本页面展示豆二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。
关于豆二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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-11-15 | 4591.00 | 4654.00 | 4662.00 | 4587.00 | 4652.00 | 4696.00 | 4697.00 | 4630.00 | -61.00 | -42.00 | -35.00 | -43.00 |
| 2023-11-14 | 4550.00 | 4603.00 | 4655.00 | 4525.00 | 4585.00 | 4636.00 | 4671.00 | 4556.00 | -35.00 | -33.00 | -16.00 | -31.00 |
| 2023-11-13 | 4530.00 | 4552.00 | 4581.00 | 4519.00 | 4506.00 | 4570.00 | 4578.00 | 4506.00 | 24.00 | -18.00 | 3.00 | 13.00 |
| 2023-11-10 | 4631.00 | 4521.00 | 4643.00 | 4512.00 | 4597.00 | 4523.00 | 4605.00 | 4517.00 | 34.00 | -2.00 | 38.00 | -5.00 |
| 2023-11-09 | 4712.00 | 4648.00 | 4717.00 | 4620.00 | 4647.00 | 4602.00 | 4665.00 | 4580.00 | 65.00 | 46.00 | 52.00 | 40.00 |
| 2023-11-08 | 4655.00 | 4689.00 | 4723.00 | 4648.00 | 4591.00 | 4634.00 | 4654.00 | 4590.00 | 64.00 | 55.00 | 69.00 | 58.00 |
| 2023-11-07 | 4677.00 | 4655.00 | 4715.00 | 4640.00 | 4625.00 | 4595.00 | 4650.00 | 4590.00 | 52.00 | 60.00 | 65.00 | 50.00 |
| 2023-11-06 | 4599.00 | 4664.00 | 4666.00 | 4569.00 | 4554.00 | 4629.00 | 4646.00 | 4532.00 | 45.00 | 35.00 | 20.00 | 37.00 |
| 2023-11-03 | 4504.00 | 4584.00 | 4595.00 | 4499.00 | 4503.00 | 4543.00 | 4558.00 | 4483.00 | 1.00 | 41.00 | 37.00 | 16.00 |
| 2023-11-02 | 4433.00 | 4515.00 | 4529.00 | 4433.00 | 4428.00 | 4496.00 | 4503.00 | 4426.00 | 5.00 | 19.00 | 26.00 | 7.00 |
| 2023-11-01 | 4417.00 | 4441.00 | 4459.00 | 4393.00 | 4408.00 | 4431.00 | 4446.00 | 4387.00 | 9.00 | 10.00 | 13.00 | 6.00 |
| 2023-10-31 | 4469.00 | 4400.00 | 4479.00 | 4373.00 | 4479.00 | 4392.00 | 4484.00 | 4351.00 | -10.00 | 8.00 | -5.00 | 22.00 |
| 2023-10-30 | 4432.00 | 4484.00 | 4521.00 | 4426.00 | 4497.00 | 4488.00 | 4549.00 | 4486.00 | -65.00 | -4.00 | -28.00 | -60.00 |
| 2023-10-27 | 4474.00 | 4494.00 | 4504.00 | 4451.00 | 4381.00 | 4419.00 | 4437.00 | 4381.00 | 93.00 | 75.00 | 67.00 | 70.00 |
| 2023-10-26 | 4413.00 | 4467.00 | 4476.00 | 4380.00 | 4322.00 | 4385.00 | 4387.00 | 4298.00 | 91.00 | 82.00 | 89.00 | 82.00 |
| 2023-10-25 | 4347.00 | 4407.00 | 4447.00 | 4337.00 | 4300.00 | 4327.00 | 4396.00 | 4292.00 | 47.00 | 80.00 | 51.00 | 45.00 |
| 2023-10-24 | 4464.00 | 4347.00 | 4464.00 | 4344.00 | 4391.00 | 4312.00 | 4391.00 | 4295.00 | 73.00 | 35.00 | 73.00 | 49.00 |
| 2023-10-23 | 4495.00 | 4455.00 | 4556.00 | 4436.00 | 4411.00 | 4376.00 | 4464.00 | 4362.00 | 84.00 | 79.00 | 92.00 | 74.00 |
| 2023-10-20 | 4534.00 | 4499.00 | 4572.00 | 4486.00 | 4431.00 | 4424.00 | 4479.00 | 4414.00 | 103.00 | 75.00 | 93.00 | 72.00 |
