本页面展示淀粉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。
关于淀粉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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-04-16 | 2844.00 | 2835.00 | 2844.00 | 2829.00 | 2819.00 | 2815.00 | 2824.00 | 2812.00 | 25.00 | 20.00 | 20.00 | 17.00 |
| 2024-04-15 | 2823.00 | 2841.00 | 2858.00 | 2821.00 | 2810.00 | 2819.00 | 2826.00 | 2800.00 | 13.00 | 22.00 | 32.00 | 21.00 |
| 2024-04-12 | 2820.00 | 2826.00 | 2835.00 | 2819.00 | 2798.00 | 2805.00 | 2808.00 | 2798.00 | 22.00 | 21.00 | 27.00 | 21.00 |
| 2024-04-11 | 2824.00 | 2823.00 | 2830.00 | 2816.00 | 2800.00 | 2801.00 | 2803.00 | 2795.00 | 24.00 | 22.00 | 27.00 | 21.00 |
| 2024-04-10 | 2827.00 | 2824.00 | 2838.00 | 2822.00 | 2803.00 | 2801.00 | 2810.00 | 2799.00 | 24.00 | 23.00 | 28.00 | 23.00 |
| 2024-04-09 | 2826.00 | 2827.00 | 2836.00 | 2819.00 | 2801.00 | 2803.00 | 2808.00 | 2797.00 | 25.00 | 24.00 | 28.00 | 22.00 |
| 2024-04-08 | 2847.00 | 2830.00 | 2847.00 | 2808.00 | 2820.00 | 2801.00 | 2824.00 | 2793.00 | 27.00 | 29.00 | 23.00 | 15.00 |
| 2024-04-03 | 2859.00 | 2849.00 | 2865.00 | 2845.00 | 2828.00 | 2827.00 | 2836.00 | 2823.00 | 31.00 | 22.00 | 29.00 | 22.00 |
| 2024-04-02 | 2852.00 | 2859.00 | 2866.00 | 2840.00 | 2820.00 | 2828.00 | 2832.00 | 2813.00 | 32.00 | 31.00 | 34.00 | 27.00 |
| 2024-04-01 | 2855.00 | 2853.00 | 2861.00 | 2834.00 | 2814.00 | 2824.00 | 2825.00 | 2805.00 | 41.00 | 29.00 | 36.00 | 29.00 |
| 2024-03-29 | 2854.00 | 2855.00 | 2875.00 | 2851.00 | 2820.00 | 2818.00 | 2839.00 | 2815.00 | 34.00 | 37.00 | 36.00 | 36.00 |
| 2024-03-28 | 2835.00 | 2858.00 | 2873.00 | 2834.00 | 2802.00 | 2821.00 | 2833.00 | 2802.00 | 33.00 | 37.00 | 40.00 | 32.00 |
| 2024-03-27 | 2847.00 | 2831.00 | 2855.00 | 2830.00 | 2814.00 | 2803.00 | 2826.00 | 2803.00 | 33.00 | 28.00 | 29.00 | 27.00 |
| 2024-03-26 | 2858.00 | 2847.00 | 2862.00 | 2834.00 | 2833.00 | 2818.00 | 2834.00 | 2813.00 | 25.00 | 29.00 | 28.00 | 21.00 |
| 2024-03-25 | 2850.00 | 2862.00 | 2868.00 | 2847.00 | 2824.00 | 2834.00 | 2843.00 | 2823.00 | 26.00 | 28.00 | 25.00 | 24.00 |
| 2024-03-22 | 2856.00 | 2852.00 | 2861.00 | 2838.00 | 2837.00 | 2825.00 | 2841.00 | 2818.00 | 19.00 | 27.00 | 20.00 | 20.00 |
| 2024-03-21 | 2853.00 | 2852.00 | 2863.00 | 2841.00 | 2838.00 | 2835.00 | 2845.00 | 2828.00 | 15.00 | 17.00 | 18.00 | 13.00 |
| 2024-03-20 | 2845.00 | 2855.00 | 2857.00 | 2843.00 | 2838.00 | 2838.00 | 2846.00 | 2833.00 | 7.00 | 17.00 | 11.00 | 10.00 |
| 2024-03-19 | 2868.00 | 2845.00 | 2870.00 | 2841.00 | 2882.00 | 2858.00 | 2882.00 | 2857.00 | -14.00 | -13.00 | -12.00 | -16.00 |
