本页面展示苹果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:
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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。
关于苹果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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-26 | 7630.00 | 7640.00 | 7736.00 | 7556.00 | 7620.00 | 7786.00 | 7848.00 | 7620.00 | 10.00 | -146.00 | -112.00 | -64.00 |
| 2019-09-25 | 7590.00 | 7618.00 | 7658.00 | 7522.00 | 7618.00 | 7599.00 | 7649.00 | 7447.00 | -28.00 | 19.00 | 9.00 | 75.00 |
| 2019-09-24 | 7560.00 | 7582.00 | 7613.00 | 7517.00 | 7860.00 | 7615.00 | 7894.00 | 7580.00 | -300.00 | -33.00 | -281.00 | -63.00 |
| 2019-09-23 | 7728.00 | 7545.00 | 7735.00 | 7466.00 | 8258.00 | 7864.00 | 8274.00 | 7864.00 | -530.00 | -319.00 | -539.00 | -398.00 |
| 2019-09-20 | 7884.00 | 7750.00 | 7889.00 | 7749.00 | 8408.00 | 8305.00 | 8444.00 | 8226.00 | -524.00 | -555.00 | -555.00 | -477.00 |
| 2019-09-19 | 8020.00 | 7877.00 | 8047.00 | 7818.00 | 8411.00 | 8387.00 | 8435.00 | 8350.00 | -391.00 | -510.00 | -388.00 | -532.00 |
| 2019-09-18 | 8305.00 | 8400.00 | 8465.00 | 8291.00 | 7957.00 | 8011.00 | 8058.00 | 7940.00 | 348.00 | 389.00 | 407.00 | 351.00 |
| 2019-09-17 | 8291.00 | 8314.00 | 8357.00 | 8266.00 | 7960.00 | 7957.00 | 7990.00 | 7915.00 | 331.00 | 357.00 | 367.00 | 351.00 |
| 2019-09-16 | 8339.00 | 8294.00 | 8400.00 | 8216.00 | 7870.00 | 7957.00 | 8061.00 | 7870.00 | 469.00 | 337.00 | 339.00 | 346.00 |
| 2019-09-12 | 8456.00 | 8267.00 | 8527.00 | 8260.00 | 8054.00 | 7898.00 | 8085.00 | 7876.00 | 402.00 | 369.00 | 442.00 | 384.00 |
| 2019-09-11 | 8506.00 | 8475.00 | 8531.00 | 8306.00 | 8012.00 | 8059.00 | 8120.00 | 7986.00 | 494.00 | 416.00 | 411.00 | 320.00 |
| 2019-09-10 | 8510.00 | 8533.00 | 8620.00 | 8494.00 | 7980.00 | 8028.00 | 8093.00 | 7980.00 | 530.00 | 505.00 | 527.00 | 514.00 |
| 2019-09-09 | 8855.00 | 8510.00 | 8855.00 | 8470.00 | 8020.00 | 7995.00 | 8038.00 | 7931.00 | 835.00 | 515.00 | 817.00 | 539.00 |
| 2019-09-06 | 8895.00 | 8893.00 | 8968.00 | 8818.00 | 8060.00 | 8075.00 | 8131.00 | 8022.00 | 835.00 | 818.00 | 837.00 | 796.00 |
| 2019-09-05 | 9170.00 | 8914.00 | 9196.00 | 8907.00 | 8350.00 | 8078.00 | 8380.00 | 8073.00 | 820.00 | 836.00 | 816.00 | 834.00 |
| 2019-09-04 | 9325.00 | 9175.00 | 9360.00 | 9171.00 | 8440.00 | 8384.00 | 8498.00 | 8383.00 | 885.00 | 791.00 | 862.00 | 788.00 |
| 2019-09-03 | 9290.00 | 9321.00 | 9458.00 | 9214.00 | 8500.00 | 8463.00 | 8573.00 | 8440.00 | 790.00 | 858.00 | 885.00 | 774.00 |
| 2019-09-02 | 9468.00 | 9288.00 | 9487.00 | 9255.00 | 8593.00 | 8495.00 | 8624.00 | 8492.00 | 875.00 | 793.00 | 863.00 | 763.00 |
