 0.86% | 85 | 08/01 11:20 | 0 |
21 | 6BZ22-6CZ22 | (1.71) | 1.55 | (4.76) | 10.13% | ($4,220) | $622 | 0.12% | 0.86% | 81 | 08/22 05:32 | 0 |
20 | 6BZ22-6AZ22 | (2.00) | (2.97) | (5.65) | 15.04% | $3,945 | $631 | 0.13% | 0.92% | 91 | 08/22 05:53 | 0 |
19 | ZWZ22 | (0.82) | 2.88 | (5.15) | 872.00 | $43,600 | $1,814 | 0.36% | 4.16% | 63 | 07/11 21:00 | 0 |
18 | ZSX22 | (0.47) | 2.09 | 8.08 | 1,413.25 | $70,663 | $2,026 | 0.40% | 2.87% | 57 | 07/29 10:46 | 0 |
17 | ZCZ22 | 1.67 | 2.75 | (8.56) | 685.00 | $34,250 | $946 | 0.19% | 2.76% | 73 | 07/12 20:08 | 0 |
16 | ZBZ22 | (3.30) | (1.27) | 5.26 | 133'010 | $133,031 | $1,819 | 0.36% | 1.37% | 51 | 07/22 10:10 | 0 |
15 | YMZ22 | (2.25) | 3.64 | (6.45) | 32,244.00 | $161,220 | $2,308 | 0.46% | 1.43% | 57 | 08/28 21:18 | 0 |
14 | SIZ22 | (0.60) | 1.19 | 6.96 | 18.79 | $93,925 | $2,638 | 0.53% | 2.81% | 73 | 07/29 03:07 | -1 |
13 | RSZ22 | (0.66) | 3.31 | (5.14) | 1,886.90 | $94,345 | $1,909 | 0.38% | 2.02% | 55 | 08/28 21:30 | 0 |
12 | RBV22 | (3.63) | 2.52 | (5.11) | 2.42 | $101,653 | $5,251 | 1.05% | 5.17% | 67 | 08/05 09:31 | 0 |
11 | NQZ22 | (0.76) | 3.07 | (5.32) | 12,669.25 | $253,385 | $5,969 | 1.19% | 2.36% | 61 | 08/28 21:29 | 0 |
10 | NGV22 | (0.43) | (1.05) | 6.21 | 8.04 | $80,380 | $5,639 | 1.12% | 7.02% | 62 | 07/26 08:20 | 0 |
9 | HOV22 | 3.16 | 1.52 | 5.17 | 3.59 | $150,793 | $6,320 | 1.26% | 4.19% | 88 | 07/28 05:08 | 0 |
8 | HGZ22 | (1.40) | (1.75) | 4.44 | 3.56 | $88,875 | $2,523 | 0.50% | 2.84% | 68 | 09/09 04:20 | 0 |
7 | GCZ22 | 0.99 | (1.60) | (4.27) | 1,727.60 | $172,760 | $2,243 | 0.45% | 1.30% | 64 | 07/14 09:47 | 1 |
6 | ESZ22 | 2.03 | 3.36 | (5.51) | 4,084.00 | $204,200 | $3,570 | 0.71% | 1.75% | 67 | 08/28 21:28 | 0 |
5 | CLZ22 | (1.29) | 2.79 | (4.41) | 85.08 | $85,080 | $3,925 | 0.78% | 4.61% | 61 | 08/05 09:29 | 0 |
4 | 6JZ22 | (1.40) | (1.71) | 6.85 | 0.01 | $88,519 | $914 | 0.18% | 1.03% | 50 | 07/29 02:28 | 0 |
3 | 6EZ22 | 0.05 | (1.55) | (5.96) | 1.01 | $126,475 | $1,278 | 0.25% | 1.01% | 66 | 08/23 03:16 | 0 |
2 | 6CZ22 | 0.82 | (1.55) | 6.95 | 0.77 | $76,745 | $509 | 0.10% | 0.66% | 54 | 07/18 10:49 | 0 |
1 | 6BZ22 | (1.70) | (1.66) | (6.36) | 1.16 | $72,525 | $692 | 0.14% | 0.95% | 56 | 08/23 02:35 | 0 |
0 | 6AZ22 | 1.10 | (1.36) | 5.79 | 0.69 | $68,580 | $742 | 0.15% | 1.08% | 58 | 07/19 19:21 | 0 |