| 2023-10-19 | 4546.00 | 4535.00 | 4557.00 | 4490.00 | 4445.00 | 4444.00 | 4460.00 | 4392.00 | 101.00 | 91.00 | 97.00 | 98.00 |
| 2023-10-18 | 4522.00 | 4534.00 | 4634.00 | 4521.00 | 4433.00 | 4432.00 | 4509.00 | 4419.00 | 89.00 | 102.00 | 125.00 | 102.00 |
| 2023-10-17 | 4485.00 | 4513.00 | 4547.00 | 4483.00 | 4402.00 | 4414.00 | 4444.00 | 4399.00 | 83.00 | 99.00 | 103.00 | 84.00 |
| 2023-10-16 | 4510.00 | 4504.00 | 4519.00 | 4443.00 | 4430.00 | 4420.00 | 4451.00 | 4384.00 | 80.00 | 84.00 | 68.00 | 59.00 |
| 2023-10-13 | 4448.00 | 4495.00 | 4588.00 | 4422.00 | 4354.00 | 4418.00 | 4457.00 | 4345.00 | 94.00 | 77.00 | 131.00 | 77.00 |
| 2023-10-12 | 4376.00 | 4456.00 | 4464.00 | 4372.00 | 4277.00 | 4364.00 | 4365.00 | 4277.00 | 99.00 | 92.00 | 99.00 | 95.00 |
| 2023-10-11 | 4422.00 | 4393.00 | 4474.00 | 4370.00 | 4319.00 | 4300.00 | 4375.00 | 4275.00 | 103.00 | 93.00 | 99.00 | 95.00 |
| 2023-10-10 | 4492.00 | 4404.00 | 4499.00 | 4396.00 | 4400.00 | 4300.00 | 4415.00 | 4287.00 | 92.00 | 104.00 | 84.00 | 109.00 |
| 2023-10-09 | 4695.00 | 4504.00 | 4695.00 | 4500.00 | 4528.00 | 4412.00 | 4560.00 | 4410.00 | 167.00 | 92.00 | 135.00 | 90.00 |
| 2023-09-28 | 4780.00 | 4768.00 | 4802.00 | 4737.00 | 4605.00 | 4622.00 | 4639.00 | 4595.00 | 175.00 | 146.00 | 163.00 | 142.00 |
| 2023-09-27 | 4734.00 | 4778.00 | 4781.00 | 4696.00 | 4556.00 | 4610.00 | 4610.00 | 4508.00 | 178.00 | 168.00 | 171.00 | 188.00 |
| 2023-09-26 | 4721.00 | 4727.00 | 4795.00 | 4689.00 | 4545.00 | 4550.00 | 4606.00 | 4508.00 | 176.00 | 177.00 | 189.00 | 181.00 |
| 2023-09-25 | 4730.00 | 4724.00 | 4766.00 | 4695.00 | 4818.00 | 4780.00 | 4836.00 | 4760.00 | -88.00 | -56.00 | -70.00 | -65.00 |
| 2023-09-22 | 4680.00 | 4719.00 | 4735.00 | 4660.00 | 4785.00 | 4824.00 | 4838.00 | 4783.00 | -105.00 | -105.00 | -103.00 | -123.00 |
| 2023-09-21 | 4824.00 | 4692.00 | 4824.00 | 4681.00 | 4923.00 | 4804.00 | 4928.00 | 4804.00 | -99.00 | -112.00 | -104.00 | -123.00 |
| 2023-09-20 | 4859.00 | 4904.00 | 4914.00 | 4827.00 | 4786.00 | 4811.00 | 4828.00 | 4757.00 | 73.00 | 93.00 | 86.00 | 70.00 |
| 2023-09-19 | 4938.00 | 4845.00 | 4946.00 | 4821.00 | 4913.00 | 4783.00 | 4913.00 | 4775.00 | 25.00 | 62.00 | 33.00 | 46.00 |
| 2023-09-18 | 4977.00 | 4942.00 | 5040.00 | 4917.00 | 4920.00 | 4899.00 | 4959.00 | 4871.00 | 57.00 | 43.00 | 81.00 | 46.00 |
| 2023-09-15 | 4916.00 | 5008.00 | 5016.00 | 4905.00 | 4847.00 | 4944.00 | 4946.00 | 4832.00 | 69.00 | 64.00 | 70.00 | 73.00 |
| 2023-09-14 | 4925.00 | 4905.00 | 4925.00 | 4847.00 | 4826.00 | 4842.00 | 4869.00 | 4786.00 | 99.00 | 63.00 | 56.00 | 61.00 |
