本页面展示豆一期货主连与次主连合约跨期套利历史数据回测分析情况，以下是简要说明：
如果您对期货套利以及其它低风险投资感兴趣，可以关注我们的公众号：财有你我 ，加群交流。
注意：历史数据仅供参考，并不能确保100%盈利，投资有风险，决策需谨慎。
关于豆一期货跨期套利的详细数据分析，请查看文章：。
| 年份 | 开盘价差均值 | 开盘价差最小值 | 开盘价差最大值 | 收盘价差均值 | 收盘价差最小值 | 收盘价差最大值 | 最高价差均值 | 最高价差最小值 | 最高价差最大值 | 最低价差均值 | 最低价差最小值 | 最低价差最大值 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 暂无数据 | |||||||||||||
| 月份 | 开盘价差均值 | 开盘价差最小值 | 开盘价差最大值 | 收盘价差均值 | 收盘价差最小值 | 收盘价差最大值 | 最高价差均值 | 最高价差最小值 | 最高价差最大值 | 最低价差均值 | 最低价差最小值 | 最低价差最大值 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 暂无数据 | |||||||||||||
| 日期 | 主连开盘价 | 主连收盘价 | 主连最高价 | 主连最低价 | 次主连开盘价 | 次主连收盘价 | 次主连最高价 | 次主连最低价 | 开盘价差值 | 收盘价差值 | 最高价差值 | 最低价差值 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | 4340.00 | 4293.00 | 4346.00 | 4269.00 | 4397.00 | 4357.00 | 4399.00 | 4331.00 | -57.00 | -64.00 | -53.00 | -62.00 |
| 2024-09-06 | 4332.00 | 4336.00 | 4349.00 | 4325.00 | 4390.00 | 4392.00 | 4402.00 | 4380.00 | -58.00 | -56.00 | -53.00 | -55.00 |
| 2024-09-05 | 4302.00 | 4341.00 | 4347.00 | 4302.00 | 4363.00 | 4391.00 | 4395.00 | 4356.00 | -61.00 | -50.00 | -48.00 | -54.00 |
| 2024-09-04 | 4294.00 | 4302.00 | 4326.00 | 4282.00 | 4348.00 | 4355.00 | 4376.00 | 4342.00 | -54.00 | -53.00 | -50.00 | -60.00 |
| 2024-09-03 | 4263.00 | 4293.00 | 4296.00 | 4254.00 | 4313.00 | 4348.00 | 4353.00 | 4313.00 | -50.00 | -55.00 | -57.00 | -59.00 |
| 2024-09-02 | 4292.00 | 4257.00 | 4297.00 | 4251.00 | 4339.00 | 4325.00 | 4339.00 | 4314.00 | -47.00 | -68.00 | -42.00 | -63.00 |
| 2024-08-30 | 4304.00 | 4292.00 | 4307.00 | 4285.00 | 4350.00 | 4341.00 | 4355.00 | 4337.00 | -46.00 | -49.00 | -48.00 | -52.00 |
| 2024-08-29 | 4290.00 | 4295.00 | 4307.00 | 4280.00 | 4336.00 | 4345.00 | 4356.00 | 4336.00 | -46.00 | -50.00 | -49.00 | -56.00 |
| 2024-08-28 | 4300.00 | 4296.00 | 4328.00 | 4284.00 | 4366.00 | 4351.00 | 4374.00 | 4331.00 | -66.00 | -55.00 | -46.00 | -47.00 |
| 2024-08-27 | 4255.00 | 4300.00 | 4314.00 | 4253.00 | 4161.00 | 4227.00 | 4234.00 | 4161.00 | 94.00 | 73.00 | 80.00 | 92.00 |
| 2024-08-26 | 4215.00 | 4260.00 | 4261.00 | 4194.00 | 4440.00 | 4439.00 | 4446.00 | 4407.00 | -225.00 | -179.00 | -185.00 | -213.00 |
| 2024-08-23 | 4216.00 | 4213.00 | 4230.00 | 4209.00 | 4456.00 | 4429.00 | 4457.00 | 4427.00 | -240.00 | -216.00 | -227.00 | -218.00 |
