本页面展示沪铝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。
关于沪铝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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-10-26 | 21595.00 | 21250.00 | 21675.00 | 20710.00 | 21630.00 | 21200.00 | 21655.00 | 20715.00 | -35.00 | 50.00 | 20.00 | -5.00 |
| 2021-10-25 | 21855.00 | 21665.00 | 22000.00 | 20515.00 | 21860.00 | 21630.00 | 21955.00 | 20500.00 | -5.00 | 35.00 | 45.00 | 15.00 |
| 2021-10-22 | 22600.00 | 21580.00 | 22945.00 | 21405.00 | 22600.00 | 21540.00 | 22905.00 | 21375.00 | 0.00 | 40.00 | 40.00 | 30.00 |
| 2021-10-21 | 22960.00 | 22910.00 | 23620.00 | 22725.00 | 23000.00 | 22900.00 | 23565.00 | 22700.00 | -40.00 | 10.00 | 55.00 | 25.00 |
| 2021-10-20 | 24260.00 | 22805.00 | 24260.00 | 22420.00 | 24210.00 | 22855.00 | 24235.00 | 22450.00 | 50.00 | -50.00 | 25.00 | -30.00 |
| 2021-10-19 | 24680.00 | 24340.00 | 24680.00 | 24105.00 | 24700.00 | 24390.00 | 24700.00 | 24170.00 | -20.00 | -50.00 | -20.00 | -65.00 |
| 2021-10-18 | 24540.00 | 24695.00 | 24765.00 | 23815.00 | 24500.00 | 24770.00 | 24820.00 | 23850.00 | 40.00 | -75.00 | -55.00 | -35.00 |
| 2021-10-15 | 23880.00 | 24355.00 | 24420.00 | 23330.00 | 23920.00 | 24390.00 | 24450.00 | 23360.00 | -40.00 | -35.00 | -30.00 | -30.00 |
| 2021-10-14 | 23785.00 | 23615.00 | 23880.00 | 23025.00 | 23850.00 | 23640.00 | 23860.00 | 23055.00 | -65.00 | -25.00 | 20.00 | -30.00 |
| 2021-10-13 | 23670.00 | 23600.00 | 24165.00 | 22950.00 | 23670.00 | 23640.00 | 24195.00 | 22965.00 | 0.00 | -40.00 | -30.00 | -15.00 |
| 2021-10-12 | 23300.00 | 23495.00 | 23685.00 | 23160.00 | 23385.00 | 23515.00 | 23690.00 | 23185.00 | -85.00 | -20.00 | -5.00 | -25.00 |
| 2021-10-11 | 22800.00 | 23105.00 | 23385.00 | 22750.00 | 22850.00 | 23110.00 | 23460.00 | 22755.00 | -50.00 | -5.00 | -75.00 | -5.00 |
| 2021-10-08 | 22905.00 | 22755.00 | 23290.00 | 22640.00 | 22880.00 | 22755.00 | 23285.00 | 22635.00 | 25.00 | 0.00 | 5.00 | 5.00 |
| 2021-09-30 | 22970.00 | 22565.00 | 22970.00 | 22380.00 | 22870.00 | 22550.00 | 22950.00 | 22380.00 | 100.00 | 15.00 | 20.00 | 0.00 |
| 2021-09-29 | 22725.00 | 22820.00 | 23200.00 | 22665.00 | 22705.00 | 22800.00 | 23175.00 | 22650.00 | 20.00 | 20.00 | 25.00 | 15.00 |
| 2021-09-28 | 22800.00 | 22680.00 | 22830.00 | 22450.00 | 22850.00 | 22680.00 | 22850.00 | 22485.00 | -50.00 | 0.00 | -20.00 | -35.00 |
| 2021-09-27 | 23135.00 | 22725.00 | 23240.00 | 22645.00 | 23150.00 | 22760.00 | 23230.00 | 22665.00 | -15.00 | -35.00 | 10.00 | -20.00 |
| 2021-09-24 | 23565.00 | 23100.00 | 23635.00 | 22745.00 | 23520.00 | 23115.00 | 23635.00 | 22760.00 | 45.00 | -15.00 | 0.00 | -15.00 |
| 2021-09-23 | 23135.00 | 23500.00 | 23565.00 | 23135.00 | 23100.00 | 23500.00 | 23560.00 | 23080.00 | 35.00 | 0.00 | 5.00 | 55.00 |
