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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-09 | 19330.00 | 19215.00 | 19370.00 | 19050.00 | 19335.00 | 19230.00 | 19375.00 | 19065.00 | -5.00 | -15.00 | -5.00 | -15.00 |
| 2024-09-06 | 19280.00 | 19310.00 | 19385.00 | 19200.00 | 19265.00 | 19320.00 | 19400.00 | 19210.00 | 15.00 | -10.00 | -15.00 | -10.00 |
| 2024-09-05 | 19350.00 | 19195.00 | 19420.00 | 19190.00 | 19360.00 | 19225.00 | 19450.00 | 19215.00 | -10.00 | -30.00 | -30.00 | -25.00 |
| 2024-09-04 | 19500.00 | 19350.00 | 19560.00 | 19350.00 | 19550.00 | 19390.00 | 19585.00 | 19380.00 | -50.00 | -40.00 | -25.00 | -30.00 |
| 2024-09-03 | 19520.00 | 19500.00 | 19610.00 | 19485.00 | 19575.00 | 19535.00 | 19640.00 | 19515.00 | -55.00 | -35.00 | -30.00 | -30.00 |
| 2024-09-02 | 19845.00 | 19550.00 | 19845.00 | 19525.00 | 19845.00 | 19585.00 | 19870.00 | 19560.00 | 0.00 | -35.00 | -25.00 | -35.00 |
| 2024-08-30 | 19660.00 | 19850.00 | 19885.00 | 19625.00 | 19730.00 | 19875.00 | 19915.00 | 19665.00 | -70.00 | -25.00 | -30.00 | -40.00 |
| 2024-08-29 | 19845.00 | 19710.00 | 19925.00 | 19640.00 | 19890.00 | 19750.00 | 19960.00 | 19680.00 | -45.00 | -40.00 | -35.00 | -40.00 |
| 2024-08-28 | 19950.00 | 19905.00 | 20045.00 | 19895.00 | 19980.00 | 19950.00 | 20075.00 | 19945.00 | -30.00 | -45.00 | -30.00 | -50.00 |
| 2024-08-27 | 19930.00 | 19900.00 | 19980.00 | 19845.00 | 19960.00 | 19940.00 | 20020.00 | 19885.00 | -30.00 | -40.00 | -40.00 | -40.00 |
| 2024-08-26 | 19880.00 | 19925.00 | 19990.00 | 19840.00 | 19850.00 | 19880.00 | 19935.00 | 19795.00 | 30.00 | 45.00 | 55.00 | 45.00 |
| 2024-08-23 | 19840.00 | 19795.00 | 19880.00 | 19745.00 | 19870.00 | 19755.00 | 19870.00 | 19705.00 | -30.00 | 40.00 | 10.00 | 40.00 |
| 2024-08-22 | 19815.00 | 19870.00 | 19935.00 | 19705.00 | 19725.00 | 19830.00 | 19885.00 | 19660.00 | 90.00 | 40.00 | 50.00 | 45.00 |
| 2024-08-21 | 19840.00 | 19835.00 | 19855.00 | 19640.00 | 19800.00 | 19795.00 | 19815.00 | 19605.00 | 40.00 | 40.00 | 40.00 | 35.00 |
| 2024-08-20 | 19710.00 | 19685.00 | 19780.00 | 19580.00 | 19645.00 | 19645.00 | 19730.00 | 19540.00 | 65.00 | 40.00 | 50.00 | 40.00 |
| 2024-08-19 | 19295.00 | 19580.00 | 19590.00 | 19270.00 | 19350.00 | 19610.00 | 19635.00 | 19310.00 | -55.00 | -30.00 | -45.00 | -40.00 |
| 2024-08-16 | 19205.00 | 19370.00 | 19390.00 | 19145.00 | 19250.00 | 19420.00 | 19440.00 | 19180.00 | -45.00 | -50.00 | -50.00 | -35.00 |
| 2024-08-15 | 19095.00 | 19205.00 | 19205.00 | 19005.00 | 19105.00 | 19240.00 | 19240.00 | 19035.00 | -10.00 | -35.00 | -35.00 | -30.00 |
| 2024-08-14 | 19040.00 | 19015.00 | 19140.00 | 18965.00 | 19085.00 | 19045.00 | 19180.00 | 19005.00 | -45.00 | -30.00 | -40.00 | -40.00 |