| 2024-03-18 | 2886.00 | 2874.00 | 2894.00 | 2866.00 | 2873.00 | 2861.00 | 2879.00 | 2855.00 | 13.00 | 13.00 | 15.00 | 11.00 |
| 2024-03-15 | 2869.00 | 2889.00 | 2901.00 | 2864.00 | 2848.00 | 2872.00 | 2884.00 | 2848.00 | 21.00 | 17.00 | 17.00 | 16.00 |
| 2024-03-14 | 2879.00 | 2869.00 | 2885.00 | 2862.00 | 2864.00 | 2853.00 | 2868.00 | 2849.00 | 15.00 | 16.00 | 17.00 | 13.00 |
| 2024-03-13 | 2878.00 | 2879.00 | 2886.00 | 2871.00 | 2865.00 | 2864.00 | 2869.00 | 2857.00 | 13.00 | 15.00 | 17.00 | 14.00 |
| 2024-03-12 | 2875.00 | 2878.00 | 2902.00 | 2873.00 | 2857.00 | 2865.00 | 2882.00 | 2856.00 | 18.00 | 13.00 | 20.00 | 17.00 |
| 2024-03-11 | 2883.00 | 2875.00 | 2884.00 | 2864.00 | 2876.00 | 2857.00 | 2876.00 | 2852.00 | 7.00 | 18.00 | 8.00 | 12.00 |
| 2024-03-08 | 2898.00 | 2883.00 | 2902.00 | 2879.00 | 2882.00 | 2871.00 | 2885.00 | 2866.00 | 16.00 | 12.00 | 17.00 | 13.00 |
| 2024-03-07 | 2897.00 | 2898.00 | 2913.00 | 2894.00 | 2876.00 | 2882.00 | 2893.00 | 2876.00 | 21.00 | 16.00 | 20.00 | 18.00 |
| 2024-03-06 | 2890.00 | 2895.00 | 2904.00 | 2886.00 | 2873.00 | 2876.00 | 2884.00 | 2870.00 | 17.00 | 19.00 | 20.00 | 16.00 |
| 2024-03-05 | 2890.00 | 2893.00 | 2903.00 | 2882.00 | 2870.00 | 2876.00 | 2887.00 | 2869.00 | 20.00 | 17.00 | 16.00 | 13.00 |
| 2024-03-04 | 2920.00 | 2886.00 | 2920.00 | 2882.00 | 2920.00 | 2905.00 | 2925.00 | 2898.00 | 0.00 | -19.00 | -5.00 | -16.00 |
| 2024-03-01 | 2932.00 | 2922.00 | 2941.00 | 2920.00 | 2913.00 | 2903.00 | 2918.00 | 2900.00 | 19.00 | 19.00 | 23.00 | 20.00 |
| 2024-02-29 | 2922.00 | 2933.00 | 2934.00 | 2919.00 | 2898.00 | 2910.00 | 2911.00 | 2898.00 | 24.00 | 23.00 | 23.00 | 21.00 |
| 2024-02-28 | 2921.00 | 2926.00 | 2943.00 | 2921.00 | 2902.00 | 2904.00 | 2919.00 | 2902.00 | 19.00 | 22.00 | 24.00 | 19.00 |
| 2024-02-27 | 2929.00 | 2921.00 | 2932.00 | 2919.00 | 2920.00 | 2922.00 | 2927.00 | 2913.00 | 9.00 | -1.00 | 5.00 | 6.00 |
| 2024-02-26 | 2917.00 | 2929.00 | 2935.00 | 2915.00 | 2900.00 | 2905.00 | 2915.00 | 2898.00 | 17.00 | 24.00 | 20.00 | 17.00 |
| 2024-02-23 | 2913.00 | 2917.00 | 2926.00 | 2905.00 | 2892.00 | 2899.00 | 2907.00 | 2890.00 | 21.00 | 18.00 | 19.00 | 15.00 |
| 2024-02-22 | 2893.00 | 2913.00 | 2918.00 | 2885.00 | 2871.00 | 2898.00 | 2901.00 | 2871.00 | 22.00 | 15.00 | 17.00 | 14.00 |
| 2024-02-21 | 2875.00 | 2893.00 | 2899.00 | 2874.00 | 2827.00 | 2841.00 | 2845.00 | 2827.00 | 48.00 | 52.00 | 54.00 | 47.00 |
| 2024-02-20 | 2865.00 | 2875.00 | 2903.00 | 2863.00 | 2809.00 | 2829.00 | 2845.00 | 2809.00 | 56.00 | 46.00 | 58.00 | 54.00 |
| 2024-02-19 | 2898.00 | 2866.00 | 2898.00 | 2859.00 | 2815.00 | 2813.00 | 2820.00 | 2800.00 | 83.00 | 53.00 | 78.00 | 59.00 |