| 2023-09-13 | 4993.00 | 4906.00 | 5005.00 | 4865.00 | 4904.00 | 4822.00 | 4918.00 | 4806.00 | 89.00 | 84.00 | 87.00 | 59.00 |
| 2023-09-12 | 5073.00 | 5006.00 | 5092.00 | 4986.00 | 4988.00 | 4910.00 | 4997.00 | 4901.00 | 85.00 | 96.00 | 95.00 | 85.00 |
| 2023-09-11 | 5026.00 | 5067.00 | 5091.00 | 4954.00 | 4955.00 | 4972.00 | 5007.00 | 4912.00 | 71.00 | 95.00 | 84.00 | 42.00 |
| 2023-09-08 | 5172.00 | 5011.00 | 5172.00 | 4953.00 | 5056.00 | 4942.00 | 5063.00 | 4900.00 | 116.00 | 69.00 | 109.00 | 53.00 |
| 2023-09-07 | 5205.00 | 5155.00 | 5229.00 | 5103.00 | 5098.00 | 5055.00 | 5118.00 | 5026.00 | 107.00 | 100.00 | 111.00 | 77.00 |
| 2023-09-06 | 5168.00 | 5197.00 | 5240.00 | 5160.00 | 5083.00 | 5086.00 | 5114.00 | 5058.00 | 85.00 | 111.00 | 126.00 | 102.00 |
| 2023-09-05 | 5160.00 | 5173.00 | 5225.00 | 5129.00 | 5019.00 | 5066.00 | 5100.00 | 5016.00 | 141.00 | 107.00 | 125.00 | 113.00 |
| 2023-09-04 | 5257.00 | 5151.00 | 5280.00 | 5140.00 | 5136.00 | 5035.00 | 5155.00 | 5024.00 | 121.00 | 116.00 | 125.00 | 116.00 |
| 2023-09-01 | 5303.00 | 5276.00 | 5317.00 | 5198.00 | 5150.00 | 5135.00 | 5168.00 | 5081.00 | 153.00 | 141.00 | 149.00 | 117.00 |
| 2023-08-31 | 5312.00 | 5283.00 | 5328.00 | 5254.00 | 5171.00 | 5145.00 | 5186.00 | 5130.00 | 141.00 | 138.00 | 142.00 | 124.00 |
| 2023-08-30 | 5306.00 | 5288.00 | 5333.00 | 5247.00 | 5104.00 | 5154.00 | 5158.00 | 5096.00 | 202.00 | 134.00 | 175.00 | 151.00 |
| 2023-08-29 | 5366.00 | 5324.00 | 5410.00 | 5315.00 | 5149.00 | 5141.00 | 5195.00 | 5119.00 | 217.00 | 183.00 | 215.00 | 196.00 |
| 2023-08-28 | 5372.00 | 5366.00 | 5460.00 | 5345.00 | 5135.00 | 5137.00 | 5226.00 | 5119.00 | 237.00 | 229.00 | 234.00 | 226.00 |
| 2023-08-25 | 5265.00 | 5382.00 | 5432.00 | 5240.00 | 5001.00 | 5127.00 | 5164.00 | 4992.00 | 264.00 | 255.00 | 268.00 | 248.00 |
| 2023-08-24 | 5222.00 | 5265.00 | 5324.00 | 5219.00 | 5002.00 | 5004.00 | 5061.00 | 4973.00 | 220.00 | 261.00 | 263.00 | 246.00 |
| 2023-08-23 | 5236.00 | 5231.00 | 5276.00 | 5187.00 | 5032.00 | 4996.00 | 5065.00 | 4988.00 | 204.00 | 235.00 | 211.00 | 199.00 |
| 2023-08-22 | 5283.00 | 5221.00 | 5320.00 | 5200.00 | 5373.00 | 5184.00 | 5375.00 | 5183.00 | -90.00 | 37.00 | -55.00 | 17.00 |
| 2023-08-21 | 5250.00 | 5302.00 | 5355.00 | 5243.00 | 5185.00 | 5377.00 | 5378.00 | 5179.00 | 65.00 | -75.00 | -23.00 | 64.00 |
| 2023-08-18 | 5280.00 | 5276.00 | 5389.00 | 5257.00 | 5155.00 | 5205.00 | 5238.00 | 5132.00 | 125.00 | 71.00 | 151.00 | 125.00 |
| 2023-08-17 | 5045.00 | 5167.00 | 5183.00 | 5045.00 | 5126.00 | 5285.00 | 5305.00 | 5125.00 | -81.00 | -118.00 | -122.00 | -80.00 |