| 2021-09-22 | 22400.00 | 23080.00 | 23295.00 | 22300.00 | 22400.00 | 23080.00 | 23290.00 | 22350.00 | 0.00 | 0.00 | 5.00 | -50.00 |
| 2021-09-17 | 22530.00 | 22610.00 | 22805.00 | 22425.00 | 22600.00 | 22585.00 | 22795.00 | 22425.00 | -70.00 | 25.00 | 10.00 | 0.00 |
| 2021-09-16 | 22570.00 | 22495.00 | 23035.00 | 22175.00 | 22635.00 | 22480.00 | 23045.00 | 22165.00 | -65.00 | 15.00 | -10.00 | 10.00 |
| 2021-09-15 | 22500.00 | 22495.00 | 22640.00 | 21920.00 | 22500.00 | 22490.00 | 22650.00 | 21910.00 | 0.00 | 5.00 | -10.00 | 10.00 |
| 2021-09-14 | 23505.00 | 22320.00 | 23530.00 | 22235.00 | 23500.00 | 22305.00 | 23535.00 | 22220.00 | 5.00 | 15.00 | -5.00 | 15.00 |
| 2021-09-13 | 22725.00 | 23610.00 | 23895.00 | 22725.00 | 22715.00 | 23600.00 | 23885.00 | 22705.00 | 10.00 | 10.00 | 10.00 | 20.00 |
| 2021-09-10 | 22400.00 | 22670.00 | 22890.00 | 22365.00 | 22370.00 | 22650.00 | 22865.00 | 22330.00 | 30.00 | 20.00 | 25.00 | 35.00 |
| 2021-09-09 | 21950.00 | 22475.00 | 22535.00 | 21950.00 | 21970.00 | 22455.00 | 22500.00 | 21940.00 | -20.00 | 20.00 | 35.00 | 10.00 |
| 2021-09-08 | 21725.00 | 21935.00 | 22075.00 | 21675.00 | 21685.00 | 21910.00 | 22045.00 | 21650.00 | 40.00 | 25.00 | 30.00 | 25.00 |
| 2021-09-07 | 21675.00 | 21730.00 | 21845.00 | 21620.00 | 21650.00 | 21715.00 | 21820.00 | 21595.00 | 25.00 | 15.00 | 25.00 | 25.00 |
| 2021-09-06 | 21370.00 | 21730.00 | 21980.00 | 21300.00 | 21425.00 | 21705.00 | 21895.00 | 21280.00 | -55.00 | 25.00 | 85.00 | 20.00 |
| 2021-09-03 | 21290.00 | 21255.00 | 21390.00 | 21225.00 | 21300.00 | 21230.00 | 21375.00 | 21215.00 | -10.00 | 25.00 | 15.00 | 10.00 |
| 2021-09-02 | 21055.00 | 21460.00 | 21490.00 | 20910.00 | 20925.00 | 21445.00 | 21485.00 | 20905.00 | 130.00 | 15.00 | 5.00 | 5.00 |
| 2021-09-01 | 21305.00 | 21075.00 | 21340.00 | 21050.00 | 21260.00 | 21075.00 | 21335.00 | 21040.00 | 45.00 | 0.00 | 5.00 | 10.00 |
| 2021-08-31 | 21430.00 | 21385.00 | 21500.00 | 21195.00 | 21400.00 | 21385.00 | 21500.00 | 21190.00 | 30.00 | 0.00 | 0.00 | 5.00 |
| 2021-08-30 | 20950.00 | 21495.00 | 21550.00 | 20805.00 | 20955.00 | 21500.00 | 21535.00 | 20800.00 | -5.00 | -5.00 | 15.00 | 5.00 |
| 2021-08-27 | 20485.00 | 20890.00 | 20910.00 | 20460.00 | 20485.00 | 20890.00 | 20890.00 | 20450.00 | 0.00 | 0.00 | 20.00 | 10.00 |
| 2021-08-26 | 20600.00 | 20415.00 | 20680.00 | 20380.00 | 20590.00 | 20410.00 | 20655.00 | 20395.00 | 10.00 | 5.00 | 25.00 | -15.00 |
| 2021-08-25 | 20490.00 | 20600.00 | 20705.00 | 20430.00 | 20460.00 | 20590.00 | 20685.00 | 20420.00 | 30.00 | 10.00 | 20.00 | 10.00 |
| 2021-08-24 | 20420.00 | 20425.00 | 20510.00 | 20305.00 | 20450.00 | 20415.00 | 20490.00 | 20295.00 | -30.00 | 10.00 | 20.00 | 10.00 |