| 2019-08-30 | 9389.00 | 9468.00 | 9533.00 | 9371.00 | 8535.00 | 8603.00 | 8675.00 | 8521.00 | 854.00 | 865.00 | 858.00 | 850.00 |
| 2019-08-29 | 9310.00 | 9394.00 | 9411.00 | 9306.00 | 8490.00 | 8529.00 | 8542.00 | 8477.00 | 820.00 | 865.00 | 869.00 | 829.00 |
| 2019-08-28 | 9337.00 | 9323.00 | 9380.00 | 9274.00 | 8502.00 | 8489.00 | 8560.00 | 8457.00 | 835.00 | 834.00 | 820.00 | 817.00 |
| 2019-08-27 | 9107.00 | 9328.00 | 9339.00 | 9094.00 | 8411.00 | 8479.00 | 8488.00 | 8390.00 | 696.00 | 849.00 | 851.00 | 704.00 |
| 2019-08-26 | 9102.00 | 9122.00 | 9190.00 | 9031.00 | 8456.00 | 8408.00 | 8494.00 | 8370.00 | 646.00 | 714.00 | 696.00 | 661.00 |
| 2019-08-23 | 9045.00 | 9133.00 | 9146.00 | 9003.00 | 8431.00 | 8465.00 | 8489.00 | 8402.00 | 614.00 | 668.00 | 657.00 | 601.00 |
| 2019-08-22 | 9087.00 | 9062.00 | 9126.00 | 9008.00 | 8539.00 | 8452.00 | 8539.00 | 8439.00 | 548.00 | 610.00 | 587.00 | 569.00 |
| 2019-08-21 | 9050.00 | 9095.00 | 9110.00 | 8952.00 | 8531.00 | 8525.00 | 8548.00 | 8448.00 | 519.00 | 570.00 | 562.00 | 504.00 |
| 2019-08-20 | 9050.00 | 9062.00 | 9158.00 | 9035.00 | 8530.00 | 8554.00 | 8624.00 | 8530.00 | 520.00 | 508.00 | 534.00 | 505.00 |
| 2019-08-19 | 9051.00 | 9070.00 | 9082.00 | 9001.00 | 8506.00 | 8543.00 | 8561.00 | 8497.00 | 545.00 | 527.00 | 521.00 | 504.00 |
| 2019-08-16 | 9060.00 | 9034.00 | 9111.00 | 8988.00 | 8543.00 | 8504.00 | 8577.00 | 8502.00 | 517.00 | 530.00 | 534.00 | 486.00 |
| 2019-08-15 | 8932.00 | 9034.00 | 9050.00 | 8905.00 | 8426.00 | 8523.00 | 8544.00 | 8419.00 | 506.00 | 511.00 | 506.00 | 486.00 |
| 2019-08-14 | 8935.00 | 8975.00 | 8996.00 | 8830.00 | 8437.00 | 8479.00 | 8510.00 | 8360.00 | 498.00 | 496.00 | 486.00 | 470.00 |
| 2019-08-13 | 9081.00 | 8931.00 | 9088.00 | 8850.00 | 8493.00 | 8419.00 | 8509.00 | 8383.00 | 588.00 | 512.00 | 579.00 | 467.00 |
| 2019-08-12 | 9166.00 | 9089.00 | 9288.00 | 9010.00 | 8522.00 | 8500.00 | 8729.00 | 8434.00 | 644.00 | 589.00 | 559.00 | 576.00 |
| 2019-08-09 | 9254.00 | 9123.00 | 9268.00 | 8920.00 | 8573.00 | 8469.00 | 8603.00 | 8305.00 | 681.00 | 654.00 | 665.00 | 615.00 |
| 2019-08-08 | 9246.00 | 9222.00 | 9314.00 | 9171.00 | 8600.00 | 8561.00 | 8630.00 | 8520.00 | 646.00 | 661.00 | 684.00 | 651.00 |
| 2019-08-07 | 9381.00 | 9228.00 | 9416.00 | 9202.00 | 8656.00 | 8586.00 | 8696.00 | 8537.00 | 725.00 | 642.00 | 720.00 | 665.00 |
| 2019-08-06 | 9136.00 | 9400.00 | 9450.00 | 9112.00 | 8526.00 | 8672.00 | 8684.00 | 8490.00 | 610.00 | 728.00 | 766.00 | 622.00 |
| 2019-08-05 | 9345.00 | 9136.00 | 9388.00 | 9066.00 | 8714.00 | 8519.00 | 8752.00 | 8480.00 | 631.00 | 617.00 | 636.00 | 586.00 |
| 2019-08-02 | 9156.00 | 9338.00 | 9350.00 | 9120.00 | 8580.00 | 8693.00 | 8705.00 | 8552.00 | 576.00 | 645.00 | 645.00 | 568.00 |
