本页面展示二十号胶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。
关于二十号胶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 | 9680.00 | 9370.00 | 9825.00 | 9300.00 | 9355.00 | 9250.00 | 9535.00 | 9210.00 | 325.00 | 120.00 | 290.00 | 90.00 |
| 2020-03-02 | 8700.00 | 9375.00 | 9445.00 | 8700.00 | 9030.00 | 9300.00 | 9375.00 | 8900.00 | -330.00 | 75.00 | 70.00 | -200.00 |
| 2020-02-28 | 9350.00 | 8995.00 | 9435.00 | 8980.00 | 9550.00 | 8900.00 | 9595.00 | 8875.00 | -200.00 | 95.00 | -160.00 | 105.00 |
| 2020-02-27 | 9535.00 | 9480.00 | 9600.00 | 9455.00 | 9555.00 | 9575.00 | 9685.00 | 9535.00 | -20.00 | -95.00 | -85.00 | -80.00 |
| 2020-02-26 | 9650.00 | 9535.00 | 9675.00 | 9515.00 | 9675.00 | 9620.00 | 9755.00 | 9610.00 | -25.00 | -85.00 | -80.00 | -95.00 |
| 2020-02-25 | 9495.00 | 9715.00 | 9775.00 | 9405.00 | 9600.00 | 9810.00 | 9850.00 | 9510.00 | -105.00 | -95.00 | -75.00 | -105.00 |
| 2020-02-24 | 9840.00 | 9580.00 | 9840.00 | 9495.00 | 9865.00 | 9670.00 | 9865.00 | 9595.00 | -25.00 | -90.00 | -25.00 | -100.00 |
| 2020-02-21 | 9805.00 | 9860.00 | 9920.00 | 9780.00 | 9905.00 | 9940.00 | 10010.00 | 9890.00 | -100.00 | -80.00 | -90.00 | -110.00 |
| 2020-02-20 | 9800.00 | 9805.00 | 9830.00 | 9650.00 | 9950.00 | 9895.00 | 9950.00 | 9780.00 | -150.00 | -90.00 | -120.00 | -130.00 |
| 2020-02-19 | 9750.00 | 9740.00 | 9800.00 | 9710.00 | 9780.00 | 9825.00 | 9880.00 | 9780.00 | -30.00 | -85.00 | -80.00 | -70.00 |
| 2020-02-18 | 9820.00 | 9780.00 | 9885.00 | 9725.00 | 9960.00 | 9840.00 | 9970.00 | 9815.00 | -140.00 | -60.00 | -85.00 | -90.00 |
| 2020-02-17 | 9720.00 | 9855.00 | 9875.00 | 9635.00 | 9795.00 | 9945.00 | 9960.00 | 9730.00 | -75.00 | -90.00 | -85.00 | -95.00 |
| 2020-02-14 | 9660.00 | 9645.00 | 9660.00 | 9535.00 | 9690.00 | 9735.00 | 9755.00 | 9635.00 | -30.00 | -90.00 | -95.00 | -100.00 |
| 2020-02-13 | 9650.00 | 9620.00 | 9710.00 | 9580.00 | 9750.00 | 9710.00 | 9800.00 | 9675.00 | -100.00 | -90.00 | -90.00 | -95.00 |
| 2020-02-12 | 9690.00 | 9660.00 | 9700.00 | 9520.00 | 9735.00 | 9740.00 | 9820.00 | 9630.00 | -45.00 | -80.00 | -120.00 | -110.00 |
| 2020-02-11 | 9580.00 | 9640.00 | 9685.00 | 9555.00 | 9660.00 | 9735.00 | 9770.00 | 9640.00 | -80.00 | -95.00 | -85.00 | -85.00 |
| 2020-02-10 | 9550.00 | 9540.00 | 9605.00 | 9455.00 | 9600.00 | 9630.00 | 9700.00 | 9575.00 | -50.00 | -90.00 | -95.00 | -120.00 |
| 2020-02-07 | 9565.00 | 9540.00 | 9665.00 | 9500.00 | 9625.00 | 9645.00 | 9750.00 | 9595.00 | -60.00 | -105.00 | -85.00 | -95.00 |
| 2020-02-06 | 9550.00 | 9630.00 | 9650.00 | 9445.00 | 9700.00 | 9710.00 | 9730.00 | 9540.00 | -150.00 | -80.00 | -80.00 | -95.00 |
| 2020-02-05 | 9270.00 | 9445.00 | 9560.00 | 9270.00 | 9405.00 | 9525.00 | 9630.00 | 9390.00 | -135.00 | -80.00 | -70.00 | -120.00 |