| 2021-08-23 | 20110.00 | 20390.00 | 20540.00 | 20070.00 | 20035.00 | 20370.00 | 20515.00 | 20000.00 | 75.00 | 20.00 | 25.00 | 70.00 |
| 2021-08-20 | 19805.00 | 20115.00 | 20180.00 | 19660.00 | 19805.00 | 20110.00 | 20180.00 | 19650.00 | 0.00 | 5.00 | 0.00 | 10.00 |
| 2021-08-19 | 20215.00 | 19955.00 | 20270.00 | 19900.00 | 20200.00 | 19965.00 | 20290.00 | 19910.00 | 15.00 | -10.00 | -20.00 | -10.00 |
| 2021-08-18 | 20450.00 | 20190.00 | 20450.00 | 20000.00 | 20380.00 | 20200.00 | 20450.00 | 20005.00 | 70.00 | -10.00 | 0.00 | -5.00 |
| 2021-08-17 | 20175.00 | 20515.00 | 20575.00 | 20135.00 | 20250.00 | 20520.00 | 20570.00 | 20140.00 | -75.00 | -5.00 | 5.00 | -5.00 |
| 2021-08-16 | 20160.00 | 20150.00 | 20415.00 | 20105.00 | 20130.00 | 20145.00 | 20410.00 | 20105.00 | 30.00 | 5.00 | 5.00 | 0.00 |
| 2021-08-13 | 20090.00 | 20130.00 | 20135.00 | 19920.00 | 20075.00 | 20120.00 | 20125.00 | 19905.00 | 15.00 | 10.00 | 10.00 | 15.00 |
| 2021-08-12 | 20110.00 | 20090.00 | 20190.00 | 20055.00 | 20100.00 | 20075.00 | 20165.00 | 20040.00 | 10.00 | 15.00 | 25.00 | 15.00 |
| 2021-08-11 | 20020.00 | 20110.00 | 20245.00 | 19970.00 | 20060.00 | 20100.00 | 20215.00 | 19950.00 | -40.00 | 10.00 | 30.00 | 20.00 |
| 2021-08-10 | 19755.00 | 19950.00 | 19970.00 | 19755.00 | 19750.00 | 19940.00 | 19965.00 | 19730.00 | 5.00 | 10.00 | 5.00 | 25.00 |
| 2021-08-09 | 19985.00 | 19910.00 | 20060.00 | 19805.00 | 19910.00 | 19900.00 | 20035.00 | 19795.00 | 75.00 | 10.00 | 25.00 | 10.00 |
| 2021-08-06 | 19775.00 | 19925.00 | 20005.00 | 19740.00 | 19780.00 | 19915.00 | 19990.00 | 19735.00 | -5.00 | 10.00 | 15.00 | 5.00 |
| 2021-08-05 | 19735.00 | 19765.00 | 19850.00 | 19620.00 | 19690.00 | 19750.00 | 19845.00 | 19615.00 | 45.00 | 15.00 | 5.00 | 5.00 |
| 2021-08-04 | 19700.00 | 19780.00 | 19820.00 | 19670.00 | 19695.00 | 19760.00 | 19810.00 | 19665.00 | 5.00 | 20.00 | 10.00 | 5.00 |
| 2021-08-03 | 20040.00 | 19735.00 | 20045.00 | 19680.00 | 20100.00 | 19720.00 | 20105.00 | 19670.00 | -60.00 | 15.00 | -60.00 | 10.00 |
| 2021-08-02 | 20150.00 | 19955.00 | 20190.00 | 19820.00 | 20200.00 | 19945.00 | 20200.00 | 19815.00 | -50.00 | 10.00 | -10.00 | 5.00 |
| 2021-07-30 | 19750.00 | 20085.00 | 20105.00 | 19710.00 | 19750.00 | 20075.00 | 20090.00 | 19720.00 | 0.00 | 10.00 | 15.00 | -10.00 |
| 2021-07-29 | 19450.00 | 19680.00 | 19695.00 | 19450.00 | 19485.00 | 19690.00 | 19695.00 | 19470.00 | -35.00 | -10.00 | 0.00 | -20.00 |
| 2021-07-28 | 19550.00 | 19370.00 | 19575.00 | 19335.00 | 19530.00 | 19360.00 | 19545.00 | 19325.00 | 20.00 | 10.00 | 30.00 | 10.00 |
| 2021-07-27 | 19625.00 | 19540.00 | 19765.00 | 19465.00 | 19590.00 | 19515.00 | 19735.00 | 19445.00 | 35.00 | 25.00 | 30.00 | 20.00 |