| 2024-08-22 | 4230.00 | 4216.00 | 4238.00 | 4215.00 | 4458.00 | 4447.00 | 4467.00 | 4446.00 | -228.00 | -231.00 | -229.00 | -231.00 |
| 2024-08-21 | 4214.00 | 4233.00 | 4237.00 | 4207.00 | 4449.00 | 4460.00 | 4466.00 | 4444.00 | -235.00 | -227.00 | -229.00 | -237.00 |
| 2024-08-20 | 4252.00 | 4215.00 | 4253.00 | 4211.00 | 4481.00 | 4453.00 | 4492.00 | 4451.00 | -229.00 | -238.00 | -239.00 | -240.00 |
| 2024-08-19 | 4256.00 | 4252.00 | 4268.00 | 4248.00 | 4442.00 | 4493.00 | 4499.00 | 4442.00 | -186.00 | -241.00 | -231.00 | -194.00 |
| 2024-08-16 | 4258.00 | 4256.00 | 4282.00 | 4246.00 | 4488.00 | 4464.00 | 4507.00 | 4449.00 | -230.00 | -208.00 | -225.00 | -203.00 |
| 2024-08-15 | 4520.00 | 4487.00 | 4536.00 | 4482.00 | 4286.00 | 4269.00 | 4298.00 | 4262.00 | 234.00 | 218.00 | 238.00 | 220.00 |
| 2024-08-14 | 4538.00 | 4513.00 | 4551.00 | 4500.00 | 4351.00 | 4286.00 | 4351.00 | 4283.00 | 187.00 | 227.00 | 200.00 | 217.00 |
| 2024-08-13 | 4559.00 | 4540.00 | 4565.00 | 4536.00 | 4390.00 | 4331.00 | 4390.00 | 4330.00 | 169.00 | 209.00 | 175.00 | 206.00 |
| 2024-08-12 | 4575.00 | 4559.00 | 4578.00 | 4553.00 | 4436.00 | 4390.00 | 4440.00 | 4388.00 | 139.00 | 169.00 | 138.00 | 165.00 |
| 2024-08-09 | 4584.00 | 4575.00 | 4598.00 | 4553.00 | 4420.00 | 4436.00 | 4448.00 | 4412.00 | 164.00 | 139.00 | 150.00 | 141.00 |
| 2024-08-08 | 4572.00 | 4585.00 | 4593.00 | 4569.00 | 4400.00 | 4420.00 | 4424.00 | 4395.00 | 172.00 | 165.00 | 169.00 | 174.00 |
| 2024-08-07 | 4586.00 | 4582.00 | 4601.00 | 4569.00 | 4375.00 | 4406.00 | 4410.00 | 4375.00 | 211.00 | 176.00 | 191.00 | 194.00 |
| 2024-08-06 | 4584.00 | 4586.00 | 4602.00 | 4560.00 | 4400.00 | 4397.00 | 4419.00 | 4370.00 | 184.00 | 189.00 | 183.00 | 190.00 |
| 2024-08-05 | 4617.00 | 4590.00 | 4628.00 | 4582.00 | 4443.00 | 4413.00 | 4452.00 | 4410.00 | 174.00 | 177.00 | 176.00 | 172.00 |
| 2024-08-02 | 4580.00 | 4614.00 | 4634.00 | 4573.00 | 4436.00 | 4439.00 | 4465.00 | 4430.00 | 144.00 | 175.00 | 169.00 | 143.00 |
| 2024-08-01 | 4549.00 | 4576.00 | 4581.00 | 4530.00 | 4434.00 | 4434.00 | 4438.00 | 4418.00 | 115.00 | 142.00 | 143.00 | 112.00 |
| 2024-07-31 | 4544.00 | 4549.00 | 4563.00 | 4533.00 | 4412.00 | 4426.00 | 4434.00 | 4412.00 | 132.00 | 123.00 | 129.00 | 121.00 |