| 2024-02-08 | 2930.00 | 2914.00 | 2930.00 | 2912.00 | 2825.00 | 2824.00 | 2832.00 | 2816.00 | 105.00 | 90.00 | 98.00 | 96.00 |
| 2024-02-07 | 2827.00 | 2830.00 | 2839.00 | 2820.00 | 2920.00 | 2925.00 | 2928.00 | 2914.00 | -93.00 | -95.00 | -89.00 | -94.00 |
| 2024-02-06 | 2840.00 | 2835.00 | 2840.00 | 2823.00 | 2902.00 | 2926.00 | 2928.00 | 2901.00 | -62.00 | -91.00 | -88.00 | -78.00 |
| 2024-02-05 | 2837.00 | 2830.00 | 2846.00 | 2814.00 | 2919.00 | 2898.00 | 2919.00 | 2887.00 | -82.00 | -68.00 | -73.00 | -73.00 |
| 2024-02-02 | 2863.00 | 2844.00 | 2863.00 | 2839.00 | 2896.00 | 2913.00 | 2919.00 | 2892.00 | -33.00 | -69.00 | -56.00 | -53.00 |
| 2024-02-01 | 2862.00 | 2853.00 | 2867.00 | 2847.00 | 2909.00 | 2901.00 | 2912.00 | 2895.00 | -47.00 | -48.00 | -45.00 | -48.00 |
| 2024-01-31 | 2880.00 | 2872.00 | 2881.00 | 2855.00 | 2902.00 | 2914.00 | 2920.00 | 2884.00 | -22.00 | -42.00 | -39.00 | -29.00 |
| 2024-01-30 | 2880.00 | 2875.00 | 2884.00 | 2865.00 | 2905.00 | 2902.00 | 2907.00 | 2884.00 | -25.00 | -27.00 | -23.00 | -19.00 |
| 2024-01-29 | 2848.00 | 2886.00 | 2898.00 | 2847.00 | 2858.00 | 2905.00 | 2909.00 | 2857.00 | -10.00 | -19.00 | -11.00 | -10.00 |
| 2024-01-26 | 2835.00 | 2854.00 | 2864.00 | 2824.00 | 2843.00 | 2862.00 | 2877.00 | 2833.00 | -8.00 | -8.00 | -13.00 | -9.00 |
| 2024-01-25 | 2837.00 | 2835.00 | 2847.00 | 2828.00 | 2841.00 | 2843.00 | 2855.00 | 2837.00 | -4.00 | -8.00 | -8.00 | -9.00 |
| 2024-01-24 | 2813.00 | 2837.00 | 2840.00 | 2804.00 | 2817.00 | 2843.00 | 2843.00 | 2814.00 | -4.00 | -6.00 | -3.00 | -10.00 |
| 2024-01-23 | 2799.00 | 2813.00 | 2827.00 | 2793.00 | 2806.00 | 2821.00 | 2828.00 | 2802.00 | -7.00 | -8.00 | -1.00 | -9.00 |
| 2024-01-22 | 2852.00 | 2799.00 | 2852.00 | 2789.00 | 2859.00 | 2807.00 | 2859.00 | 2800.00 | -7.00 | -8.00 | -7.00 | -11.00 |
| 2024-01-19 | 2843.00 | 2848.00 | 2866.00 | 2834.00 | 2848.00 | 2859.00 | 2873.00 | 2845.00 | -5.00 | -11.00 | -7.00 | -11.00 |
| 2024-01-18 | 2832.00 | 2835.00 | 2842.00 | 2803.00 | 2856.00 | 2847.00 | 2856.00 | 2810.00 | -24.00 | -12.00 | -14.00 | -7.00 |
| 2024-01-17 | 2850.00 | 2833.00 | 2859.00 | 2832.00 | 2874.00 | 2857.00 | 2884.00 | 2854.00 | -24.00 | -24.00 | -25.00 | -22.00 |
| 2024-01-16 | 2846.00 | 2851.00 | 2856.00 | 2836.00 | 2863.00 | 2874.00 | 2877.00 | 2854.00 | -17.00 | -23.00 | -21.00 | -18.00 |
| 2024-01-15 | 2835.00 | 2848.00 | 2856.00 | 2831.00 | 2852.00 | 2868.00 | 2872.00 | 2843.00 | -17.00 | -20.00 | -16.00 | -12.00 |
| 2024-01-12 | 2849.00 | 2835.00 | 2850.00 | 2826.00 | 2861.00 | 2847.00 | 2861.00 | 2838.00 | -12.00 | -12.00 | -11.00 | -12.00 |