| 2021-07-26 | 19450.00 | 19550.00 | 19750.00 | 19375.00 | 19415.00 | 19520.00 | 19720.00 | 19355.00 | 35.00 | 30.00 | 30.00 | 20.00 |
| 2021-07-23 | 19235.00 | 19360.00 | 19480.00 | 19180.00 | 19210.00 | 19340.00 | 19460.00 | 19165.00 | 25.00 | 20.00 | 20.00 | 15.00 |
| 2021-07-22 | 18905.00 | 19135.00 | 19195.00 | 18900.00 | 18915.00 | 19120.00 | 19180.00 | 18830.00 | -10.00 | 15.00 | 15.00 | 70.00 |
| 2021-07-21 | 19015.00 | 18875.00 | 19245.00 | 18855.00 | 19090.00 | 18885.00 | 19260.00 | 18860.00 | -75.00 | -10.00 | -15.00 | -5.00 |
| 2021-07-20 | 19100.00 | 19075.00 | 19150.00 | 18955.00 | 19130.00 | 19090.00 | 19150.00 | 18960.00 | -30.00 | -15.00 | 0.00 | -5.00 |
| 2021-07-19 | 19470.00 | 19275.00 | 19530.00 | 19240.00 | 19480.00 | 19275.00 | 19535.00 | 19250.00 | -10.00 | 0.00 | -5.00 | -10.00 |
| 2021-07-16 | 19260.00 | 19470.00 | 19605.00 | 19260.00 | 19380.00 | 19460.00 | 19600.00 | 19285.00 | -120.00 | 10.00 | 5.00 | -25.00 |
| 2021-07-15 | 19510.00 | 19395.00 | 19510.00 | 19195.00 | 19495.00 | 19395.00 | 19505.00 | 19200.00 | 15.00 | 0.00 | 5.00 | -5.00 |
| 2021-07-14 | 19175.00 | 19510.00 | 19515.00 | 19110.00 | 19160.00 | 19480.00 | 19485.00 | 19105.00 | 15.00 | 30.00 | 30.00 | 5.00 |
| 2021-07-13 | 18950.00 | 19235.00 | 19300.00 | 18940.00 | 18950.00 | 19240.00 | 19295.00 | 18940.00 | 0.00 | -5.00 | 5.00 | 0.00 |
| 2021-07-12 | 19005.00 | 19040.00 | 19195.00 | 18980.00 | 18950.00 | 19040.00 | 19180.00 | 18950.00 | 55.00 | 0.00 | 15.00 | 30.00 |
| 2021-07-09 | 18705.00 | 18875.00 | 18900.00 | 18655.00 | 18700.00 | 18860.00 | 18890.00 | 18680.00 | 5.00 | 15.00 | 10.00 | -25.00 |
| 2021-07-08 | 18905.00 | 18755.00 | 18970.00 | 18710.00 | 18950.00 | 18755.00 | 18960.00 | 18710.00 | -45.00 | 0.00 | 10.00 | 0.00 |
| 2021-07-07 | 19130.00 | 18930.00 | 19150.00 | 18780.00 | 19070.00 | 18925.00 | 19130.00 | 18780.00 | 60.00 | 5.00 | 20.00 | 0.00 |
| 2021-07-06 | 19285.00 | 19130.00 | 19285.00 | 19080.00 | 19225.00 | 19095.00 | 19265.00 | 19065.00 | 60.00 | 35.00 | 20.00 | 15.00 |
| 2021-07-05 | 18905.00 | 19255.00 | 19350.00 | 18865.00 | 18935.00 | 19245.00 | 19330.00 | 18870.00 | -30.00 | 10.00 | 20.00 | -5.00 |
| 2021-07-02 | 18615.00 | 18880.00 | 18880.00 | 18550.00 | 18640.00 | 18870.00 | 18880.00 | 18560.00 | -25.00 | 10.00 | 0.00 | -10.00 |
| 2021-07-01 | 18780.00 | 18615.00 | 18985.00 | 18585.00 | 18780.00 | 18630.00 | 18980.00 | 18590.00 | 0.00 | -15.00 | 5.00 | -5.00 |
| 2021-06-30 | 18850.00 | 18800.00 | 18940.00 | 18725.00 | 18915.00 | 18795.00 | 18935.00 | 18730.00 | -65.00 | 5.00 | 5.00 | -5.00 |
| 2021-06-29 | 18875.00 | 18820.00 | 18990.00 | 18750.00 | 18830.00 | 18820.00 | 18985.00 | 18760.00 | 45.00 | 0.00 | 5.00 | -10.00 |
| 2021-06-28 | 18980.00 | 18895.00 | 19075.00 | 18760.00 | 19095.00 | 18890.00 | 19095.00 | 18760.00 | -115.00 | 5.00 | -20.00 | 0.00 |
