TCT
记录股民匹诺曹(Pinocchio)期货交易从亏损走向盈利的曲折过程。
正文
第27周交易28次共51手，亏损-0.4K（0.0，-2.0，-1.2，3.0，-0.1），-0.1%。原仓1.1，新仓0.0，交易-1.2。YTD -$84.9K，-13.1%。现账户资金597.7K，马金138.6K，杠杆3.9，净仓-1，波动率1.4%，风险很高。
本周股市标普与納指继续上涨，但势头已减弱。原仓位本应盈利1.1K，但黄金与白银的配对仓位仅赚0.4K就抛掉了，原本能盈利4K以上。标普与罗素的背离创历史新高，因此账户增加了一手ES-RS空仓。净仓-1实为为一手YM空仓，最近股市实在是上涨太多，但做空一个RV为-3.52的期指实为失策。
以下是目前账户的持仓情况
| SID | Contract/Pair | RV | WV | WM | PE | MV | ATR | SR | V% | WN | DateTime | Pos |
| 0 | 6AU21 | 0.15 | 1.39 | -4.93 | 0.00% | $74,945 | $602 | -6.01 | 0.80% | 15 | 6/18/2021 16:56 | 0 |
| 1 | 6BU21 | -1.74 | 1.89 | -3.94 | 0.00% | $86,938 | $549 | -1.03 | 0.63% | 18 | 6/20/2021 23:48 | 0 |
| 2 | 6CU21 | 0.18 | 1.65 | -5.66 | 0.00% | $80,355 | $559 | -3.86 | 0.70% | 11 | 6/21/2021 3:23 | 0 |
| 3 | 6EU21 | 0.05 | 1.51 | -5.83 | 0.00% | $148,644 | $799 | -4.78 | 0.54% | 17 | 6/20/2021 23:48 | 0 |
| 4 | 6JU21 | 1.88 | -1.36 | 3.98 | 0.00% | $113,563 | $545 | -2.96 | 0.48% | 16 | 7/8/2021 10:40 | 0 |
| 5 | CLQ21 | -0.75 | 2.1 | 6.17 | 0.00% | $74,630 | $1,838 | 5.24 | 2.46% | 13 | 6/16/2021 11:32 | 0 |
| 6 | ESU21 | 3.07 | 1.9 | 5.23 | 0.00% | $218,100 | $2,154 | 3.32 | 0.99% | 11 | 7/7/2021 14:04 | -4 |
| 7 | GCQ21 | -2.32 | 2.75 | -4.12 | 0.00% | $180,860 | $2,466 | -1.07 | 1.36% | 19 | 6/17/2021 11:31 | 0 |
| 8 | HGU21 | 0.53 | 1.27 | -4.74 | 0.00% | $108,550 | $2,638 | -4.02 | 2.43% | 20 | 6/21/2021 3:25 | 0 |
| 9 | HOQ21 | 1.76 | 2.2 | 4.15 | 0.00% | $90,413 | $2,120 | 2.39 | 2.35% | 12 | 6/10/2021 9:42 | 3 |
| 10 | NGQ21 | -1.59 | 2.06 | 6.06 | 0.00% | $36,750 | $1,057 | 6.21 | 2.88% | 16 | 6/29/2021 10:55 | 0 |
| 11 | NQU21 | -0.3 | 1.4 | 4.65 | 0.00% | $296,285 | $3,932 | 5.65 | 1.33% | 19 | 7/7/2021 9:30 | -1 |
| 12 | RBQ21 | 0.24 | 2.39 | 3.67 | 0.00% | $96,016 | $2,255 | 2.46 | 2.35% | 17 | 6/4/2021 9:22 | -3 |
| 13 | RSU21 | -1.78 | 2.13 | -3.56 | 0.00% | $113,790 | $2,022 | 0.17 | 1.78% | 19 | 7/8/2021 9:48 | 2 |
| 14 | SIU21 | -0.06 | -1.71 | -4.14 | 0.00% | $130,925 | $3,136 | -2.38 | 2.40% | 18 | 6/17/2021 12:26 | 0 |
| 15 | YMU21 | -3.52 | 2.03 | -4.82 | 0.00% | $173,800 | $1,861 | 0.42 | 1.07% | 11 | 6/20/2021 23:38 | 2 |
| 16 | ZBU21 | -0.3 | -2.14 | 5.42 | 0.00% | $162,500 | $1,170 | 5.34 | 0.72% | 12 | 7/8/2021 6:56 | 0 |
| 17 | ZCU21 | -0.06 | -3.98 | -3.98 | 0.00% | $26,313 | $1,309 | -4.7 | 4.98% | 14 | 7/9/2021 12:32 | 0 |
| 18 | ZSU21 | 0.42 | 1.12 | -6.28 | 0.00% | $66,825 | $2,044 | -3.12 | 3.06% | 14 | 6/17/2021 14:18 | 0 |