| 2024-01-11 | 2779.00 | 2849.00 | 2861.00 | 2772.00 | 2804.00 | 2861.00 | 2879.00 | 2795.00 | -25.00 | -12.00 | -18.00 | -23.00 |
| 2024-01-10 | 2794.00 | 2779.00 | 2800.00 | 2779.00 | 2822.00 | 2804.00 | 2830.00 | 2802.00 | -28.00 | -25.00 | -30.00 | -23.00 |
| 2024-01-09 | 2793.00 | 2794.00 | 2805.00 | 2787.00 | 2820.00 | 2822.00 | 2826.00 | 2812.00 | -27.00 | -28.00 | -21.00 | -25.00 |
| 2024-01-08 | 2819.00 | 2795.00 | 2833.00 | 2794.00 | 2834.00 | 2824.00 | 2850.00 | 2816.00 | -15.00 | -29.00 | -17.00 | -22.00 |
| 2024-01-05 | 2837.00 | 2821.00 | 2843.00 | 2815.00 | 2856.00 | 2834.00 | 2861.00 | 2830.00 | -19.00 | -13.00 | -18.00 | -15.00 |
| 2024-01-04 | 2862.00 | 2838.00 | 2864.00 | 2838.00 | 2877.00 | 2861.00 | 2878.00 | 2859.00 | -15.00 | -23.00 | -14.00 | -21.00 |
| 2024-01-03 | 2846.00 | 2862.00 | 2870.00 | 2835.00 | 2870.00 | 2873.00 | 2881.00 | 2856.00 | -24.00 | -11.00 | -11.00 | -21.00 |
| 2024-01-02 | 2857.00 | 2849.00 | 2864.00 | 2830.00 | 2854.00 | 2866.00 | 2875.00 | 2845.00 | 3.00 | -17.00 | -11.00 | -15.00 |
| 2023-12-29 | 2856.00 | 2857.00 | 2860.00 | 2843.00 | 2862.00 | 2863.00 | 2868.00 | 2850.00 | -6.00 | -6.00 | -8.00 | -7.00 |
| 2023-12-28 | 2842.00 | 2856.00 | 2861.00 | 2837.00 | 2857.00 | 2869.00 | 2874.00 | 2849.00 | -15.00 | -13.00 | -13.00 | -12.00 |
| 2023-12-27 | 2820.00 | 2841.00 | 2842.00 | 2802.00 | 2842.00 | 2856.00 | 2857.00 | 2831.00 | -22.00 | -15.00 | -15.00 | -29.00 |
| 2023-12-26 | 2820.00 | 2818.00 | 2832.00 | 2814.00 | 2847.00 | 2845.00 | 2857.00 | 2844.00 | -27.00 | -27.00 | -25.00 | -30.00 |
| 2023-12-25 | 2836.00 | 2821.00 | 2850.00 | 2819.00 | 2840.00 | 2847.00 | 2866.00 | 2840.00 | -4.00 | -26.00 | -16.00 | -21.00 |
| 2023-12-22 | 2825.00 | 2828.00 | 2838.00 | 2811.00 | 2845.00 | 2840.00 | 2858.00 | 2827.00 | -20.00 | -12.00 | -20.00 | -16.00 |
| 2023-12-21 | 2808.00 | 2825.00 | 2828.00 | 2793.00 | 2856.00 | 2868.00 | 2873.00 | 2836.00 | -48.00 | -43.00 | -45.00 | -43.00 |
| 2023-12-20 | 2779.00 | 2804.00 | 2820.00 | 2755.00 | 2840.00 | 2864.00 | 2868.00 | 2824.00 | -61.00 | -60.00 | -48.00 | -69.00 |
| 2023-12-19 | 2871.00 | 2849.00 | 2882.00 | 2847.00 | 2772.00 | 2774.00 | 2795.00 | 2769.00 | 99.00 | 75.00 | 87.00 | 78.00 |
| 2023-12-18 | 2861.00 | 2865.00 | 2867.00 | 2824.00 | 2783.00 | 2769.00 | 2783.00 | 2737.00 | 78.00 | 96.00 | 84.00 | 87.00 |
| 2023-12-15 | 2865.00 | 2858.00 | 2888.00 | 2854.00 | 2778.00 | 2783.00 | 2798.00 | 2765.00 | 87.00 | 75.00 | 90.00 | 89.00 |
| 2023-12-14 | 2865.00 | 2866.00 | 2892.00 | 2862.00 | 2771.00 | 2778.00 | 2793.00 | 2770.00 | 94.00 | 88.00 | 99.00 | 92.00 |
