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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-03 | 13265.00 | 13280.00 | 13385.00 | 13260.00 | 13420.00 | 13340.00 | 13450.00 | 13315.00 | -155.00 | -60.00 | -65.00 | -55.00 |
| 2020-03-02 | 13300.00 | 13255.00 | 13300.00 | 13165.00 | 13180.00 | 13320.00 | 13340.00 | 13180.00 | 120.00 | -65.00 | -40.00 | -15.00 |
| 2020-02-28 | 13420.00 | 13110.00 | 13420.00 | 13070.00 | 13450.00 | 13160.00 | 13455.00 | 13150.00 | -30.00 | -50.00 | -35.00 | -80.00 |
| 2020-02-27 | 13475.00 | 13430.00 | 13505.00 | 13410.00 | 13515.00 | 13475.00 | 13545.00 | 13455.00 | -40.00 | -45.00 | -40.00 | -45.00 |
| 2020-02-26 | 13525.00 | 13490.00 | 13535.00 | 13485.00 | 13545.00 | 13525.00 | 13570.00 | 13525.00 | -20.00 | -35.00 | -35.00 | -40.00 |
| 2020-02-25 | 13510.00 | 13535.00 | 13555.00 | 13445.00 | 13530.00 | 13575.00 | 13585.00 | 13490.00 | -20.00 | -40.00 | -30.00 | -45.00 |
| 2020-02-24 | 13580.00 | 13530.00 | 13590.00 | 13450.00 | 13610.00 | 13560.00 | 13610.00 | 13510.00 | -30.00 | -30.00 | -20.00 | -60.00 |
| 2020-02-21 | 13675.00 | 13580.00 | 13675.00 | 13575.00 | 13650.00 | 13575.00 | 13650.00 | 13570.00 | 25.00 | 5.00 | 25.00 | 5.00 |
| 2020-02-20 | 13715.00 | 13670.00 | 13725.00 | 13660.00 | 13705.00 | 13655.00 | 13715.00 | 13645.00 | 10.00 | 15.00 | 10.00 | 15.00 |
| 2020-02-19 | 13715.00 | 13710.00 | 13735.00 | 13680.00 | 13725.00 | 13700.00 | 13725.00 | 13680.00 | -10.00 | 10.00 | 10.00 | 0.00 |
| 2020-02-18 | 13685.00 | 13725.00 | 13740.00 | 13665.00 | 13615.00 | 13705.00 | 13720.00 | 13615.00 | 70.00 | 20.00 | 20.00 | 50.00 |
| 2020-02-17 | 13685.00 | 13690.00 | 13715.00 | 13660.00 | 13665.00 | 13645.00 | 13690.00 | 13630.00 | 20.00 | 45.00 | 25.00 | 30.00 |
| 2020-02-14 | 13755.00 | 13690.00 | 13770.00 | 13675.00 | 13770.00 | 13720.00 | 13785.00 | 13695.00 | -15.00 | -30.00 | -15.00 | -20.00 |
| 2020-02-13 | 13770.00 | 13705.00 | 13775.00 | 13695.00 | 13760.00 | 13730.00 | 13770.00 | 13720.00 | 10.00 | -25.00 | 5.00 | -25.00 |
| 2020-02-12 | 13805.00 | 13745.00 | 13840.00 | 13735.00 | 13790.00 | 13760.00 | 13800.00 | 13745.00 | 15.00 | -15.00 | 40.00 | -10.00 |
| 2020-02-11 | 13680.00 | 13780.00 | 13840.00 | 13680.00 | 13720.00 | 13755.00 | 13815.00 | 13690.00 | -40.00 | 25.00 | 25.00 | -10.00 |
| 2020-02-10 | 13690.00 | 13715.00 | 13725.00 | 13645.00 | 13700.00 | 13745.00 | 13750.00 | 13675.00 | -10.00 | -30.00 | -25.00 | -30.00 |
| 2020-02-07 | 13680.00 | 13725.00 | 13730.00 | 13670.00 | 13725.00 | 13745.00 | 13750.00 | 13690.00 | -45.00 | -20.00 | -20.00 | -20.00 |
| 2020-02-06 | 13655.00 | 13670.00 | 13680.00 | 13635.00 | 13740.00 | 13695.00 | 13740.00 | 13670.00 | -85.00 | -25.00 | -60.00 | -35.00 |