| 2024-07-30 | 4540.00 | 4548.00 | 4558.00 | 4533.00 | 4416.00 | 4426.00 | 4436.00 | 4416.00 | 124.00 | 122.00 | 122.00 | 117.00 |
| 2024-07-29 | 4536.00 | 4547.00 | 4554.00 | 4502.00 | 4423.00 | 4425.00 | 4436.00 | 4405.00 | 113.00 | 122.00 | 118.00 | 97.00 |
| 2024-07-26 | 4531.00 | 4541.00 | 4560.00 | 4530.00 | 4423.00 | 4436.00 | 4440.00 | 4421.00 | 108.00 | 105.00 | 120.00 | 109.00 |
| 2024-07-25 | 4536.00 | 4525.00 | 4537.00 | 4510.00 | 4441.00 | 4417.00 | 4442.00 | 4416.00 | 95.00 | 108.00 | 95.00 | 94.00 |
| 2024-07-24 | 4544.00 | 4536.00 | 4569.00 | 4534.00 | 4451.00 | 4442.00 | 4466.00 | 4441.00 | 93.00 | 94.00 | 103.00 | 93.00 |
| 2024-07-23 | 4525.00 | 4538.00 | 4553.00 | 4522.00 | 4433.00 | 4441.00 | 4450.00 | 4433.00 | 92.00 | 97.00 | 103.00 | 89.00 |
| 2024-07-22 | 4510.00 | 4524.00 | 4529.00 | 4504.00 | 4420.00 | 4437.00 | 4440.00 | 4417.00 | 90.00 | 87.00 | 89.00 | 87.00 |
| 2024-07-19 | 4509.00 | 4510.00 | 4524.00 | 4494.00 | 4422.00 | 4419.00 | 4432.00 | 4408.00 | 87.00 | 91.00 | 92.00 | 86.00 |
| 2024-07-18 | 4521.00 | 4516.00 | 4528.00 | 4507.00 | 4429.00 | 4429.00 | 4433.00 | 4415.00 | 92.00 | 87.00 | 95.00 | 92.00 |
| 2024-07-17 | 4526.00 | 4521.00 | 4551.00 | 4518.00 | 4421.00 | 4426.00 | 4455.00 | 4421.00 | 105.00 | 95.00 | 96.00 | 97.00 |
| 2024-07-16 | 4533.00 | 4517.00 | 4562.00 | 4515.00 | 4445.00 | 4422.00 | 4451.00 | 4420.00 | 88.00 | 95.00 | 111.00 | 95.00 |
| 2024-07-15 | 4607.00 | 4548.00 | 4609.00 | 4536.00 | 4485.00 | 4452.00 | 4485.00 | 4444.00 | 122.00 | 96.00 | 124.00 | 92.00 |
| 2024-07-12 | 4628.00 | 4613.00 | 4637.00 | 4605.00 | 4490.00 | 4487.00 | 4507.00 | 4481.00 | 138.00 | 126.00 | 130.00 | 124.00 |
| 2024-07-11 | 4635.00 | 4628.00 | 4641.00 | 4606.00 | 4491.00 | 4485.00 | 4496.00 | 4478.00 | 144.00 | 143.00 | 145.00 | 128.00 |
| 2024-07-10 | 4658.00 | 4633.00 | 4662.00 | 4613.00 | 4513.00 | 4487.00 | 4521.00 | 4462.00 | 145.00 | 146.00 | 141.00 | 151.00 |
| 2024-07-09 | 4676.00 | 4656.00 | 4685.00 | 4653.00 | 4534.00 | 4509.00 | 4538.00 | 4505.00 | 142.00 | 147.00 | 147.00 | 148.00 |
| 2024-07-08 | 4729.00 | 4676.00 | 4734.00 | 4671.00 | 4590.00 | 4530.00 | 4598.00 | 4523.00 | 139.00 | 146.00 | 136.00 | 148.00 |
| 2024-07-05 | 4708.00 | 4729.00 | 4730.00 | 4701.00 | 4594.00 | 4591.00 | 4597.00 | 4564.00 | 114.00 | 138.00 | 133.00 | 137.00 |
