本页面展示多晶硅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。
关于多晶硅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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -318.14 | -3090.00 | 4005.00 | -307.00 | -2800.00 | 3790.00 | -283.16 | -2695.00 | 3255.00 | -306.18 | -2745.00 | 3860.00 |
| 2024 | -716.25 | -1600.00 | 85.00 | -716.25 | -1440.00 | 35.00 | -715.00 | -1430.00 | 0.00 | -743.75 | -1560.00 | -5.00 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-11 | 1081.50 | -775.00 | 4005.00 | 1110.50 | -405.00 | 3790.00 | 1070.50 | -725.00 | 3255.00 | 1126.50 | -270.00 | 3860.00 |
| 2025-10 | -1371.18 | -2850.00 | 2030.00 | -1355.88 | -2800.00 | 2310.00 | -1333.24 | -2695.00 | 2320.00 | -1343.24 | -2715.00 | 2020.00 |
| 2025-09 | -2333.18 | -3090.00 | -1640.00 | -2362.95 | -2660.00 | -1895.00 | -2325.00 | -2620.00 | -1885.00 | -2346.82 | -2670.00 | -1795.00 |
| 2025-08 | -1641.67 | -2700.00 | 515.00 | -1589.29 | -2610.00 | 290.00 | -1461.90 | -2485.00 | 335.00 | -1608.33 | -2620.00 | 320.00 |
| 2025-07 | 137.39 | -875.00 | 830.00 | 211.74 | -370.00 | 745.00 | 240.00 | -455.00 | 825.00 | 287.17 | -340.00 | 760.00 |
| 2025-06 | 731.00 | -885.00 | 1410.00 | 732.50 | -845.00 | 1305.00 | 753.75 | -610.00 | 1330.00 | 738.00 | -745.00 | 1390.00 |
| 2025-05 | 471.05 | -2500.00 | 2100.00 | 391.58 | -2350.00 | 2305.00 | 395.53 | -2325.00 | 2010.00 | 470.26 | -2245.00 | 2300.00 |
| 2025-04 | 1176.67 | -940.00 | 2715.00 | 1119.29 | -865.00 | 1915.00 | 1110.24 | -770.00 | 2230.00 | 1126.43 | -985.00 | 2530.00 |
| 2025-03 | -57.14 | -2245.00 | 1330.00 | 46.67 | -2060.00 | 1320.00 | 5.00 | -2105.00 | 1280.00 | -69.76 | -2345.00 | 1200.00 |
| 2025-02 | -683.89 | -2710.00 | 230.00 | -636.39 | -2570.00 | 115.00 | -626.67 | -2510.00 | 215.00 | -710.83 | -2655.00 | 65.00 |
| 2025-01 | -1135.28 | -2875.00 | 245.00 | -1185.00 | -2800.00 | 60.00 | -1080.00 | -2545.00 | 165.00 | -1185.83 | -2745.00 | 0.00 |
| 2024-12 | -716.25 | -1600.00 | 85.00 | -716.25 | -1440.00 | 35.00 | -715.00 | -1430.00 | 0.00 | -743.75 | -1560.00 | -5.00 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-02-06 | 43200.00 | 43795.00 | 43880.00 | 43180.00 | 43260.00 | 43755.00 | 43755.00 | 43245.00 | -60.00 | 40.00 | 125.00 | -65.00 |
| 2025-02-05 | 43540.00 | 43200.00 | 44140.00 | 42820.00 | 43785.00 | 43115.00 | 43970.00 | 42930.00 | -245.00 | 85.00 | 170.00 | -110.00 |
| 2025-01-27 | 43325.00 | 43730.00 | 43735.00 | 43100.00 | 46200.00 | 46280.00 | 46280.00 | 45845.00 | -2875.00 | -2550.00 | -2545.00 | -2745.00 |
| 2025-01-24 | 43310.00 | 43195.00 | 43770.00 | 42965.00 | 45810.00 | 45995.00 | 46240.00 | 45585.00 | -2500.00 | -2800.00 | -2470.00 | -2620.00 |
| 2025-01-23 | 43760.00 | 43380.00 | 43965.00 | 43315.00 | 46260.00 | 45855.00 | 46415.00 | 45815.00 | -2500.00 | -2475.00 | -2450.00 | -2500.00 |