| 2024-08-13 | 19210.00 | 18995.00 | 19215.00 | 18935.00 | 19250.00 | 19040.00 | 19260.00 | 18975.00 | -40.00 | -45.00 | -45.00 | -40.00 |
| 2024-08-12 | 19170.00 | 19180.00 | 19255.00 | 19060.00 | 19245.00 | 19230.00 | 19300.00 | 19105.00 | -75.00 | -50.00 | -45.00 | -45.00 |
| 2024-08-09 | 18905.00 | 19125.00 | 19225.00 | 18895.00 | 18940.00 | 19180.00 | 19275.00 | 18940.00 | -35.00 | -55.00 | -50.00 | -45.00 |
| 2024-08-08 | 18890.00 | 18945.00 | 19025.00 | 18820.00 | 18925.00 | 18975.00 | 19070.00 | 18860.00 | -35.00 | -30.00 | -45.00 | -40.00 |
| 2024-08-07 | 18920.00 | 18920.00 | 19035.00 | 18885.00 | 18910.00 | 18965.00 | 19080.00 | 18910.00 | 10.00 | -45.00 | -45.00 | -25.00 |
| 2024-08-06 | 18800.00 | 18795.00 | 18975.00 | 18730.00 | 18855.00 | 18830.00 | 19015.00 | 18775.00 | -55.00 | -35.00 | -40.00 | -45.00 |
| 2024-08-05 | 19130.00 | 18895.00 | 19200.00 | 18860.00 | 19190.00 | 18930.00 | 19245.00 | 18910.00 | -60.00 | -35.00 | -45.00 | -50.00 |
| 2024-08-02 | 19235.00 | 19220.00 | 19330.00 | 19075.00 | 19240.00 | 19250.00 | 19375.00 | 19120.00 | -5.00 | -30.00 | -45.00 | -45.00 |
| 2024-08-01 | 19285.00 | 19235.00 | 19375.00 | 19175.00 | 19330.00 | 19280.00 | 19415.00 | 19220.00 | -45.00 | -45.00 | -40.00 | -45.00 |
| 2024-07-31 | 18835.00 | 19135.00 | 19155.00 | 18785.00 | 18895.00 | 19185.00 | 19190.00 | 18840.00 | -60.00 | -50.00 | -35.00 | -55.00 |
| 2024-07-30 | 19155.00 | 18950.00 | 19205.00 | 18925.00 | 19195.00 | 18990.00 | 19245.00 | 18970.00 | -40.00 | -40.00 | -40.00 | -45.00 |
| 2024-07-29 | 19290.00 | 19195.00 | 19420.00 | 19180.00 | 19320.00 | 19250.00 | 19455.00 | 19230.00 | -30.00 | -55.00 | -35.00 | -50.00 |
| 2024-07-26 | 19130.00 | 19250.00 | 19300.00 | 19090.00 | 19185.00 | 19300.00 | 19340.00 | 19130.00 | -55.00 | -50.00 | -40.00 | -40.00 |
| 2024-07-25 | 19350.00 | 19175.00 | 19365.00 | 19030.00 | 19395.00 | 19225.00 | 19405.00 | 19080.00 | -45.00 | -50.00 | -40.00 | -50.00 |
| 2024-07-24 | 19345.00 | 19320.00 | 19410.00 | 19220.00 | 19370.00 | 19360.00 | 19455.00 | 19270.00 | -25.00 | -40.00 | -45.00 | -50.00 |
| 2024-07-23 | 19350.00 | 19290.00 | 19470.00 | 19260.00 | 19450.00 | 19345.00 | 19520.00 | 19315.00 | -100.00 | -55.00 | -50.00 | -55.00 |
| 2024-07-22 | 19550.00 | 19450.00 | 19670.00 | 19450.00 | 19525.00 | 19425.00 | 19620.00 | 19415.00 | 25.00 | 25.00 | 50.00 | 35.00 |
| 2024-07-19 | 19630.00 | 19615.00 | 19680.00 | 19535.00 | 19600.00 | 19570.00 | 19630.00 | 19505.00 | 30.00 | 45.00 | 50.00 | 30.00 |
| 2024-07-18 | 19785.00 | 19765.00 | 19810.00 | 19590.00 | 19750.00 | 19725.00 | 19775.00 | 19560.00 | 35.00 | 40.00 | 35.00 | 30.00 |
| 2024-07-17 | 19800.00 | 19740.00 | 19885.00 | 19710.00 | 19765.00 | 19710.00 | 19845.00 | 19685.00 | 35.00 | 30.00 | 40.00 | 25.00 |
| 2024-07-16 | 19970.00 | 19860.00 | 20050.00 | 19790.00 | 19995.00 | 19825.00 | 20015.00 | 19750.00 | -25.00 | 35.00 | 35.00 | 40.00 |