| 2019-08-01 | 9284.00 | 9216.00 | 9400.00 | 9210.00 | 8675.00 | 8648.00 | 8750.00 | 8644.00 | 609.00 | 568.00 | 650.00 | 566.00 |
| 2019-07-31 | 9339.00 | 9318.00 | 9357.00 | 9282.00 | 8718.00 | 8714.00 | 8760.00 | 8695.00 | 621.00 | 604.00 | 597.00 | 587.00 |
| 2019-07-30 | 9244.00 | 9337.00 | 9390.00 | 9180.00 | 8646.00 | 8720.00 | 8757.00 | 8630.00 | 598.00 | 617.00 | 633.00 | 550.00 |
| 2019-07-29 | 9281.00 | 9246.00 | 9315.00 | 9166.00 | 8667.00 | 8652.00 | 8708.00 | 8622.00 | 614.00 | 594.00 | 607.00 | 544.00 |
| 2019-07-26 | 9200.00 | 9264.00 | 9299.00 | 9131.00 | 8578.00 | 8656.00 | 8690.00 | 8562.00 | 622.00 | 608.00 | 609.00 | 569.00 |
| 2019-07-25 | 9241.00 | 9214.00 | 9260.00 | 9165.00 | 8533.00 | 8585.00 | 8596.00 | 8476.00 | 708.00 | 629.00 | 664.00 | 689.00 |
| 2019-07-24 | 9180.00 | 9234.00 | 9265.00 | 9102.00 | 8545.00 | 8538.00 | 8608.00 | 8518.00 | 635.00 | 696.00 | 657.00 | 584.00 |
| 2019-07-23 | 9518.00 | 9215.00 | 9565.00 | 9185.00 | 8730.00 | 8595.00 | 8761.00 | 8587.00 | 788.00 | 620.00 | 804.00 | 598.00 |
| 2019-07-22 | 9668.00 | 9518.00 | 9710.00 | 9487.00 | 8893.00 | 8732.00 | 8900.00 | 8691.00 | 775.00 | 786.00 | 810.00 | 796.00 |
| 2019-07-19 | 9571.00 | 9637.00 | 9668.00 | 9478.00 | 8684.00 | 8845.00 | 9297.00 | 8668.00 | 887.00 | 792.00 | 371.00 | 810.00 |
| 2019-07-18 | 9637.00 | 9602.00 | 9695.00 | 9552.00 | 8862.00 | 8720.00 | 8886.00 | 8681.00 | 775.00 | 882.00 | 809.00 | 871.00 |
| 2019-07-17 | 9718.00 | 9652.00 | 9866.00 | 9620.00 | 8950.00 | 8862.00 | 9044.00 | 8810.00 | 768.00 | 790.00 | 822.00 | 810.00 |
| 2019-07-16 | 9643.00 | 9727.00 | 9766.00 | 9499.00 | 8936.00 | 8948.00 | 8953.00 | 8865.00 | 707.00 | 779.00 | 813.00 | 634.00 |
| 2019-07-15 | 9644.00 | 9645.00 | 9745.00 | 9594.00 | 8845.00 | 8911.00 | 9008.00 | 8843.00 | 799.00 | 734.00 | 737.00 | 751.00 |
| 2019-07-12 | 9630.00 | 9690.00 | 9808.00 | 9560.00 | 8956.00 | 8895.00 | 9001.00 | 8780.00 | 674.00 | 795.00 | 807.00 | 780.00 |
| 2019-07-11 | 9660.00 | 9603.00 | 9660.00 | 9440.00 | 9198.00 | 8936.00 | 9209.00 | 8816.00 | 462.00 | 667.00 | 451.00 | 624.00 |
| 2019-07-10 | 9712.00 | 9612.00 | 9731.00 | 9540.00 | 9310.00 | 9165.00 | 9340.00 | 9150.00 | 402.00 | 447.00 | 391.00 | 390.00 |
| 2019-07-09 | 9650.00 | 9669.00 | 9745.00 | 9518.00 | 9262.00 | 9290.00 | 9363.00 | 9133.00 | 388.00 | 379.00 | 382.00 | 385.00 |
| 2019-07-08 | 9338.00 | 9644.00 | 9664.00 | 9338.00 | 8950.00 | 9265.00 | 9300.00 | 8950.00 | 388.00 | 379.00 | 364.00 | 388.00 |
| 2019-07-05 | 9258.00 | 9297.00 | 9317.00 | 9205.00 | 8891.00 | 8918.00 | 8938.00 | 8835.00 | 367.00 | 379.00 | 379.00 | 370.00 |