| 2024-07-04 | 4694.00 | 4708.00 | 4715.00 | 4690.00 | 4577.00 | 4574.00 | 4585.00 | 4568.00 | 117.00 | 134.00 | 130.00 | 122.00 |
| 2024-07-03 | 4697.00 | 4693.00 | 4705.00 | 4683.00 | 4585.00 | 4577.00 | 4585.00 | 4567.00 | 112.00 | 116.00 | 120.00 | 116.00 |
| 2024-07-02 | 4680.00 | 4689.00 | 4694.00 | 4658.00 | 4567.00 | 4576.00 | 4584.00 | 4555.00 | 113.00 | 113.00 | 110.00 | 103.00 |
| 2024-07-01 | 4692.00 | 4679.00 | 4701.00 | 4666.00 | 4564.00 | 4567.00 | 4577.00 | 4547.00 | 128.00 | 112.00 | 124.00 | 119.00 |
| 2024-06-28 | 4666.00 | 4692.00 | 4695.00 | 4657.00 | 4520.00 | 4564.00 | 4565.00 | 4519.00 | 146.00 | 128.00 | 130.00 | 138.00 |
| 2024-06-27 | 4645.00 | 4659.00 | 4666.00 | 4637.00 | 4506.00 | 4515.00 | 4534.00 | 4506.00 | 139.00 | 144.00 | 132.00 | 131.00 |
| 2024-06-26 | 4630.00 | 4643.00 | 4644.00 | 4619.00 | 4501.00 | 4512.00 | 4515.00 | 4494.00 | 129.00 | 131.00 | 129.00 | 125.00 |
| 2024-06-25 | 4637.00 | 4630.00 | 4659.00 | 4613.00 | 4490.00 | 4507.00 | 4519.00 | 4489.00 | 147.00 | 123.00 | 140.00 | 124.00 |
| 2024-06-24 | 4584.00 | 4637.00 | 4645.00 | 4581.00 | 4443.00 | 4503.00 | 4507.00 | 4443.00 | 141.00 | 134.00 | 138.00 | 138.00 |
| 2024-06-21 | 4529.00 | 4579.00 | 4580.00 | 4526.00 | 4658.00 | 4688.00 | 4690.00 | 4647.00 | -129.00 | -109.00 | -110.00 | -121.00 |
| 2024-06-20 | 4509.00 | 4530.00 | 4532.00 | 4508.00 | 4649.00 | 4664.00 | 4679.00 | 4638.00 | -140.00 | -134.00 | -147.00 | -130.00 |
| 2024-06-19 | 4513.00 | 4513.00 | 4529.00 | 4505.00 | 4622.00 | 4650.00 | 4652.00 | 4622.00 | -109.00 | -137.00 | -123.00 | -117.00 |
| 2024-06-18 | 4515.00 | 4506.00 | 4522.00 | 4503.00 | 4624.00 | 4635.00 | 4648.00 | 4624.00 | -109.00 | -129.00 | -126.00 | -121.00 |
| 2024-06-17 | 4638.00 | 4623.00 | 4641.00 | 4614.00 | 4551.00 | 4514.00 | 4551.00 | 4509.00 | 87.00 | 109.00 | 90.00 | 105.00 |
| 2024-06-14 | 4625.00 | 4639.00 | 4644.00 | 4623.00 | 4546.00 | 4551.00 | 4573.00 | 4544.00 | 79.00 | 88.00 | 71.00 | 79.00 |
| 2024-06-13 | 4645.00 | 4625.00 | 4653.00 | 4621.00 | 4607.00 | 4555.00 | 4607.00 | 4552.00 | 38.00 | 70.00 | 46.00 | 69.00 |
| 2024-06-12 | 4647.00 | 4647.00 | 4662.00 | 4637.00 | 4595.00 | 4592.00 | 4612.00 | 4588.00 | 52.00 | 55.00 | 50.00 | 49.00 |