| 2024-07-15 | 20055.00 | 19940.00 | 20125.00 | 19925.00 | 20095.00 | 19970.00 | 20165.00 | 19955.00 | -40.00 | -30.00 | -40.00 | -30.00 |
| 2024-07-12 | 20250.00 | 20010.00 | 20300.00 | 19890.00 | 20345.00 | 20050.00 | 20345.00 | 19915.00 | -95.00 | -40.00 | -45.00 | -25.00 |
| 2024-07-11 | 20140.00 | 20205.00 | 20270.00 | 20140.00 | 20170.00 | 20235.00 | 20305.00 | 20170.00 | -30.00 | -30.00 | -35.00 | -30.00 |
| 2024-07-10 | 20415.00 | 20100.00 | 20440.00 | 19950.00 | 20465.00 | 20140.00 | 20490.00 | 20080.00 | -50.00 | -40.00 | -50.00 | -130.00 |
| 2024-07-09 | 20370.00 | 20460.00 | 20485.00 | 20330.00 | 20425.00 | 20505.00 | 20525.00 | 20385.00 | -55.00 | -45.00 | -40.00 | -55.00 |
| 2024-07-08 | 20400.00 | 20345.00 | 20480.00 | 20310.00 | 20415.00 | 20395.00 | 20525.00 | 20365.00 | -15.00 | -50.00 | -45.00 | -55.00 |
| 2024-07-05 | 20405.00 | 20300.00 | 20520.00 | 20290.00 | 20480.00 | 20350.00 | 20575.00 | 20335.00 | -75.00 | -50.00 | -55.00 | -45.00 |
| 2024-07-04 | 20530.00 | 20420.00 | 20550.00 | 20405.00 | 20575.00 | 20475.00 | 20595.00 | 20465.00 | -45.00 | -55.00 | -45.00 | -60.00 |
| 2024-07-03 | 20440.00 | 20490.00 | 20500.00 | 20360.00 | 20480.00 | 20550.00 | 20550.00 | 20410.00 | -40.00 | -60.00 | -50.00 | -50.00 |
| 2024-07-02 | 20355.00 | 20395.00 | 20400.00 | 20270.00 | 20410.00 | 20445.00 | 20455.00 | 20325.00 | -55.00 | -50.00 | -55.00 | -55.00 |
| 2024-07-01 | 20425.00 | 20320.00 | 20445.00 | 20220.00 | 20465.00 | 20370.00 | 20485.00 | 20280.00 | -40.00 | -50.00 | -40.00 | -60.00 |
| 2024-06-28 | 20235.00 | 20320.00 | 20330.00 | 20160.00 | 20280.00 | 20365.00 | 20380.00 | 20215.00 | -45.00 | -45.00 | -50.00 | -55.00 |
| 2024-06-27 | 20320.00 | 20180.00 | 20380.00 | 20170.00 | 20415.00 | 20235.00 | 20415.00 | 20220.00 | -95.00 | -55.00 | -35.00 | -50.00 |
| 2024-06-26 | 20315.00 | 20320.00 | 20345.00 | 20135.00 | 20345.00 | 20365.00 | 20390.00 | 20185.00 | -30.00 | -45.00 | -45.00 | -50.00 |
| 2024-06-25 | 20395.00 | 20325.00 | 20470.00 | 20275.00 | 20440.00 | 20360.00 | 20505.00 | 20320.00 | -45.00 | -35.00 | -35.00 | -45.00 |
| 2024-06-24 | 20430.00 | 20360.00 | 20470.00 | 20305.00 | 20465.00 | 20395.00 | 20510.00 | 20355.00 | -35.00 | -35.00 | -40.00 | -50.00 |
| 2024-06-21 | 20595.00 | 20470.00 | 20660.00 | 20460.00 | 20620.00 | 20500.00 | 20690.00 | 20500.00 | -25.00 | -30.00 | -30.00 | -40.00 |
| 2024-06-20 | 20485.00 | 20595.00 | 20600.00 | 20485.00 | 20520.00 | 20615.00 | 20625.00 | 20520.00 | -35.00 | -20.00 | -25.00 | -35.00 |
| 2024-06-19 | 20330.00 | 20475.00 | 20545.00 | 20320.00 | 20340.00 | 20435.00 | 20500.00 | 20295.00 | -10.00 | 40.00 | 45.00 | 25.00 |
| 2024-06-18 | 20250.00 | 20385.00 | 20485.00 | 20240.00 | 20240.00 | 20360.00 | 20445.00 | 20230.00 | 10.00 | 25.00 | 40.00 | 10.00 |
