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:
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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-27 | 9910.00 | 9785.00 | 9930.00 | 9700.00 | 9955.00 | 9800.00 | 9960.00 | 9635.00 | -45.00 | -15.00 | -30.00 | 65.00 |
| 2019-09-26 | 9995.00 | 9910.00 | 10060.00 | 9910.00 | 10215.00 | 10120.00 | 10260.00 | 10120.00 | -220.00 | -210.00 | -200.00 | -210.00 |
| 2019-09-25 | 10105.00 | 10025.00 | 10125.00 | 10000.00 | 10310.00 | 10225.00 | 10320.00 | 10220.00 | -205.00 | -200.00 | -195.00 | -220.00 |
| 2019-09-24 | 10210.00 | 10100.00 | 10240.00 | 10100.00 | 10410.00 | 10325.00 | 10410.00 | 10320.00 | -200.00 | -225.00 | -170.00 | -220.00 |
| 2019-09-23 | 10100.00 | 10210.00 | 10265.00 | 10085.00 | 10325.00 | 10425.00 | 10470.00 | 10305.00 | -225.00 | -215.00 | -205.00 | -220.00 |
| 2019-09-20 | 10075.00 | 10100.00 | 10120.00 | 10025.00 | 10305.00 | 10270.00 | 10315.00 | 10225.00 | -230.00 | -170.00 | -195.00 | -200.00 |
| 2019-09-19 | 10145.00 | 10105.00 | 10195.00 | 10080.00 | 10365.00 | 10305.00 | 10395.00 | 10305.00 | -220.00 | -200.00 | -200.00 | -225.00 |
| 2019-09-18 | 10250.00 | 10145.00 | 10260.00 | 10050.00 | 10460.00 | 10360.00 | 10485.00 | 10265.00 | -210.00 | -215.00 | -225.00 | -215.00 |
| 2019-09-17 | 10275.00 | 10255.00 | 10415.00 | 10210.00 | 10465.00 | 10490.00 | 10620.00 | 10430.00 | -190.00 | -235.00 | -205.00 | -220.00 |
| 2019-09-16 | 10225.00 | 10255.00 | 10380.00 | 10200.00 | 10350.00 | 10480.00 | 10540.00 | 10350.00 | -125.00 | -225.00 | -160.00 | -150.00 |
| 2019-09-12 | 10190.00 | 10145.00 | 10250.00 | 10120.00 | 10390.00 | 10350.00 | 10450.00 | 10340.00 | -200.00 | -205.00 | -200.00 | -220.00 |
| 2019-09-11 | 10260.00 | 10220.00 | 10270.00 | 10155.00 | 10445.00 | 10445.00 | 10475.00 | 10380.00 | -185.00 | -225.00 | -205.00 | -225.00 |
| 2019-09-10 | 10280.00 | 10270.00 | 10315.00 | 10155.00 | 10550.00 | 10475.00 | 10550.00 | 10375.00 | -270.00 | -205.00 | -235.00 | -220.00 |
| 2019-09-09 | 10195.00 | 10265.00 | 10300.00 | 10115.00 | 10410.00 | 10465.00 | 10495.00 | 10325.00 | -215.00 | -200.00 | -195.00 | -210.00 |
| 2019-09-06 | 10325.00 | 10190.00 | 10400.00 | 10160.00 | 10525.00 | 10405.00 | 10580.00 | 10380.00 | -200.00 | -215.00 | -180.00 | -220.00 |
| 2019-09-05 | 10405.00 | 10310.00 | 10455.00 | 10210.00 | 10570.00 | 10470.00 | 10650.00 | 10435.00 | -165.00 | -160.00 | -195.00 | -225.00 |