| 2020-02-05 | 13575.00 | 13625.00 | 13655.00 | 13540.00 | 13575.00 | 13655.00 | 13695.00 | 13575.00 | 0.00 | -30.00 | -40.00 | -35.00 |
| 2020-02-04 | 13570.00 | 13605.00 | 13620.00 | 13535.00 | 13500.00 | 13630.00 | 13640.00 | 13500.00 | 70.00 | -25.00 | -20.00 | 35.00 |
| 2020-02-03 | 13600.00 | 13605.00 | 13785.00 | 13510.00 | 13705.00 | 13605.00 | 13750.00 | 13480.00 | -105.00 | 0.00 | 35.00 | 30.00 |
| 2020-01-23 | 14165.00 | 14100.00 | 14185.00 | 14070.00 | 14120.00 | 14040.00 | 14135.00 | 14010.00 | 45.00 | 60.00 | 50.00 | 60.00 |
| 2020-01-22 | 14130.00 | 14165.00 | 14175.00 | 14090.00 | 14065.00 | 14125.00 | 14130.00 | 14035.00 | 65.00 | 40.00 | 45.00 | 55.00 |
| 2020-01-21 | 14235.00 | 14120.00 | 14260.00 | 14110.00 | 14135.00 | 14040.00 | 14175.00 | 14040.00 | 100.00 | 80.00 | 85.00 | 70.00 |
| 2020-01-20 | 14300.00 | 14210.00 | 14310.00 | 14175.00 | 14155.00 | 14125.00 | 14190.00 | 14095.00 | 145.00 | 85.00 | 120.00 | 80.00 |
| 2020-01-17 | 14300.00 | 14280.00 | 14375.00 | 14225.00 | 14430.00 | 14400.00 | 14490.00 | 14350.00 | -130.00 | -120.00 | -115.00 | -125.00 |
| 2020-01-16 | 13975.00 | 14300.00 | 14300.00 | 13940.00 | 14055.00 | 14430.00 | 14440.00 | 14045.00 | -80.00 | -130.00 | -140.00 | -105.00 |
| 2020-01-15 | 13930.00 | 13970.00 | 13990.00 | 13910.00 | 13990.00 | 14055.00 | 14080.00 | 13990.00 | -60.00 | -85.00 | -90.00 | -80.00 |
| 2020-01-14 | 13950.00 | 13930.00 | 13980.00 | 13925.00 | 13990.00 | 14000.00 | 14030.00 | 13975.00 | -40.00 | -70.00 | -50.00 | -50.00 |
| 2020-01-13 | 14110.00 | 13960.00 | 14120.00 | 13930.00 | 14120.00 | 14015.00 | 14160.00 | 14000.00 | -10.00 | -55.00 | -40.00 | -70.00 |
| 2020-01-10 | 14075.00 | 14165.00 | 14185.00 | 14070.00 | 13995.00 | 14110.00 | 14115.00 | 13995.00 | 80.00 | 55.00 | 70.00 | 75.00 |
| 2020-01-09 | 14130.00 | 14080.00 | 14135.00 | 14065.00 | 14060.00 | 13990.00 | 14070.00 | 13985.00 | 70.00 | 90.00 | 65.00 | 80.00 |
| 2020-01-08 | 14060.00 | 14155.00 | 14190.00 | 14025.00 | 14025.00 | 14080.00 | 14115.00 | 13970.00 | 35.00 | 75.00 | 75.00 | 55.00 |
| 2020-01-07 | 14110.00 | 14070.00 | 14130.00 | 14035.00 | 14025.00 | 14025.00 | 14055.00 | 13985.00 | 85.00 | 45.00 | 75.00 | 50.00 |
| 2020-01-06 | 14085.00 | 14105.00 | 14150.00 | 14060.00 | 13995.00 | 14025.00 | 14065.00 | 13965.00 | 90.00 | 80.00 | 85.00 | 95.00 |
| 2020-01-03 | 14075.00 | 14085.00 | 14090.00 | 13960.00 | 14015.00 | 13995.00 | 14025.00 | 13900.00 | 60.00 | 90.00 | 65.00 | 60.00 |
| 2020-01-02 | 14080.00 | 14090.00 | 14145.00 | 14060.00 | 14015.00 | 14030.00 | 14085.00 | 14015.00 | 65.00 | 60.00 | 60.00 | 45.00 |
| 2019-12-31 | 14105.00 | 14110.00 | 14130.00 | 14060.00 | 14040.00 | 14045.00 | 14080.00 | 14010.00 | 65.00 | 65.00 | 50.00 | 50.00 |
| 2019-12-30 | 14080.00 | 14090.00 | 14145.00 | 14070.00 | 14040.00 | 14040.00 | 14095.00 | 14025.00 | 40.00 | 50.00 | 50.00 | 45.00 |