| 2024-06-17 | 20495.00 | 20290.00 | 20565.00 | 20265.00 | 20510.00 | 20280.00 | 20535.00 | 20240.00 | -15.00 | 10.00 | 30.00 | 25.00 |
| 2024-06-14 | 20730.00 | 20565.00 | 20740.00 | 20545.00 | 20780.00 | 20610.00 | 20780.00 | 20580.00 | -50.00 | -45.00 | -40.00 | -35.00 |
| 2024-06-13 | 20970.00 | 20645.00 | 20980.00 | 20615.00 | 20920.00 | 20680.00 | 21030.00 | 20655.00 | 50.00 | -35.00 | -50.00 | -40.00 |
| 2024-06-12 | 20820.00 | 20800.00 | 20900.00 | 20730.00 | 20900.00 | 20850.00 | 20945.00 | 20775.00 | -80.00 | -50.00 | -45.00 | -45.00 |
| 2024-06-11 | 21020.00 | 20905.00 | 21025.00 | 20820.00 | 21050.00 | 20965.00 | 21100.00 | 20900.00 | -30.00 | -60.00 | -75.00 | -80.00 |
| 2024-06-07 | 21265.00 | 21220.00 | 21445.00 | 21195.00 | 21335.00 | 21295.00 | 21520.00 | 21265.00 | -70.00 | -75.00 | -75.00 | -70.00 |
| 2024-06-06 | 21090.00 | 21280.00 | 21365.00 | 21050.00 | 21180.00 | 21345.00 | 21430.00 | 21110.00 | -90.00 | -65.00 | -65.00 | -60.00 |
| 2024-06-05 | 21295.00 | 21135.00 | 21350.00 | 21120.00 | 21305.00 | 21190.00 | 21415.00 | 21180.00 | -10.00 | -55.00 | -65.00 | -60.00 |
| 2024-06-04 | 21280.00 | 21395.00 | 21465.00 | 21160.00 | 21340.00 | 21470.00 | 21530.00 | 21240.00 | -60.00 | -75.00 | -65.00 | -80.00 |
| 2024-06-03 | 21630.00 | 21170.00 | 21670.00 | 21070.00 | 21670.00 | 21235.00 | 21750.00 | 21135.00 | -40.00 | -65.00 | -80.00 | -65.00 |
| 2024-05-31 | 21360.00 | 21535.00 | 21555.00 | 21280.00 | 21300.00 | 21615.00 | 21630.00 | 21300.00 | 60.00 | -80.00 | -75.00 | -20.00 |
| 2024-05-30 | 21350.00 | 21560.00 | 22040.00 | 21350.00 | 21580.00 | 21650.00 | 22115.00 | 21475.00 | -230.00 | -90.00 | -75.00 | -125.00 |
| 2024-05-29 | 21250.00 | 21520.00 | 21520.00 | 21125.00 | 21310.00 | 21585.00 | 21595.00 | 21185.00 | -60.00 | -65.00 | -75.00 | -60.00 |
| 2024-05-28 | 20925.00 | 21190.00 | 21315.00 | 20925.00 | 20975.00 | 21240.00 | 21350.00 | 20970.00 | -50.00 | -50.00 | -35.00 | -45.00 |
| 2024-05-27 | 20975.00 | 20910.00 | 21085.00 | 20910.00 | 21000.00 | 20945.00 | 21100.00 | 20945.00 | -25.00 | -35.00 | -15.00 | -35.00 |
| 2024-05-24 | 20770.00 | 20855.00 | 20980.00 | 20770.00 | 20800.00 | 20875.00 | 21005.00 | 20800.00 | -30.00 | -20.00 | -25.00 | -30.00 |
| 2024-05-23 | 21110.00 | 20780.00 | 21220.00 | 20700.00 | 21135.00 | 20800.00 | 21250.00 | 20735.00 | -25.00 | -20.00 | -30.00 | -35.00 |
| 2024-05-22 | 21350.00 | 21375.00 | 21620.00 | 21170.00 | 21305.00 | 21395.00 | 21625.00 | 21200.00 | 45.00 | -20.00 | -5.00 | -30.00 |
| 2024-05-21 | 20890.00 | 21095.00 | 21565.00 | 20820.00 | 20925.00 | 21115.00 | 21565.00 | 20860.00 | -35.00 | -20.00 | 0.00 | -40.00 |
| 2024-05-20 | 20965.00 | 20945.00 | 21370.00 | 20925.00 | 20940.00 | 20905.00 | 21300.00 | 20880.00 | 25.00 | 40.00 | 70.00 | 45.00 |