| 19 | ZWU21 | -0.4 | -3.75 | -3.75 | 0.00% | $30,750 | $1,122 | -6.43 | 3.65% | 16 | 7/9/2021 12:39 | 0 |
| 20 | 6BU21-6AU21 | -1.52 | 2.8 | 4.04 | 23.00% | $11,993 | $463 | 6.6 | 0.62% | 18 | 5/12/2021 11:32 | 0 |
| 21 | 6CU21-6AU21 | -0.06 | 1.28 | 4.03 | 24.06% | $5,410 | $457 | 3.19 | 0.61% | 21 | 5/13/2021 7:28 | 0 |
| 22 | 6CU21-HGU21 | -0.5 | -1.4 | 4.22 | 9.31% | ($28,195) | $2,393 | 3.53 | 2.20% | 18 | 6/21/2021 3:25 | 0 |
| 23 | 6EU21-6AU21 | 0 | -1.1 | 3.53 | 31.10% | $73,699 | $550 | -0.36 | 0.37% | 21 | 5/19/2021 9:51 | 0 |
| 24 | 6EU21-6BU21 | 0.57 | -1.12 | -3.2 | 21.44% | $61,706 | $627 | -5.19 | 0.42% | 16 | 6/23/2021 3:18 | 0 |
| 25 | 6EU21-6CU21 | -0.03 | -1.06 | 3.53 | 21.08% | $68,289 | $630 | -2.63 | 0.42% | 18 | 5/19/2021 10:29 | 0 |
| 26 | ESU21-RSU21 | 1.79 | -1.15 | 6.08 | 19.33% | $104,310 | $1,738 | 3.92 | 0.80% | 21 | 7/7/2021 14:51 | -2 |
| 27 | ESU21-YMU21 | 3.38 | -1.18 | 5.5 | 48.58% | $44,300 | $1,108 | 5.74 | 0.51% | 24 | 6/18/2021 10:42 | -2 |
| 28 | GCQ21-SIU21 | -0.31 | 3.12 | 4.31 | 41.88% | $49,935 | $1,823 | 2.65 | 1.39% | 22 | 5/21/2021 12:18 | 0 |
| 29 | HOQ21-CLQ21 | 1.6 | 1.29 | -3.21 | 52.84% | $15,783 | $1,000 | -4.57 | 1.11% | 24 | 6/16/2021 9:02 | 0 |
| 30 | NQU21-ESU21 | 2.5 | -1.39 | 3.77 | 34.56% | $78,185 | $2,573 | 5.85 | 0.87% | 22 | 6/14/2021 21:19 | 0 |
| 31 | NQU21-RSU21 | 0.7 | -1.12 | 6.46 | 12.14% | $182,495 | $3,454 | 6.33 | 1.17% | 18 | 7/7/2021 10:23 | 0 |
| 32 | NQU21-YMU21 | 2.88 | -1.39 | 4.2 | 13.26% | $122,485 | $3,410 | 6.28 | 1.15% | 22 | 6/15/2021 9:54 | -1 |
| 33 | RBQ21-CLQ21 | 0.39 | 2.23 | 3.25 | 49.63% | $21,386 | $1,136 | -3.6 | 1.18% | 19 | 6/25/2021 9:18 | 0 |
| 34 | RBQ21-HOQ21 | -0.63 | 2.12 | 3.96 | 62.79% | $5,603 | $839 | 0.58 | 0.87% | 25 | 6/24/2021 13:49 | -3 |
| 35 | YMU21-RSU21 | -0.95 | -1.27 | 4.83 | 20.91% | $60,010 | $1,599 | 0.28 | 1.41% | 21 | 7/8/2021 9:53 | 0 |
| 36 | ZBU21-6JU21 | -1.49 | -2.05 | 4.26 | 9.79% | $48,938 | $1,056 | 7.45 | 0.65% | 16 | 6/11/2021 4:59 | 0 |
| 37 | ZSU21-ZCU21 | 0.42 | 2.18 | -6.81 | 37.02% | $40,513 | $1,287 | -0.17 | 1.93% | 14 | 6/17/2021 14:18 | 0 |
| 38 | ZSU21-ZWU21 | 0.48 | 1.35 | -6.63 | 28.64% | $36,075 | $1,459 | 0.57 | 2.18% | 12 | 6/17/2021 14:18 | 0 |
| 39 | ZWU21-ZCU21 | -0.3 | 2.31 | -4.02 | 41.62% | $4,438 | $764 | -1.39 | 2.91% | 23 | 7/1/2021 6:55 | 0 |
| 40 | PTF | 0 | -1.23 | -6.73 | 0.00% | $597,694 | $8,299 | 0.32 | 1.39% | 17 | 7/7/2021 15:04 | -1 |
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