| 2019-12-27 | 14070.00 | 14075.00 | 14095.00 | 14020.00 | 14000.00 | 14030.00 | 14050.00 | 13970.00 | 70.00 | 45.00 | 45.00 | 50.00 |
| 2019-12-26 | 14275.00 | 14055.00 | 14275.00 | 14055.00 | 14165.00 | 13990.00 | 14195.00 | 13985.00 | 110.00 | 65.00 | 80.00 | 70.00 |
| 2019-12-25 | 14250.00 | 14235.00 | 14285.00 | 14190.00 | 14175.00 | 14165.00 | 14215.00 | 14115.00 | 75.00 | 70.00 | 70.00 | 75.00 |
| 2019-12-24 | 14195.00 | 14235.00 | 14255.00 | 14165.00 | 14135.00 | 14170.00 | 14180.00 | 14100.00 | 60.00 | 65.00 | 75.00 | 65.00 |
| 2019-12-23 | 14200.00 | 14185.00 | 14260.00 | 14150.00 | 14320.00 | 14290.00 | 14365.00 | 14265.00 | -120.00 | -105.00 | -105.00 | -115.00 |
| 2019-12-20 | 14215.00 | 14175.00 | 14245.00 | 14160.00 | 14300.00 | 14300.00 | 14355.00 | 14260.00 | -85.00 | -125.00 | -110.00 | -100.00 |
| 2019-12-19 | 14100.00 | 14200.00 | 14210.00 | 14100.00 | 14185.00 | 14295.00 | 14365.00 | 14185.00 | -85.00 | -95.00 | -155.00 | -85.00 |
| 2019-12-18 | 14010.00 | 14100.00 | 14130.00 | 13970.00 | 14030.00 | 14185.00 | 14245.00 | 14010.00 | -20.00 | -85.00 | -115.00 | -40.00 |
| 2019-12-17 | 13915.00 | 14015.00 | 14035.00 | 13890.00 | 13920.00 | 14040.00 | 14045.00 | 13900.00 | -5.00 | -25.00 | -10.00 | -10.00 |
| 2019-12-16 | 13945.00 | 13915.00 | 13960.00 | 13875.00 | 13950.00 | 13915.00 | 13960.00 | 13885.00 | -5.00 | 0.00 | 0.00 | -10.00 |
| 2019-12-13 | 13895.00 | 13945.00 | 13950.00 | 13850.00 | 13940.00 | 13960.00 | 13980.00 | 13900.00 | -45.00 | -15.00 | -30.00 | -50.00 |
| 2019-12-12 | 13990.00 | 13955.00 | 14035.00 | 13930.00 | 13925.00 | 13880.00 | 13965.00 | 13855.00 | 65.00 | 75.00 | 70.00 | 75.00 |
| 2019-12-11 | 13965.00 | 14000.00 | 14065.00 | 13955.00 | 13890.00 | 13925.00 | 13975.00 | 13860.00 | 75.00 | 75.00 | 90.00 | 95.00 |
| 2019-12-10 | 13935.00 | 13990.00 | 13990.00 | 13915.00 | 13850.00 | 13890.00 | 13895.00 | 13830.00 | 85.00 | 100.00 | 95.00 | 85.00 |
| 2019-12-09 | 13830.00 | 13935.00 | 13960.00 | 13810.00 | 13720.00 | 13845.00 | 13855.00 | 13720.00 | 110.00 | 90.00 | 105.00 | 90.00 |
| 2019-12-06 | 13900.00 | 13840.00 | 13920.00 | 13835.00 | 13805.00 | 13740.00 | 13820.00 | 13735.00 | 95.00 | 100.00 | 100.00 | 100.00 |
| 2019-12-05 | 13970.00 | 13930.00 | 13975.00 | 13910.00 | 13860.00 | 13835.00 | 13865.00 | 13805.00 | 110.00 | 95.00 | 110.00 | 105.00 |
| 2019-12-04 | 13955.00 | 13970.00 | 13995.00 | 13905.00 | 13865.00 | 13855.00 | 13895.00 | 13825.00 | 90.00 | 115.00 | 100.00 | 80.00 |
| 2019-12-03 | 13955.00 | 13945.00 | 13995.00 | 13915.00 | 13870.00 | 13855.00 | 13915.00 | 13845.00 | 85.00 | 90.00 | 80.00 | 70.00 |
| 2019-12-02 | 13885.00 | 13950.00 | 13970.00 | 13830.00 | 13830.00 | 13875.00 | 13895.00 | 13765.00 | 55.00 | 75.00 | 75.00 | 65.00 |