| 2024-05-17 | 20670.00 | 20995.00 | 20995.00 | 20650.00 | 20655.00 | 20930.00 | 20945.00 | 20600.00 | 15.00 | 65.00 | 50.00 | 50.00 |
| 2024-05-16 | 20545.00 | 20755.00 | 20900.00 | 20415.00 | 20530.00 | 20800.00 | 20935.00 | 20450.00 | 15.00 | -45.00 | -35.00 | -35.00 |
| 2024-05-15 | 20495.00 | 20505.00 | 20545.00 | 20400.00 | 20490.00 | 20530.00 | 20570.00 | 20420.00 | 5.00 | -25.00 | -25.00 | -20.00 |
| 2024-05-14 | 20640.00 | 20545.00 | 20730.00 | 20505.00 | 20680.00 | 20575.00 | 20745.00 | 20520.00 | -40.00 | -30.00 | -15.00 | -15.00 |
| 2024-05-13 | 20605.00 | 20575.00 | 20635.00 | 20320.00 | 20615.00 | 20595.00 | 20655.00 | 20350.00 | -10.00 | -20.00 | -20.00 | -30.00 |
| 2024-05-10 | 20600.00 | 20725.00 | 20765.00 | 20560.00 | 20625.00 | 20745.00 | 20790.00 | 20580.00 | -25.00 | -20.00 | -25.00 | -20.00 |
| 2024-05-09 | 20405.00 | 20600.00 | 20695.00 | 20365.00 | 20390.00 | 20615.00 | 20705.00 | 20385.00 | 15.00 | -15.00 | -10.00 | -20.00 |
| 2024-05-08 | 20600.00 | 20415.00 | 20655.00 | 20375.00 | 20630.00 | 20440.00 | 20670.00 | 20410.00 | -30.00 | -25.00 | -15.00 | -35.00 |
| 2024-05-07 | 20720.00 | 20635.00 | 20830.00 | 20585.00 | 20800.00 | 20650.00 | 20840.00 | 20600.00 | -80.00 | -15.00 | -10.00 | -15.00 |
| 2024-05-06 | 20485.00 | 20745.00 | 20815.00 | 20465.00 | 20495.00 | 20760.00 | 20820.00 | 20490.00 | -10.00 | -15.00 | -5.00 | -25.00 |
| 2024-04-30 | 20585.00 | 20575.00 | 20725.00 | 20490.00 | 20600.00 | 20595.00 | 20750.00 | 20520.00 | -15.00 | -20.00 | -25.00 | -30.00 |
| 2024-04-29 | 20625.00 | 20535.00 | 20770.00 | 20520.00 | 20640.00 | 20560.00 | 20775.00 | 20540.00 | -15.00 | -25.00 | -5.00 | -20.00 |
| 2024-04-26 | 20515.00 | 20625.00 | 20650.00 | 20355.00 | 20560.00 | 20640.00 | 20665.00 | 20370.00 | -45.00 | -15.00 | -15.00 | -15.00 |
| 2024-04-25 | 20280.00 | 20485.00 | 20490.00 | 20230.00 | 20300.00 | 20500.00 | 20510.00 | 20250.00 | -20.00 | -15.00 | -20.00 | -20.00 |
| 2024-04-24 | 20000.00 | 20250.00 | 20310.00 | 19950.00 | 19995.00 | 20270.00 | 20325.00 | 19970.00 | 5.00 | -20.00 | -15.00 | -20.00 |
| 2024-04-23 | 20500.00 | 20200.00 | 20605.00 | 20115.00 | 20535.00 | 20220.00 | 20610.00 | 20155.00 | -35.00 | -20.00 | -5.00 | -40.00 |
| 2024-04-22 | 20380.00 | 20520.00 | 20835.00 | 20380.00 | 20400.00 | 20520.00 | 20835.00 | 20390.00 | -20.00 | 0.00 | 0.00 | -10.00 |
| 2024-04-19 | 20475.00 | 20350.00 | 20560.00 | 20265.00 | 20490.00 | 20355.00 | 20560.00 | 20270.00 | -15.00 | -5.00 | 0.00 | -5.00 |
| 2024-04-18 | 20405.00 | 20460.00 | 20495.00 | 20225.00 | 20375.00 | 20460.00 | 20490.00 | 20225.00 | 30.00 | 0.00 | 5.00 | 0.00 |
| 2024-04-17 | 20185.00 | 20360.00 | 20390.00 | 20165.00 | 20195.00 | 20355.00 | 20375.00 | 20155.00 | -10.00 | 5.00 | 15.00 | 10.00 |