| 2023-08-16 | 5010.00 | 5044.00 | 5058.00 | 4988.00 | 5081.00 | 5120.00 | 5129.00 | 5053.00 | -71.00 | -76.00 | -71.00 | -65.00 |
| 2023-08-15 | 4984.00 | 5041.00 | 5055.00 | 4955.00 | 5009.00 | 5094.00 | 5099.00 | 4988.00 | -25.00 | -53.00 | -44.00 | -33.00 |
| 2023-08-14 | 4932.00 | 4970.00 | 4984.00 | 4889.00 | 4969.00 | 4995.00 | 5004.00 | 4918.00 | -37.00 | -25.00 | -20.00 | -29.00 |
| 2023-08-11 | 4962.00 | 4941.00 | 4987.00 | 4913.00 | 4964.00 | 4959.00 | 4983.00 | 4927.00 | -2.00 | -18.00 | 4.00 | -14.00 |
| 2023-08-10 | 4895.00 | 4955.00 | 4957.00 | 4888.00 | 4900.00 | 4952.00 | 4955.00 | 4886.00 | -5.00 | 3.00 | 2.00 | 2.00 |
| 2023-08-09 | 4788.00 | 4911.00 | 4928.00 | 4775.00 | 4795.00 | 4904.00 | 4915.00 | 4783.00 | -7.00 | 7.00 | 13.00 | -8.00 |
| 2023-08-08 | 4816.00 | 4814.00 | 4849.00 | 4790.00 | 4820.00 | 4814.00 | 4852.00 | 4790.00 | -4.00 | 0.00 | -3.00 | 0.00 |
| 2023-08-07 | 4850.00 | 4849.00 | 4888.00 | 4815.00 | 4835.00 | 4838.00 | 4860.00 | 4793.00 | 15.00 | 11.00 | 28.00 | 22.00 |
| 2023-08-04 | 4815.00 | 4847.00 | 4868.00 | 4791.00 | 4786.00 | 4830.00 | 4840.00 | 4769.00 | 29.00 | 17.00 | 28.00 | 22.00 |
| 2023-08-03 | 4800.00 | 4788.00 | 4832.00 | 4770.00 | 4788.00 | 4766.00 | 4808.00 | 4740.00 | 12.00 | 22.00 | 24.00 | 30.00 |
| 2023-08-02 | 4771.00 | 4843.00 | 4860.00 | 4762.00 | 4750.00 | 4819.00 | 4828.00 | 4735.00 | 21.00 | 24.00 | 32.00 | 27.00 |
| 2023-08-01 | 4711.00 | 4787.00 | 4790.00 | 4706.00 | 4695.00 | 4762.00 | 4764.00 | 4686.00 | 16.00 | 25.00 | 26.00 | 20.00 |
| 2023-07-31 | 4769.00 | 4714.00 | 4782.00 | 4673.00 | 4744.00 | 4695.00 | 4773.00 | 4667.00 | 25.00 | 19.00 | 9.00 | 6.00 |
| 2023-07-28 | 4836.00 | 4780.00 | 4860.00 | 4758.00 | 4831.00 | 4769.00 | 4853.00 | 4750.00 | 5.00 | 11.00 | 7.00 | 8.00 |
| 2023-07-27 | 4770.00 | 4819.00 | 4878.00 | 4767.00 | 4768.00 | 4818.00 | 4865.00 | 4759.00 | 2.00 | 1.00 | 13.00 | 8.00 |
| 2023-07-26 | 4715.00 | 4787.00 | 4793.00 | 4711.00 | 4700.00 | 4778.00 | 4781.00 | 4695.00 | 15.00 | 9.00 | 12.00 | 16.00 |
| 2023-07-25 | 4717.00 | 4742.00 | 4787.00 | 4696.00 | 4750.00 | 4747.00 | 4805.00 | 4717.00 | -33.00 | -5.00 | -18.00 | -21.00 |
| 2023-07-24 | 4675.00 | 4684.00 | 4738.00 | 4659.00 | 4673.00 | 4718.00 | 4751.00 | 4660.00 | 2.00 | -34.00 | -13.00 | -1.00 |
| 2023-07-21 | 4762.00 | 4695.00 | 4767.00 | 4681.00 | 4752.00 | 4699.00 | 4771.00 | 4686.00 | 10.00 | -4.00 | -4.00 | -5.00 |
| 2023-07-20 | 4780.00 | 4771.00 | 4817.00 | 4740.00 | 4756.00 | 4755.00 | 4797.00 | 4728.00 | 24.00 | 16.00 | 20.00 | 12.00 |
| 2023-07-19 | 4712.00 | 4745.00 | 4766.00 | 4681.00 | 4658.00 | 4716.00 | 4724.00 | 4642.00 | 54.00 | 29.00 | 42.00 | 39.00 |