| 2024-06-11 | 4658.00 | 4645.00 | 4660.00 | 4641.00 | 4603.00 | 4595.00 | 4607.00 | 4590.00 | 55.00 | 50.00 | 53.00 | 51.00 |
| 2024-06-07 | 4644.00 | 4653.00 | 4660.00 | 4637.00 | 4598.00 | 4598.00 | 4612.00 | 4590.00 | 46.00 | 55.00 | 48.00 | 47.00 |
| 2024-06-06 | 4639.00 | 4644.00 | 4651.00 | 4624.00 | 4599.00 | 4598.00 | 4603.00 | 4580.00 | 40.00 | 46.00 | 48.00 | 44.00 |
| 2024-06-05 | 4675.00 | 4648.00 | 4689.00 | 4641.00 | 4616.00 | 4602.00 | 4635.00 | 4596.00 | 59.00 | 46.00 | 54.00 | 45.00 |
| 2024-06-04 | 4649.00 | 4675.00 | 4681.00 | 4635.00 | 4605.00 | 4616.00 | 4621.00 | 4587.00 | 44.00 | 59.00 | 60.00 | 48.00 |
| 2024-06-03 | 4652.00 | 4649.00 | 4668.00 | 4641.00 | 4610.00 | 4605.00 | 4629.00 | 4600.00 | 42.00 | 44.00 | 39.00 | 41.00 |
| 2024-05-31 | 4656.00 | 4652.00 | 4665.00 | 4644.00 | 4618.00 | 4610.00 | 4625.00 | 4603.00 | 38.00 | 42.00 | 40.00 | 41.00 |
| 2024-05-30 | 4670.00 | 4653.00 | 4692.00 | 4652.00 | 4630.00 | 4618.00 | 4646.00 | 4615.00 | 40.00 | 35.00 | 46.00 | 37.00 |
| 2024-05-29 | 4650.00 | 4670.00 | 4678.00 | 4642.00 | 4625.00 | 4638.00 | 4644.00 | 4612.00 | 25.00 | 32.00 | 34.00 | 30.00 |
| 2024-05-28 | 4647.00 | 4654.00 | 4666.00 | 4637.00 | 4655.00 | 4628.00 | 4655.00 | 4621.00 | -8.00 | 26.00 | 11.00 | 16.00 |
| 2024-05-27 | 4678.00 | 4647.00 | 4678.00 | 4643.00 | 4662.00 | 4626.00 | 4662.00 | 4622.00 | 16.00 | 21.00 | 16.00 | 21.00 |
| 2024-05-24 | 4689.00 | 4673.00 | 4702.00 | 4672.00 | 4668.00 | 4654.00 | 4680.00 | 4654.00 | 21.00 | 19.00 | 22.00 | 18.00 |
| 2024-05-23 | 4674.00 | 4677.00 | 4691.00 | 4664.00 | 4660.00 | 4658.00 | 4679.00 | 4652.00 | 14.00 | 19.00 | 12.00 | 12.00 |
| 2024-05-22 | 4656.00 | 4674.00 | 4677.00 | 4641.00 | 4648.00 | 4661.00 | 4664.00 | 4633.00 | 8.00 | 13.00 | 13.00 | 8.00 |
| 2024-05-21 | 4661.00 | 4656.00 | 4680.00 | 4647.00 | 4656.00 | 4646.00 | 4673.00 | 4640.00 | 5.00 | 10.00 | 7.00 | 7.00 |
| 2024-05-20 | 4669.00 | 4661.00 | 4675.00 | 4651.00 | 4669.00 | 4656.00 | 4669.00 | 4644.00 | 0.00 | 5.00 | 6.00 | 7.00 |
| 2024-05-17 | 4623.00 | 4669.00 | 4677.00 | 4623.00 | 4626.00 | 4660.00 | 4666.00 | 4617.00 | -3.00 | 9.00 | 11.00 | 6.00 |
| 2024-05-16 | 4640.00 | 4627.00 | 4644.00 | 4618.00 | 4625.00 | 4619.00 | 4634.00 | 4607.00 | 15.00 | 8.00 | 10.00 | 11.00 |