| 2019-07-04 | 9089.00 | 9245.00 | 9277.00 | 9068.00 | 8745.00 | 8875.00 | 8894.00 | 8711.00 | 344.00 | 370.00 | 383.00 | 357.00 |
| 2019-07-03 | 9116.00 | 9059.00 | 9175.00 | 8965.00 | 8750.00 | 8710.00 | 8796.00 | 8634.00 | 366.00 | 349.00 | 379.00 | 331.00 |
| 2019-07-02 | 9086.00 | 9130.00 | 9182.00 | 9031.00 | 8702.00 | 8750.00 | 8796.00 | 8672.00 | 384.00 | 380.00 | 386.00 | 359.00 |
| 2019-07-01 | 9150.00 | 9089.00 | 9193.00 | 9050.00 | 8761.00 | 8720.00 | 8827.00 | 8684.00 | 389.00 | 369.00 | 366.00 | 366.00 |
| 2019-06-28 | 9285.00 | 9120.00 | 9345.00 | 9111.00 | 8953.00 | 8745.00 | 8993.00 | 8740.00 | 332.00 | 375.00 | 352.00 | 371.00 |
| 2019-06-27 | 9099.00 | 9259.00 | 9350.00 | 9080.00 | 8762.00 | 8921.00 | 9003.00 | 8760.00 | 337.00 | 338.00 | 347.00 | 320.00 |
| 2019-06-26 | 9144.00 | 9103.00 | 9168.00 | 9072.00 | 8787.00 | 8778.00 | 8826.00 | 8746.00 | 357.00 | 325.00 | 342.00 | 326.00 |
| 2019-06-25 | 9091.00 | 9117.00 | 9155.00 | 9011.00 | 8797.00 | 8782.00 | 8819.00 | 8700.00 | 294.00 | 335.00 | 336.00 | 311.00 |
| 2019-06-24 | 9105.00 | 9128.00 | 9179.00 | 9062.00 | 8810.00 | 8799.00 | 8877.00 | 8738.00 | 295.00 | 329.00 | 302.00 | 324.00 |
| 2019-06-21 | 8905.00 | 9112.00 | 9160.00 | 8875.00 | 8659.00 | 8810.00 | 8843.00 | 8564.00 | 246.00 | 302.00 | 317.00 | 311.00 |
| 2019-06-20 | 9010.00 | 8880.00 | 9068.00 | 8801.00 | 8685.00 | 8586.00 | 8730.00 | 8501.00 | 325.00 | 294.00 | 338.00 | 300.00 |
| 2019-06-19 | 9002.00 | 8991.00 | 9076.00 | 8900.00 | 8638.00 | 8666.00 | 8736.00 | 8579.00 | 364.00 | 325.00 | 340.00 | 321.00 |
| 2019-06-18 | 9130.00 | 8944.00 | 9158.00 | 8931.00 | 8828.00 | 8619.00 | 8856.00 | 8606.00 | 302.00 | 325.00 | 302.00 | 325.00 |
| 2019-06-17 | 9126.00 | 9137.00 | 9197.00 | 9058.00 | 8861.00 | 8839.00 | 8908.00 | 8774.00 | 265.00 | 298.00 | 289.00 | 284.00 |
| 2019-06-14 | 9280.00 | 9145.00 | 9389.00 | 9123.00 | 8986.00 | 8850.00 | 9070.00 | 8828.00 | 294.00 | 295.00 | 319.00 | 295.00 |
| 2019-06-13 | 9051.00 | 9280.00 | 9350.00 | 9051.00 | 8759.00 | 8989.00 | 9051.00 | 8748.00 | 292.00 | 291.00 | 299.00 | 303.00 |
| 2019-06-12 | 9098.00 | 9036.00 | 9099.00 | 8928.00 | 8777.00 | 8734.00 | 8800.00 | 8640.00 | 321.00 | 302.00 | 299.00 | 288.00 |
| 2019-06-11 | 9080.00 | 9128.00 | 9176.00 | 9034.00 | 8761.00 | 8816.00 | 8850.00 | 8720.00 | 319.00 | 312.00 | 326.00 | 314.00 |
| 2019-06-10 | 8869.00 | 9000.00 | 9097.00 | 8860.00 | 8561.00 | 8685.00 | 8788.00 | 8554.00 | 308.00 | 315.00 | 309.00 | 306.00 |
| 2019-06-06 | 9427.00 | 9057.00 | 9428.00 | 8955.00 | 9150.00 | 8729.00 | 9150.00 | 8661.00 | 277.00 | 328.00 | 278.00 | 294.00 |
| 2019-06-05 | 9567.00 | 9480.00 | 9592.00 | 9432.00 | 9259.00 | 9182.00 | 9294.00 | 9137.00 | 308.00 | 298.00 | 298.00 | 295.00 |