| 2023-07-18 | 4645.00 | 4660.00 | 4702.00 | 4594.00 | 4613.00 | 4617.00 | 4671.00 | 4593.00 | 32.00 | 43.00 | 31.00 | 1.00 |
| 2023-07-17 | 4640.00 | 4626.00 | 4692.00 | 4590.00 | 4614.00 | 4603.00 | 4648.00 | 4550.00 | 26.00 | 23.00 | 44.00 | 40.00 |
| 2023-07-14 | 4640.00 | 4629.00 | 4708.00 | 4622.00 | 4571.00 | 4570.00 | 4650.00 | 4568.00 | 69.00 | 59.00 | 58.00 | 54.00 |
| 2023-07-13 | 4672.00 | 4592.00 | 4716.00 | 4556.00 | 4595.00 | 4551.00 | 4648.00 | 4503.00 | 77.00 | 41.00 | 68.00 | 53.00 |
| 2023-07-12 | 4648.00 | 4665.00 | 4707.00 | 4595.00 | 4570.00 | 4602.00 | 4631.00 | 4531.00 | 78.00 | 63.00 | 76.00 | 64.00 |
| 2023-07-11 | 4616.00 | 4620.00 | 4694.00 | 4603.00 | 4542.00 | 4549.00 | 4622.00 | 4539.00 | 74.00 | 71.00 | 72.00 | 64.00 |
| 2023-07-10 | 4600.00 | 4599.00 | 4605.00 | 4531.00 | 4509.00 | 4530.00 | 4534.00 | 4466.00 | 91.00 | 69.00 | 71.00 | 65.00 |
| 2023-07-07 | 4581.00 | 4601.00 | 4615.00 | 4574.00 | 4537.00 | 4524.00 | 4554.00 | 4504.00 | 44.00 | 77.00 | 61.00 | 70.00 |
| 2023-07-06 | 4616.00 | 4618.00 | 4637.00 | 4550.00 | 4576.00 | 4556.00 | 4579.00 | 4503.00 | 40.00 | 62.00 | 58.00 | 47.00 |
| 2023-07-05 | 4608.00 | 4617.00 | 4641.00 | 4583.00 | 4549.00 | 4564.00 | 4585.00 | 4524.00 | 59.00 | 53.00 | 56.00 | 59.00 |
| 2023-07-04 | 4667.00 | 4625.00 | 4682.00 | 4560.00 | 4562.00 | 4544.00 | 4605.00 | 4488.00 | 105.00 | 81.00 | 77.00 | 72.00 |
| 2023-07-03 | 4350.00 | 4615.00 | 4615.00 | 4350.00 | 4310.00 | 4539.00 | 4539.00 | 4298.00 | 40.00 | 76.00 | 76.00 | 52.00 |
| 2023-06-30 | 4291.00 | 4374.00 | 4406.00 | 4284.00 | 4244.00 | 4301.00 | 4325.00 | 4235.00 | 47.00 | 73.00 | 81.00 | 49.00 |
| 2023-06-29 | 4314.00 | 4309.00 | 4327.00 | 4263.00 | 4243.00 | 4256.00 | 4267.00 | 4200.00 | 71.00 | 53.00 | 60.00 | 63.00 |
| 2023-06-28 | 4279.00 | 4332.00 | 4354.00 | 4258.00 | 4230.00 | 4279.00 | 4295.00 | 4202.00 | 49.00 | 53.00 | 59.00 | 56.00 |
| 2023-06-27 | 4374.00 | 4318.00 | 4441.00 | 4317.00 | 4322.00 | 4262.00 | 4339.00 | 4251.00 | 52.00 | 56.00 | 102.00 | 66.00 |
| 2023-06-26 | 4288.00 | 4364.00 | 4365.00 | 4260.00 | 4250.00 | 4302.00 | 4302.00 | 4232.00 | 38.00 | 62.00 | 63.00 | 28.00 |
| 2023-06-21 | 4350.00 | 4365.00 | 4371.00 | 4306.00 | 4269.00 | 4310.00 | 4317.00 | 4253.00 | 81.00 | 55.00 | 54.00 | 53.00 |
| 2023-06-20 | 4342.00 | 4368.00 | 4422.00 | 4334.00 | 4259.00 | 4294.00 | 4326.00 | 4246.00 | 83.00 | 74.00 | 96.00 | 88.00 |
| 2023-06-19 | 4299.00 | 4342.00 | 4388.00 | 4295.00 | 4305.00 | 4338.00 | 4419.00 | 4305.00 | -6.00 | 4.00 | -31.00 | -10.00 |