| 2020-02-04 | 8300.00 | 9285.00 | 9310.00 | 8300.00 | 8135.00 | 9190.00 | 9195.00 | 8135.00 | 165.00 | 95.00 | 115.00 | 165.00 |
| 2020-02-03 | 9360.00 | 9350.00 | 9785.00 | 9350.00 | 9515.00 | 9440.00 | 9845.00 | 9440.00 | -155.00 | -90.00 | -60.00 | -90.00 |
| 2020-01-23 | 10375.00 | 10110.00 | 10450.00 | 10110.00 | 10515.00 | 10235.00 | 10530.00 | 10195.00 | -140.00 | -125.00 | -80.00 | -85.00 |
| 2020-01-22 | 10560.00 | 10360.00 | 10630.00 | 10055.00 | 10495.00 | 10235.00 | 10520.00 | 9985.00 | 65.00 | 125.00 | 110.00 | 70.00 |
| 2020-01-21 | 10755.00 | 10560.00 | 10875.00 | 10500.00 | 10720.00 | 10455.00 | 10775.00 | 10430.00 | 35.00 | 105.00 | 100.00 | 70.00 |
| 2020-01-20 | 10970.00 | 10815.00 | 11040.00 | 10795.00 | 11005.00 | 10900.00 | 11110.00 | 10900.00 | -35.00 | -85.00 | -70.00 | -105.00 |
| 2020-01-17 | 11015.00 | 10980.00 | 11195.00 | 10900.00 | 11200.00 | 11145.00 | 11350.00 | 11095.00 | -185.00 | -165.00 | -155.00 | -195.00 |
| 2020-01-16 | 11085.00 | 11010.00 | 11085.00 | 10910.00 | 10960.00 | 10900.00 | 10980.00 | 10820.00 | 125.00 | 110.00 | 105.00 | 90.00 |
| 2020-01-15 | 11045.00 | 11050.00 | 11130.00 | 10905.00 | 11235.00 | 11190.00 | 11270.00 | 11065.00 | -190.00 | -140.00 | -140.00 | -160.00 |
| 2020-01-14 | 11195.00 | 11045.00 | 11210.00 | 10925.00 | 11310.00 | 11200.00 | 11355.00 | 11085.00 | -115.00 | -155.00 | -145.00 | -160.00 |
| 2020-01-13 | 10940.00 | 11160.00 | 11190.00 | 10910.00 | 10845.00 | 11080.00 | 11090.00 | 10840.00 | 95.00 | 80.00 | 100.00 | 70.00 |
| 2020-01-10 | 10850.00 | 10935.00 | 10970.00 | 10845.00 | 10780.00 | 10855.00 | 10860.00 | 10750.00 | 70.00 | 80.00 | 110.00 | 95.00 |
| 2020-01-09 | 11060.00 | 10850.00 | 11095.00 | 10825.00 | 11020.00 | 10750.00 | 11020.00 | 10735.00 | 40.00 | 100.00 | 75.00 | 90.00 |
| 2020-01-08 | 11035.00 | 11080.00 | 11105.00 | 10920.00 | 10965.00 | 10975.00 | 11000.00 | 10825.00 | 70.00 | 105.00 | 105.00 | 95.00 |
| 2020-01-07 | 10975.00 | 11015.00 | 11040.00 | 10880.00 | 10775.00 | 10920.00 | 10940.00 | 10755.00 | 200.00 | 95.00 | 100.00 | 125.00 |
| 2020-01-06 | 10560.00 | 10840.00 | 10940.00 | 10560.00 | 10715.00 | 10980.00 | 10995.00 | 10680.00 | -155.00 | -140.00 | -55.00 | -120.00 |
| 2020-01-03 | 10640.00 | 10600.00 | 10720.00 | 10580.00 | 10635.00 | 10705.00 | 10810.00 | 10635.00 | 5.00 | -105.00 | -90.00 | -55.00 |
| 2020-01-02 | 10780.00 | 10600.00 | 10930.00 | 10555.00 | 10900.00 | 10680.00 | 11030.00 | 10655.00 | -120.00 | -80.00 | -100.00 | -100.00 |
| 2019-12-31 | 10780.00 | 10790.00 | 10885.00 | 10745.00 | 10860.00 | 10900.00 | 10975.00 | 10840.00 | -80.00 | -110.00 | -90.00 | -95.00 |
| 2019-12-30 | 10745.00 | 10810.00 | 10975.00 | 10720.00 | 10840.00 | 10900.00 | 11065.00 | 10775.00 | -95.00 | -90.00 | -90.00 | -55.00 |