| 2025-01-22 | 44000.00 | 43770.00 | 44185.00 | 43360.00 | 46270.00 | 46230.00 | 46380.00 | 45685.00 | -2270.00 | -2460.00 | -2195.00 | -2325.00 |
| 2025-01-21 | 44780.00 | 44265.00 | 44850.00 | 43940.00 | 46940.00 | 46650.00 | 46995.00 | 46315.00 | -2160.00 | -2385.00 | -2145.00 | -2375.00 |
| 2025-01-20 | 44505.00 | 44705.00 | 45060.00 | 44505.00 | 46940.00 | 46875.00 | 47050.00 | 46745.00 | -2435.00 | -2170.00 | -1990.00 | -2240.00 |
| 2025-01-17 | 44130.00 | 44940.00 | 45190.00 | 44015.00 | 46395.00 | 47060.00 | 47370.00 | 46395.00 | -2265.00 | -2120.00 | -2180.00 | -2380.00 |
| 2025-01-16 | 44235.00 | 44130.00 | 44445.00 | 43800.00 | 44235.00 | 44070.00 | 44280.00 | 43820.00 | 0.00 | 60.00 | 165.00 | -20.00 |
| 2025-01-15 | 43550.00 | 44225.00 | 44640.00 | 43550.00 | 44195.00 | 44600.00 | 44990.00 | 43980.00 | -645.00 | -375.00 | -350.00 | -430.00 |
| 2025-01-14 | 43305.00 | 43650.00 | 43850.00 | 43120.00 | 43250.00 | 43655.00 | 43825.00 | 43155.00 | 55.00 | -5.00 | 25.00 | -35.00 |
| 2025-01-13 | 43270.00 | 43385.00 | 43480.00 | 42865.00 | 43025.00 | 43400.00 | 43470.00 | 42930.00 | 245.00 | -15.00 | 10.00 | -65.00 |
| 2025-01-10 | 42660.00 | 43070.00 | 43480.00 | 42435.00 | 42445.00 | 43110.00 | 43470.00 | 42445.00 | 215.00 | -40.00 | 10.00 | -10.00 |
| 2025-01-09 | 43000.00 | 42575.00 | 43000.00 | 42165.00 | 42855.00 | 42620.00 | 42855.00 | 42165.00 | 145.00 | -45.00 | 145.00 | 0.00 |
| 2025-01-08 | 43185.00 | 42700.00 | 43390.00 | 42650.00 | 43135.00 | 42725.00 | 43330.00 | 42660.00 | 50.00 | -25.00 | 60.00 | -10.00 |
| 2025-01-07 | 43325.00 | 43185.00 | 43450.00 | 42765.00 | 45185.00 | 45255.00 | 45340.00 | 44720.00 | -1860.00 | -2070.00 | -1890.00 | -1955.00 |
| 2025-01-06 | 42600.00 | 43325.00 | 43600.00 | 42560.00 | 44100.00 | 45185.00 | 45245.00 | 44100.00 | -1500.00 | -1860.00 | -1645.00 | -1540.00 |
| 2025-01-03 | 42570.00 | 42560.00 | 42780.00 | 42365.00 | 42570.00 | 42550.00 | 42780.00 | 42405.00 | 0.00 | 10.00 | 0.00 | -40.00 |
| 2025-01-02 | 42315.00 | 42570.00 | 42680.00 | 42315.00 | 42450.00 | 42575.00 | 42675.00 | 42370.00 | -135.00 | -5.00 | 5.00 | -55.00 |
| 2024-12-31 | 42570.00 | 42465.00 | 42705.00 | 42230.00 | 42485.00 | 42490.00 | 42710.00 | 42235.00 | 85.00 | -25.00 | -5.00 | -5.00 |
| 2024-12-30 | 41900.00 | 42535.00 | 43010.00 | 41750.00 | 43500.00 | 43970.00 | 44440.00 | 43310.00 | -1600.00 | -1435.00 | -1430.00 | -1560.00 |
| 2024-12-27 | 41600.00 | 41950.00 | 42160.00 | 41225.00 | 43000.00 | 43390.00 | 43585.00 | 42610.00 | -1400.00 | -1440.00 | -1425.00 | -1385.00 |
| 2024-12-26 | 44000.00 | 41570.00 | 44000.00 | 41010.00 | 43950.00 | 41535.00 | 44000.00 | 41035.00 | 50.00 | 35.00 | 0.00 | -25.00 |