| 2019-11-29 | 13805.00 | 13885.00 | 13890.00 | 13765.00 | 13765.00 | 13825.00 | 13830.00 | 13730.00 | 40.00 | 60.00 | 60.00 | 35.00 |
| 2019-11-28 | 13735.00 | 13810.00 | 13815.00 | 13710.00 | 13890.00 | 13895.00 | 13900.00 | 13850.00 | -155.00 | -85.00 | -85.00 | -140.00 |
| 2019-11-27 | 13760.00 | 13735.00 | 13795.00 | 13705.00 | 13875.00 | 13860.00 | 13915.00 | 13850.00 | -115.00 | -125.00 | -120.00 | -145.00 |
| 2019-11-26 | 13805.00 | 13755.00 | 13820.00 | 13745.00 | 13965.00 | 13895.00 | 13965.00 | 13885.00 | -160.00 | -140.00 | -145.00 | -140.00 |
| 2019-11-25 | 13850.00 | 13805.00 | 13880.00 | 13800.00 | 13945.00 | 13945.00 | 13975.00 | 13935.00 | -95.00 | -140.00 | -95.00 | -135.00 |
| 2019-11-22 | 13865.00 | 13855.00 | 13865.00 | 13820.00 | 13965.00 | 13955.00 | 13980.00 | 13935.00 | -100.00 | -100.00 | -115.00 | -115.00 |
| 2019-11-21 | 13780.00 | 13865.00 | 13875.00 | 13780.00 | 13895.00 | 13965.00 | 14005.00 | 13880.00 | -115.00 | -100.00 | -130.00 | -100.00 |
| 2019-11-20 | 13730.00 | 13780.00 | 13785.00 | 13720.00 | 13810.00 | 13880.00 | 13890.00 | 13810.00 | -80.00 | -100.00 | -105.00 | -90.00 |
| 2019-11-19 | 13760.00 | 13740.00 | 13780.00 | 13730.00 | 13815.00 | 13830.00 | 13855.00 | 13805.00 | -55.00 | -90.00 | -75.00 | -75.00 |
| 2019-11-18 | 13675.00 | 13795.00 | 13800.00 | 13635.00 | 13800.00 | 13860.00 | 13880.00 | 13795.00 | -125.00 | -65.00 | -80.00 | -160.00 |
| 2019-11-15 | 13795.00 | 13825.00 | 13865.00 | 13780.00 | 13685.00 | 13670.00 | 13725.00 | 13665.00 | 110.00 | 155.00 | 140.00 | 115.00 |
| 2019-11-14 | 13780.00 | 13805.00 | 13865.00 | 13780.00 | 13740.00 | 13695.00 | 13760.00 | 13695.00 | 40.00 | 110.00 | 105.00 | 85.00 |
| 2019-11-13 | 13795.00 | 13805.00 | 13820.00 | 13780.00 | 13730.00 | 13745.00 | 13760.00 | 13715.00 | 65.00 | 60.00 | 60.00 | 65.00 |
| 2019-11-12 | 13910.00 | 13815.00 | 13950.00 | 13810.00 | 13810.00 | 13750.00 | 13845.00 | 13730.00 | 100.00 | 65.00 | 105.00 | 80.00 |
| 2019-11-11 | 14060.00 | 13895.00 | 14060.00 | 13895.00 | 13935.00 | 13810.00 | 13940.00 | 13810.00 | 125.00 | 85.00 | 120.00 | 85.00 |
| 2019-11-08 | 14000.00 | 14030.00 | 14120.00 | 13980.00 | 13885.00 | 13920.00 | 13955.00 | 13875.00 | 115.00 | 110.00 | 165.00 | 105.00 |
| 2019-11-07 | 13945.00 | 13980.00 | 13990.00 | 13895.00 | 13890.00 | 13870.00 | 13925.00 | 13835.00 | 55.00 | 110.00 | 65.00 | 60.00 |
| 2019-11-06 | 13980.00 | 13955.00 | 14000.00 | 13925.00 | 13925.00 | 13895.00 | 13935.00 | 13875.00 | 55.00 | 60.00 | 65.00 | 50.00 |
| 2019-11-05 | 13935.00 | 13965.00 | 13985.00 | 13905.00 | 13895.00 | 13915.00 | 13930.00 | 13870.00 | 40.00 | 50.00 | 55.00 | 35.00 |
| 2019-11-04 | 13875.00 | 13945.00 | 13960.00 | 13840.00 | 13850.00 | 13900.00 | 13930.00 | 13815.00 | 25.00 | 45.00 | 30.00 | 25.00 |