| 2019-12-27 | 10775.00 | 10780.00 | 10830.00 | 10725.00 | 10845.00 | 10870.00 | 10915.00 | 10815.00 | -70.00 | -90.00 | -85.00 | -90.00 |
| 2019-12-26 | 10780.00 | 10740.00 | 10780.00 | 10580.00 | 10865.00 | 10830.00 | 10865.00 | 10670.00 | -85.00 | -90.00 | -85.00 | -90.00 |
| 2019-12-25 | 10820.00 | 10775.00 | 10855.00 | 10745.00 | 10865.00 | 10875.00 | 10945.00 | 10835.00 | -45.00 | -100.00 | -90.00 | -90.00 |
| 2019-12-24 | 10680.00 | 10780.00 | 10820.00 | 10670.00 | 10785.00 | 10865.00 | 10905.00 | 10760.00 | -105.00 | -85.00 | -85.00 | -90.00 |
| 2019-12-23 | 10815.00 | 10705.00 | 10855.00 | 10660.00 | 10945.00 | 10790.00 | 10945.00 | 10755.00 | -130.00 | -85.00 | -90.00 | -95.00 |
| 2019-12-20 | 10700.00 | 10815.00 | 10890.00 | 10700.00 | 10825.00 | 10900.00 | 10970.00 | 10825.00 | -125.00 | -85.00 | -80.00 | -125.00 |
| 2019-12-19 | 10995.00 | 10760.00 | 11020.00 | 10660.00 | 11025.00 | 10820.00 | 11085.00 | 10750.00 | -30.00 | -60.00 | -65.00 | -90.00 |
| 2019-12-18 | 11215.00 | 10970.00 | 11215.00 | 10960.00 | 11265.00 | 11070.00 | 11280.00 | 11040.00 | -50.00 | -100.00 | -65.00 | -80.00 |
| 2019-12-17 | 11020.00 | 11165.00 | 11210.00 | 11000.00 | 11095.00 | 11250.00 | 11280.00 | 11085.00 | -75.00 | -85.00 | -70.00 | -85.00 |
| 2019-12-16 | 11110.00 | 11010.00 | 11155.00 | 10970.00 | 11175.00 | 11090.00 | 11225.00 | 11045.00 | -65.00 | -80.00 | -70.00 | -75.00 |
| 2019-12-13 | 11260.00 | 11090.00 | 11450.00 | 11050.00 | 11380.00 | 11130.00 | 11510.00 | 11085.00 | -120.00 | -40.00 | -60.00 | -35.00 |
| 2019-12-12 | 11315.00 | 11290.00 | 11350.00 | 11195.00 | 11355.00 | 11360.00 | 11405.00 | 11245.00 | -40.00 | -70.00 | -55.00 | -50.00 |
| 2019-12-11 | 11285.00 | 11315.00 | 11320.00 | 11065.00 | 11300.00 | 11375.00 | 11380.00 | 11175.00 | -15.00 | -60.00 | -60.00 | -110.00 |
| 2019-12-10 | 11165.00 | 11245.00 | 11390.00 | 11165.00 | 11310.00 | 11315.00 | 11455.00 | 11260.00 | -145.00 | -70.00 | -65.00 | -95.00 |
| 2019-12-09 | 11355.00 | 11230.00 | 11465.00 | 11150.00 | 11435.00 | 11310.00 | 11545.00 | 11245.00 | -80.00 | -80.00 | -80.00 | -95.00 |
| 2019-12-06 | 11120.00 | 11325.00 | 11345.00 | 11120.00 | 11285.00 | 11430.00 | 11430.00 | 11210.00 | -165.00 | -105.00 | -85.00 | -90.00 |
| 2019-12-05 | 10895.00 | 11185.00 | 11285.00 | 10850.00 | 10985.00 | 11315.00 | 11360.00 | 10930.00 | -90.00 | -130.00 | -75.00 | -80.00 |
| 2019-12-04 | 10800.00 | 10905.00 | 10920.00 | 10695.00 | 10880.00 | 11005.00 | 11010.00 | 10775.00 | -80.00 | -100.00 | -90.00 | -80.00 |
| 2019-12-03 | 10695.00 | 10810.00 | 10865.00 | 10600.00 | 10850.00 | 10880.00 | 10940.00 | 10695.00 | -155.00 | -70.00 | -75.00 | -95.00 |
| 2019-12-02 | 10565.00 | 10690.00 | 10825.00 | 10565.00 | 10705.00 | 10750.00 | 10910.00 | 10695.00 | -140.00 | -60.00 | -85.00 | -130.00 |