| 2023-12-13 | 2880.00 | 2865.00 | 2880.00 | 2849.00 | 2785.00 | 2771.00 | 2787.00 | 2768.00 | 95.00 | 94.00 | 93.00 | 81.00 |
| 2023-12-12 | 2899.00 | 2882.00 | 2907.00 | 2847.00 | 2806.00 | 2786.00 | 2812.00 | 2769.00 | 93.00 | 96.00 | 95.00 | 78.00 |
| 2023-12-11 | 2884.00 | 2897.00 | 2903.00 | 2868.00 | 2805.00 | 2808.00 | 2825.00 | 2795.00 | 79.00 | 89.00 | 78.00 | 73.00 |
| 2023-12-08 | 2875.00 | 2889.00 | 2901.00 | 2857.00 | 2784.00 | 2811.00 | 2817.00 | 2781.00 | 91.00 | 78.00 | 84.00 | 76.00 |
| 2023-12-07 | 2873.00 | 2869.00 | 2881.00 | 2858.00 | 2793.00 | 2785.00 | 2806.00 | 2776.00 | 80.00 | 84.00 | 75.00 | 82.00 |
| 2023-12-06 | 2864.00 | 2876.00 | 2883.00 | 2856.00 | 2784.00 | 2793.00 | 2809.00 | 2781.00 | 80.00 | 83.00 | 74.00 | 75.00 |
| 2023-12-05 | 2885.00 | 2862.00 | 2890.00 | 2855.00 | 2811.00 | 2787.00 | 2827.00 | 2780.00 | 74.00 | 75.00 | 63.00 | 75.00 |
| 2023-12-04 | 2883.00 | 2885.00 | 2895.00 | 2868.00 | 2836.00 | 2815.00 | 2851.00 | 2804.00 | 47.00 | 70.00 | 44.00 | 64.00 |
| 2023-12-01 | 2909.00 | 2883.00 | 2913.00 | 2875.00 | 2877.00 | 2843.00 | 2883.00 | 2833.00 | 32.00 | 40.00 | 30.00 | 42.00 |
| 2023-11-30 | 2892.00 | 2909.00 | 2910.00 | 2890.00 | 2865.00 | 2879.00 | 2880.00 | 2864.00 | 27.00 | 30.00 | 30.00 | 26.00 |
| 2023-11-29 | 2902.00 | 2897.00 | 2910.00 | 2893.00 | 2868.00 | 2868.00 | 2881.00 | 2863.00 | 34.00 | 29.00 | 29.00 | 30.00 |
| 2023-11-28 | 2918.00 | 2902.00 | 2926.00 | 2899.00 | 2889.00 | 2870.00 | 2889.00 | 2869.00 | 29.00 | 32.00 | 37.00 | 30.00 |
| 2023-11-27 | 2949.00 | 2920.00 | 2953.00 | 2918.00 | 2925.00 | 2882.00 | 2925.00 | 2882.00 | 24.00 | 38.00 | 28.00 | 36.00 |
| 2023-11-24 | 2948.00 | 2949.00 | 2970.00 | 2946.00 | 2913.00 | 2918.00 | 2927.00 | 2911.00 | 35.00 | 31.00 | 43.00 | 35.00 |
| 2023-11-23 | 2956.00 | 2948.00 | 2967.00 | 2943.00 | 2918.00 | 2911.00 | 2923.00 | 2903.00 | 38.00 | 37.00 | 44.00 | 40.00 |
| 2023-11-22 | 2984.00 | 2959.00 | 2985.00 | 2950.00 | 2933.00 | 2916.00 | 2936.00 | 2908.00 | 51.00 | 43.00 | 49.00 | 42.00 |
| 2023-11-21 | 2978.00 | 2984.00 | 3012.00 | 2974.00 | 2936.00 | 2936.00 | 2953.00 | 2928.00 | 42.00 | 48.00 | 59.00 | 46.00 |
| 2023-11-20 | 2956.00 | 2983.00 | 2991.00 | 2945.00 | 2909.00 | 2933.00 | 2938.00 | 2906.00 | 47.00 | 50.00 | 53.00 | 39.00 |
| 2023-11-17 | 2965.00 | 2957.00 | 2973.00 | 2944.00 | 2925.00 | 2912.00 | 2932.00 | 2905.00 | 40.00 | 45.00 | 41.00 | 39.00 |
| 2023-11-16 | 2944.00 | 2966.00 | 2979.00 | 2940.00 | 2909.00 | 2929.00 | 2939.00 | 2909.00 | 35.00 | 37.00 | 40.00 | 31.00 |