| 2019-06-04 | 9487.00 | 9517.00 | 9548.00 | 9330.00 | 9224.00 | 9232.00 | 9259.00 | 9043.00 | 263.00 | 285.00 | 289.00 | 287.00 |
| 2019-06-03 | 9650.00 | 9428.00 | 9758.00 | 9338.00 | 9400.00 | 9150.00 | 9493.00 | 9087.00 | 250.00 | 278.00 | 265.00 | 251.00 |
| 2019-05-31 | 9680.00 | 9681.00 | 9738.00 | 9590.00 | 9431.00 | 9419.00 | 9473.00 | 9345.00 | 249.00 | 262.00 | 265.00 | 245.00 |
| 2019-05-30 | 9700.00 | 9721.00 | 9836.00 | 9530.00 | 9510.00 | 9453.00 | 9573.00 | 9284.00 | 190.00 | 268.00 | 263.00 | 246.00 |
| 2019-05-29 | 9561.00 | 9611.00 | 9694.00 | 9523.00 | 9340.00 | 9354.00 | 9458.00 | 9286.00 | 221.00 | 257.00 | 236.00 | 237.00 |
| 2019-05-28 | 9740.00 | 9528.00 | 9783.00 | 9438.00 | 9506.00 | 9302.00 | 9568.00 | 9210.00 | 234.00 | 226.00 | 215.00 | 228.00 |
| 2019-05-27 | 10000.00 | 9703.00 | 10185.00 | 9660.00 | 9701.00 | 9498.00 | 9942.00 | 9450.00 | 299.00 | 205.00 | 243.00 | 210.00 |
| 2019-05-24 | 9842.00 | 10159.00 | 10190.00 | 9783.00 | 9521.00 | 9886.00 | 9920.00 | 9494.00 | 321.00 | 273.00 | 270.00 | 289.00 |
| 2019-05-23 | 9876.00 | 9841.00 | 9927.00 | 9767.00 | 9582.00 | 9533.00 | 9645.00 | 9450.00 | 294.00 | 308.00 | 282.00 | 317.00 |
| 2019-05-22 | 9650.00 | 9869.00 | 9995.00 | 9580.00 | 9416.00 | 9561.00 | 9757.00 | 9344.00 | 234.00 | 308.00 | 238.00 | 236.00 |
| 2019-05-21 | 9720.00 | 9703.00 | 9755.00 | 9613.00 | 9488.00 | 9456.00 | 9508.00 | 9368.00 | 232.00 | 247.00 | 247.00 | 245.00 |
| 2019-05-20 | 9426.00 | 9689.00 | 9698.00 | 9426.00 | 9110.00 | 9443.00 | 9445.00 | 9110.00 | 316.00 | 246.00 | 253.00 | 316.00 |
| 2019-05-17 | 9320.00 | 9395.00 | 9436.00 | 9253.00 | 9052.00 | 9100.00 | 9148.00 | 8983.00 | 268.00 | 295.00 | 288.00 | 270.00 |
| 2019-05-16 | 9220.00 | 9274.00 | 9471.00 | 9161.00 | 9020.00 | 9005.00 | 9214.00 | 8891.00 | 200.00 | 269.00 | 257.00 | 270.00 |
| 2019-05-15 | 8767.00 | 9218.00 | 9295.00 | 8672.00 | 8418.00 | 8974.00 | 8974.00 | 8321.00 | 349.00 | 244.00 | 321.00 | 351.00 |
| 2019-05-14 | 8861.00 | 8723.00 | 8911.00 | 8682.00 | 8600.00 | 8374.00 | 8654.00 | 8356.00 | 261.00 | 349.00 | 257.00 | 326.00 |
| 2019-05-13 | 8580.00 | 8862.00 | 8888.00 | 8561.00 | 8449.00 | 8616.00 | 8641.00 | 8400.00 | 131.00 | 246.00 | 247.00 | 161.00 |
| 2019-05-10 | 8538.00 | 8562.00 | 8612.00 | 8501.00 | 8364.00 | 8396.00 | 8444.00 | 8329.00 | 174.00 | 166.00 | 168.00 | 172.00 |
| 2019-05-09 | 8300.00 | 8511.00 | 8528.00 | 8298.00 | 8169.00 | 8352.00 | 8367.00 | 8169.00 | 131.00 | 159.00 | 161.00 | 129.00 |
| 2019-05-08 | 8205.00 | 8302.00 | 8334.00 | 8205.00 | 8025.00 | 8168.00 | 8225.00 | 8025.00 | 180.00 | 134.00 | 109.00 | 180.00 |