| 2019-11-29 | 10785.00 | 10650.00 | 10790.00 | 10625.00 | 10885.00 | 10710.00 | 10885.00 | 10700.00 | -100.00 | -60.00 | -95.00 | -75.00 |
| 2019-11-28 | 10710.00 | 10785.00 | 10850.00 | 10710.00 | 10840.00 | 10885.00 | 10940.00 | 10830.00 | -130.00 | -100.00 | -90.00 | -120.00 |
| 2019-11-27 | 10800.00 | 10790.00 | 10945.00 | 10735.00 | 10925.00 | 10840.00 | 11010.00 | 10825.00 | -125.00 | -50.00 | -65.00 | -90.00 |
| 2019-11-26 | 11000.00 | 10825.00 | 11035.00 | 10690.00 | 11065.00 | 10910.00 | 11130.00 | 10785.00 | -65.00 | -85.00 | -95.00 | -95.00 |
| 2019-11-25 | 10850.00 | 10970.00 | 11640.00 | 10160.00 | 10930.00 | 11040.00 | 11185.00 | 10900.00 | -80.00 | -70.00 | 455.00 | -740.00 |
| 2019-11-22 | 10785.00 | 10845.00 | 11105.00 | 10770.00 | 10685.00 | 10755.00 | 10995.00 | 10665.00 | 100.00 | 90.00 | 110.00 | 105.00 |
| 2019-11-21 | 10750.00 | 10785.00 | 10845.00 | 10670.00 | 10650.00 | 10715.00 | 10740.00 | 10590.00 | 100.00 | 70.00 | 105.00 | 80.00 |
| 2019-11-20 | 10305.00 | 10780.00 | 10850.00 | 10305.00 | 10260.00 | 10675.00 | 10735.00 | 10225.00 | 45.00 | 105.00 | 115.00 | 80.00 |
| 2019-11-19 | 10430.00 | 10360.00 | 10430.00 | 10295.00 | 10290.00 | 10260.00 | 10310.00 | 10175.00 | 140.00 | 100.00 | 120.00 | 120.00 |
| 2019-11-18 | 10100.00 | 10385.00 | 10420.00 | 10100.00 | 10150.00 | 10300.00 | 10300.00 | 10075.00 | -50.00 | 85.00 | 120.00 | 25.00 |
| 2019-11-15 | 10450.00 | 10120.00 | 10485.00 | 10115.00 | 10330.00 | 10150.00 | 10375.00 | 10150.00 | 120.00 | -30.00 | 110.00 | -35.00 |
| 2019-11-14 | 10225.00 | 10360.00 | 10385.00 | 10180.00 | 10325.00 | 10465.00 | 10475.00 | 10165.00 | -100.00 | -105.00 | -90.00 | 15.00 |
| 2019-11-13 | 10295.00 | 10225.00 | 10325.00 | 10180.00 | 10385.00 | 10325.00 | 10420.00 | 10280.00 | -90.00 | -100.00 | -95.00 | -100.00 |
| 2019-11-12 | 10125.00 | 10310.00 | 10325.00 | 10050.00 | 10200.00 | 10390.00 | 10400.00 | 10155.00 | -75.00 | -80.00 | -75.00 | -105.00 |
| 2019-11-11 | 10050.00 | 10120.00 | 10235.00 | 10050.00 | 10255.00 | 10220.00 | 10385.00 | 10220.00 | -205.00 | -100.00 | -150.00 | -170.00 |
| 2019-11-08 | 10095.00 | 10165.00 | 10220.00 | 10045.00 | 10270.00 | 10240.00 | 10320.00 | 10165.00 | -175.00 | -75.00 | -100.00 | -120.00 |
| 2019-11-07 | 10155.00 | 10130.00 | 10240.00 | 10060.00 | 10250.00 | 10215.00 | 10320.00 | 10205.00 | -95.00 | -85.00 | -80.00 | -145.00 |
| 2019-11-06 | 10230.00 | 10165.00 | 10260.00 | 10125.00 | 10290.00 | 10250.00 | 10380.00 | 10220.00 | -60.00 | -85.00 | -120.00 | -95.00 |
| 2019-11-05 | 9985.00 | 10225.00 | 10230.00 | 9985.00 | 10155.00 | 10380.00 | 10380.00 | 10155.00 | -170.00 | -155.00 | -150.00 | -170.00 |
