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），原仓0.6，新仓0.0，交易10.5。YTD -130.6K，-20.8%。现账户资金497.5K，杠杆0.95，净仓3，波动率1.21%（0.39%～1.78%），风险较高。
本周股市继续下跌，但也没有崩盘，酷似在切香肠，以应美联储加息。盈利主要来自做空HO与RB，CL的背离。亏损主要在日元。仓位没变，目前仍持有2手6J，1手RB-HO，1手ZW多仓，风险较高。交易增加主要是因为能源期货的波动较大。RB-HO的背离有所缓解，但依然较大。源于过冬取暖与电动车的双重压力。近5年RB-HO市值变化图
日元则扁得一塌糊涂，伺机将抛掉。
下面是账户交易与期货的详细情况，
| 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 |
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