| 2019-11-01 | 13835.00 | 13875.00 | 13905.00 | 13775.00 | 13815.00 | 13850.00 | 13860.00 | 13755.00 | 20.00 | 25.00 | 45.00 | 20.00 |
| 2019-10-31 | 13840.00 | 13840.00 | 13855.00 | 13810.00 | 13820.00 | 13810.00 | 13830.00 | 13790.00 | 20.00 | 30.00 | 25.00 | 20.00 |
| 2019-10-30 | 13790.00 | 13845.00 | 13860.00 | 13785.00 | 13760.00 | 13815.00 | 13825.00 | 13760.00 | 30.00 | 30.00 | 35.00 | 25.00 |
| 2019-10-29 | 13830.00 | 13785.00 | 13835.00 | 13740.00 | 13795.00 | 13755.00 | 13795.00 | 13715.00 | 35.00 | 30.00 | 40.00 | 25.00 |
| 2019-10-28 | 13810.00 | 13825.00 | 13855.00 | 13805.00 | 13770.00 | 13785.00 | 13820.00 | 13765.00 | 40.00 | 40.00 | 35.00 | 40.00 |
| 2019-10-25 | 13825.00 | 13805.00 | 13875.00 | 13775.00 | 13900.00 | 13885.00 | 13935.00 | 13860.00 | -75.00 | -80.00 | -60.00 | -85.00 |
| 2019-10-24 | 13800.00 | 13825.00 | 13845.00 | 13775.00 | 13865.00 | 13885.00 | 13905.00 | 13835.00 | -65.00 | -60.00 | -60.00 | -60.00 |
| 2019-10-23 | 13780.00 | 13790.00 | 13815.00 | 13760.00 | 13835.00 | 13850.00 | 13875.00 | 13825.00 | -55.00 | -60.00 | -60.00 | -65.00 |
| 2019-10-22 | 13765.00 | 13795.00 | 13830.00 | 13755.00 | 13815.00 | 13845.00 | 13880.00 | 13800.00 | -50.00 | -50.00 | -50.00 | -45.00 |
| 2019-10-21 | 13880.00 | 13760.00 | 13915.00 | 13740.00 | 13930.00 | 13795.00 | 13960.00 | 13785.00 | -50.00 | -35.00 | -45.00 | -45.00 |
| 2019-10-18 | 13845.00 | 13850.00 | 13890.00 | 13835.00 | 13900.00 | 13900.00 | 13960.00 | 13895.00 | -55.00 | -50.00 | -70.00 | -60.00 |
| 2019-10-17 | 13825.00 | 13835.00 | 13870.00 | 13805.00 | 13875.00 | 13890.00 | 13925.00 | 13860.00 | -50.00 | -55.00 | -55.00 | -55.00 |
| 2019-10-16 | 13760.00 | 13835.00 | 13840.00 | 13745.00 | 13805.00 | 13885.00 | 13890.00 | 13780.00 | -45.00 | -50.00 | -50.00 | -35.00 |
| 2019-10-15 | 13740.00 | 13790.00 | 13795.00 | 13725.00 | 13705.00 | 13765.00 | 13790.00 | 13705.00 | 35.00 | 25.00 | 5.00 | 20.00 |
| 2019-10-14 | 13760.00 | 13755.00 | 13810.00 | 13720.00 | 13750.00 | 13735.00 | 13785.00 | 13705.00 | 10.00 | 20.00 | 25.00 | 15.00 |
| 2019-10-11 | 13935.00 | 13790.00 | 13945.00 | 13750.00 | 13920.00 | 13790.00 | 13925.00 | 13600.00 | 15.00 | 0.00 | 20.00 | 150.00 |
| 2019-10-10 | 13930.00 | 13920.00 | 13945.00 | 13800.00 | 13900.00 | 13900.00 | 13920.00 | 13830.00 | 30.00 | 20.00 | 25.00 | -30.00 |
| 2019-10-09 | 13970.00 | 13925.00 | 14040.00 | 13920.00 | 13955.00 | 13905.00 | 14020.00 | 13905.00 | 15.00 | 20.00 | 20.00 | 15.00 |
| 2019-10-08 | 13995.00 | 13960.00 | 14020.00 | 13950.00 | 13965.00 | 13950.00 | 13995.00 | 13925.00 | 30.00 | 10.00 | 25.00 | 25.00 |
| 2019-09-30 | 13925.00 | 14015.00 | 14020.00 | 13885.00 | 13885.00 | 13985.00 | 13985.00 | 13810.00 | 40.00 | 30.00 | 35.00 | 75.00 |