| 2019-11-04 | 10040.00 | 9990.00 | 10060.00 | 9960.00 | 10135.00 | 10075.00 | 10140.00 | 10040.00 | -95.00 | -85.00 | -80.00 | -80.00 |
| 2019-11-01 | 10010.00 | 10040.00 | 10080.00 | 9930.00 | 10190.00 | 10175.00 | 10205.00 | 10085.00 | -180.00 | -135.00 | -125.00 | -155.00 |
| 2019-10-31 | 10060.00 | 10075.00 | 10165.00 | 10025.00 | 10190.00 | 10230.00 | 10310.00 | 10105.00 | -130.00 | -155.00 | -145.00 | -80.00 |
| 2019-10-30 | 9890.00 | 10085.00 | 10085.00 | 9890.00 | 10065.00 | 10215.00 | 10235.00 | 10065.00 | -175.00 | -130.00 | -150.00 | -175.00 |
| 2019-10-29 | 9865.00 | 9945.00 | 9975.00 | 9865.00 | 10045.00 | 10070.00 | 10100.00 | 10020.00 | -180.00 | -125.00 | -125.00 | -155.00 |
| 2019-10-28 | 9970.00 | 9920.00 | 10085.00 | 9850.00 | 10000.00 | 9970.00 | 10100.00 | 9885.00 | -30.00 | -50.00 | -15.00 | -35.00 |
| 2019-10-25 | 9990.00 | 9985.00 | 10040.00 | 9930.00 | 10105.00 | 10085.00 | 10165.00 | 10020.00 | -115.00 | -100.00 | -125.00 | -90.00 |
| 2019-10-24 | 9970.00 | 9990.00 | 10035.00 | 9920.00 | 9765.00 | 10015.00 | 10060.00 | 9765.00 | 205.00 | -25.00 | -25.00 | 155.00 |
| 2019-10-23 | 10020.00 | 10015.00 | 10150.00 | 9975.00 | 10025.00 | 10035.00 | 10165.00 | 10025.00 | -5.00 | -20.00 | -15.00 | -50.00 |
| 2019-10-22 | 9955.00 | 10020.00 | 10145.00 | 9945.00 | 9990.00 | 10060.00 | 10165.00 | 9990.00 | -35.00 | -40.00 | -20.00 | -45.00 |
| 2019-10-21 | 9985.00 | 9960.00 | 10010.00 | 9905.00 | 9990.00 | 10000.00 | 10015.00 | 9940.00 | -5.00 | -40.00 | -5.00 | -35.00 |
| 2019-10-18 | 9850.00 | 9980.00 | 10070.00 | 9850.00 | 9895.00 | 10020.00 | 10105.00 | 9895.00 | -45.00 | -40.00 | -35.00 | -45.00 |
| 2019-10-17 | 9850.00 | 9845.00 | 9950.00 | 9810.00 | 9790.00 | 9890.00 | 10055.00 | 9790.00 | 60.00 | -45.00 | -105.00 | 20.00 |
| 2019-10-16 | 9815.00 | 9820.00 | 9920.00 | 9790.00 | 9875.00 | 9850.00 | 9930.00 | 9790.00 | -60.00 | -30.00 | -10.00 | 0.00 |
| 2019-10-15 | 9975.00 | 9820.00 | 9975.00 | 9810.00 | 9960.00 | 9855.00 | 9970.00 | 9855.00 | 15.00 | -35.00 | 5.00 | -45.00 |
| 2019-10-14 | 9845.00 | 9975.00 | 9990.00 | 9795.00 | 10005.00 | 10115.00 | 10150.00 | 9960.00 | -160.00 | -140.00 | -160.00 | -165.00 |
| 2019-10-11 | 9850.00 | 9860.00 | 9865.00 | 9780.00 | 9955.00 | 9945.00 | 9975.00 | 9905.00 | -105.00 | -85.00 | -110.00 | -125.00 |
| 2019-10-10 | 9780.00 | 9860.00 | 9880.00 | 9700.00 | 9785.00 | 9885.00 | 9885.00 | 9730.00 | -5.00 | -25.00 | -5.00 | -30.00 |
| 2019-10-09 | 9665.00 | 9770.00 | 9790.00 | 9665.00 | 9800.00 | 9865.00 | 9905.00 | 9755.00 | -135.00 | -95.00 | -115.00 | -90.00 |
| 2019-10-08 | 9725.00 | 9680.00 | 9850.00 | 9600.00 | 9700.00 | 9690.00 | 9765.00 | 9570.00 | 25.00 | -10.00 | 85.00 | 30.00 |
| 2019-09-30 | 9785.00 | 9745.00 | 9875.00 | 9740.00 | 9905.00 | 9800.00 | 9985.00 | 9710.00 | -120.00 | -55.00 | -110.00 | 30.00 |