| 2021-06-25 | 18730.00 | 18930.00 | 18980.00 | 18665.00 | 18630.00 | 18945.00 | 18970.00 | 18630.00 | 100.00 | -15.00 | 10.00 | 35.00 |
| 2021-06-24 | 18705.00 | 18645.00 | 18930.00 | 18550.00 | 18795.00 | 18650.00 | 18930.00 | 18570.00 | -90.00 | -5.00 | 0.00 | -20.00 |
| 2021-06-23 | 18610.00 | 18725.00 | 18825.00 | 18540.00 | 18600.00 | 18705.00 | 18810.00 | 18565.00 | 10.00 | 20.00 | 15.00 | -25.00 |
| 2021-06-22 | 18300.00 | 18625.00 | 18680.00 | 18295.00 | 18260.00 | 18610.00 | 18660.00 | 18260.00 | 40.00 | 15.00 | 20.00 | 35.00 |
| 2021-06-21 | 18350.00 | 18280.00 | 18460.00 | 18235.00 | 18335.00 | 18255.00 | 18450.00 | 18220.00 | 15.00 | 25.00 | 10.00 | 15.00 |
| 2021-06-18 | 18465.00 | 18380.00 | 18580.00 | 18370.00 | 18550.00 | 18370.00 | 18560.00 | 18350.00 | -85.00 | 10.00 | 20.00 | 20.00 |
| 2021-06-17 | 18650.00 | 18690.00 | 18880.00 | 18585.00 | 18600.00 | 18680.00 | 18850.00 | 18580.00 | 50.00 | 10.00 | 30.00 | 5.00 |
| 2021-06-16 | 18915.00 | 18590.00 | 18975.00 | 18465.00 | 18820.00 | 18575.00 | 18960.00 | 18445.00 | 95.00 | 15.00 | 15.00 | 20.00 |
| 2021-06-15 | 19170.00 | 18945.00 | 19170.00 | 18745.00 | 19180.00 | 18920.00 | 19180.00 | 18725.00 | -10.00 | 25.00 | -10.00 | 20.00 |
| 2021-06-11 | 18440.00 | 19195.00 | 19200.00 | 18370.00 | 18400.00 | 19150.00 | 19170.00 | 18360.00 | 40.00 | 45.00 | 30.00 | 10.00 |
| 2021-06-10 | 18450.00 | 18440.00 | 18640.00 | 18360.00 | 18415.00 | 18415.00 | 18625.00 | 18360.00 | 35.00 | 25.00 | 15.00 | 0.00 |
| 2021-06-09 | 18270.00 | 18390.00 | 18465.00 | 18265.00 | 18305.00 | 18380.00 | 18445.00 | 18255.00 | -35.00 | 10.00 | 20.00 | 10.00 |
| 2021-06-08 | 18390.00 | 18260.00 | 18520.00 | 18220.00 | 18320.00 | 18250.00 | 18495.00 | 18210.00 | 70.00 | 10.00 | 25.00 | 10.00 |
| 2021-06-07 | 18455.00 | 18435.00 | 18650.00 | 18300.00 | 18420.00 | 18425.00 | 18630.00 | 18290.00 | 35.00 | 10.00 | 20.00 | 10.00 |
| 2021-06-04 | 18330.00 | 18280.00 | 18425.00 | 18205.00 | 18260.00 | 18270.00 | 18410.00 | 18185.00 | 70.00 | 10.00 | 15.00 | 20.00 |
| 2021-06-03 | 18570.00 | 18425.00 | 18720.00 | 18340.00 | 18530.00 | 18415.00 | 18705.00 | 18330.00 | 40.00 | 10.00 | 15.00 | 10.00 |
| 2021-06-02 | 18835.00 | 18605.00 | 18870.00 | 18535.00 | 18810.00 | 18600.00 | 18870.00 | 18540.00 | 25.00 | 5.00 | 0.00 | -5.00 |
| 2021-06-01 | 18800.00 | 18875.00 | 18925.00 | 18650.00 | 18885.00 | 18875.00 | 18920.00 | 18645.00 | -85.00 | 0.00 | 5.00 | 5.00 |
| 2021-05-31 | 18595.00 | 18825.00 | 19020.00 | 18565.00 | 18515.00 | 18825.00 | 18990.00 | 18515.00 | 80.00 | 0.00 | 30.00 | 50.00 |
| 2021-05-28 | 18480.00 | 18670.00 | 18950.00 | 18475.00 | 18470.00 | 18650.00 | 18930.00 | 18445.00 | 10.00 | 20.00 | 20.00 | 30.00 |