| 2019-09-04 | 10110.00 | 10395.00 | 10475.00 | 9900.00 | 10320.00 | 10600.00 | 10645.00 | 10235.00 | -210.00 | -205.00 | -170.00 | -335.00 |
| 2019-09-03 | 10025.00 | 10135.00 | 10135.00 | 10010.00 | 10215.00 | 10340.00 | 10345.00 | 10205.00 | -190.00 | -205.00 | -210.00 | -195.00 |
| 2019-09-02 | 10080.00 | 10045.00 | 10195.00 | 10000.00 | 10220.00 | 10250.00 | 10370.00 | 10150.00 | -140.00 | -205.00 | -175.00 | -150.00 |
| 2019-08-30 | 9925.00 | 10065.00 | 10080.00 | 9925.00 | 10170.00 | 10250.00 | 10275.00 | 10140.00 | -245.00 | -185.00 | -195.00 | -215.00 |
| 2019-08-29 | 9965.00 | 9940.00 | 10030.00 | 9905.00 | 10165.00 | 10140.00 | 10210.00 | 10100.00 | -200.00 | -200.00 | -180.00 | -195.00 |
| 2019-08-28 | 9930.00 | 9970.00 | 10095.00 | 9860.00 | 10110.00 | 10160.00 | 10250.00 | 10055.00 | -180.00 | -190.00 | -155.00 | -195.00 |
| 2019-08-27 | 9915.00 | 9900.00 | 9980.00 | 9860.00 | 10095.00 | 10110.00 | 10135.00 | 10060.00 | -180.00 | -210.00 | -155.00 | -200.00 |
| 2019-08-26 | 9840.00 | 9915.00 | 9940.00 | 9700.00 | 9985.00 | 10075.00 | 10090.00 | 9890.00 | -145.00 | -160.00 | -150.00 | -190.00 |
| 2019-08-23 | 9860.00 | 9815.00 | 9905.00 | 9780.00 | 10085.00 | 10010.00 | 10085.00 | 9940.00 | -225.00 | -195.00 | -180.00 | -160.00 |
| 2019-08-22 | 9890.00 | 9910.00 | 9925.00 | 9815.00 | 10050.00 | 10080.00 | 10110.00 | 10005.00 | -160.00 | -170.00 | -185.00 | -190.00 |
| 2019-08-21 | 9960.00 | 9890.00 | 9975.00 | 9835.00 | 10100.00 | 10070.00 | 10110.00 | 10025.00 | -140.00 | -180.00 | -135.00 | -190.00 |
| 2019-08-20 | 10030.00 | 9975.00 | 10035.00 | 9945.00 | 10185.00 | 10150.00 | 10220.00 | 10130.00 | -155.00 | -175.00 | -185.00 | -185.00 |
| 2019-08-19 | 9885.00 | 10030.00 | 10080.00 | 9885.00 | 10095.00 | 10200.00 | 10250.00 | 10070.00 | -210.00 | -170.00 | -170.00 | -185.00 |
| 2019-08-16 | 9860.00 | 9875.00 | 9940.00 | 9830.00 | 10010.00 | 10060.00 | 10110.00 | 9995.00 | -150.00 | -185.00 | -170.00 | -165.00 |
| 2019-08-15 | 9935.00 | 9865.00 | 9980.00 | 9850.00 | 10105.00 | 10035.00 | 10125.00 | 10025.00 | -170.00 | -170.00 | -145.00 | -175.00 |
| 2019-08-14 | 9840.00 | 9995.00 | 10220.00 | 9785.00 | 9965.00 | 10140.00 | 10355.00 | 9930.00 | -125.00 | -145.00 | -135.00 | -145.00 |
| 2019-08-13 | 9780.00 | 9855.00 | 9980.00 | 9775.00 | 9965.00 | 9990.00 | 10065.00 | 9940.00 | -185.00 | -135.00 | -85.00 | -165.00 |
| 2019-08-12 | 9805.00 | 9820.00 | 10175.00 | 9720.00 | 9855.00 | 9970.00 | 10410.00 | 9855.00 | -50.00 | -150.00 | -235.00 | -135.00 |