| 2024-05-15 | 4646.00 | 4628.00 | 4648.00 | 4607.00 | 4630.00 | 4619.00 | 4636.00 | 4597.00 | 16.00 | 9.00 | 12.00 | 10.00 |
| 2024-05-14 | 4606.00 | 4646.00 | 4656.00 | 4598.00 | 4602.00 | 4636.00 | 4645.00 | 4594.00 | 4.00 | 10.00 | 11.00 | 4.00 |
| 2024-05-13 | 4591.00 | 4606.00 | 4611.00 | 4581.00 | 4595.00 | 4602.00 | 4607.00 | 4577.00 | -4.00 | 4.00 | 4.00 | 4.00 |
| 2024-05-10 | 4684.00 | 4597.00 | 4696.00 | 4591.00 | 4675.00 | 4595.00 | 4687.00 | 4587.00 | 9.00 | 2.00 | 9.00 | 4.00 |
| 2024-05-09 | 4671.00 | 4684.00 | 4688.00 | 4657.00 | 4677.00 | 4675.00 | 4684.00 | 4653.00 | -6.00 | 9.00 | 4.00 | 4.00 |
| 2024-05-08 | 4724.00 | 4682.00 | 4735.00 | 4674.00 | 4706.00 | 4677.00 | 4726.00 | 4671.00 | 18.00 | 5.00 | 9.00 | 3.00 |
| 2024-05-07 | 4655.00 | 4714.00 | 4722.00 | 4651.00 | 4657.00 | 4706.00 | 4713.00 | 4648.00 | -2.00 | 8.00 | 9.00 | 3.00 |
| 2024-05-06 | 4671.00 | 4660.00 | 4702.00 | 4655.00 | 4656.00 | 4655.00 | 4692.00 | 4650.00 | 15.00 | 5.00 | 10.00 | 5.00 |
| 2024-04-30 | 4656.00 | 4646.00 | 4679.00 | 4642.00 | 4646.00 | 4635.00 | 4663.00 | 4626.00 | 10.00 | 11.00 | 16.00 | 16.00 |
| 2024-04-29 | 4643.00 | 4656.00 | 4659.00 | 4621.00 | 4630.00 | 4643.00 | 4646.00 | 4614.00 | 13.00 | 13.00 | 13.00 | 7.00 |
| 2024-04-26 | 4680.00 | 4643.00 | 4680.00 | 4633.00 | 4655.00 | 4632.00 | 4659.00 | 4625.00 | 25.00 | 11.00 | 21.00 | 8.00 |
| 2024-04-25 | 4653.00 | 4671.00 | 4684.00 | 4622.00 | 4635.00 | 4653.00 | 4676.00 | 4610.00 | 18.00 | 18.00 | 8.00 | 12.00 |
| 2024-04-24 | 4600.00 | 4654.00 | 4662.00 | 4590.00 | 4660.00 | 4673.00 | 4691.00 | 4644.00 | -60.00 | -19.00 | -29.00 | -54.00 |
| 2024-04-23 | 4611.00 | 4610.00 | 4638.00 | 4602.00 | 4651.00 | 4659.00 | 4674.00 | 4631.00 | -40.00 | -49.00 | -36.00 | -29.00 |
| 2024-04-22 | 4651.00 | 4665.00 | 4680.00 | 4642.00 | 4632.00 | 4621.00 | 4649.00 | 4617.00 | 19.00 | 44.00 | 31.00 | 25.00 |
| 2024-04-19 | 4650.00 | 4667.00 | 4670.00 | 4636.00 | 4606.00 | 4630.00 | 4646.00 | 4606.00 | 44.00 | 37.00 | 24.00 | 30.00 |
| 2024-04-18 | 4686.00 | 4642.00 | 4693.00 | 4640.00 | 4680.00 | 4622.00 | 4685.00 | 4621.00 | 6.00 | 20.00 | 8.00 | 19.00 |
| 2024-04-17 | 4705.00 | 4668.00 | 4712.00 | 4642.00 | 4728.00 | 4667.00 | 4728.00 | 4644.00 | -23.00 | 1.00 | -16.00 | -2.00 |