本页面展示硅铁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。
关于硅铁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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2020-03-02 | 5702.00 | 5710.00 | 5728.00 | 5688.00 | 5794.00 | 5792.00 | 5800.00 | 5762.00 | -92.00 | -82.00 | -72.00 | -74.00 |
| 2020-02-28 | 5728.00 | 5716.00 | 5736.00 | 5666.00 | 5782.00 | 5794.00 | 5800.00 | 5756.00 | -54.00 | -78.00 | -64.00 | -90.00 |
| 2020-02-27 | 5706.00 | 5720.00 | 5722.00 | 5694.00 | 5772.00 | 5794.00 | 5798.00 | 5770.00 | -66.00 | -74.00 | -76.00 | -76.00 |
| 2020-02-26 | 5710.00 | 5720.00 | 5740.00 | 5692.00 | 5760.00 | 5800.00 | 5810.00 | 5760.00 | -50.00 | -80.00 | -70.00 | -68.00 |
| 2020-02-25 | 5710.00 | 5716.00 | 5720.00 | 5682.00 | 5786.00 | 5806.00 | 5808.00 | 5762.00 | -76.00 | -90.00 | -88.00 | -80.00 |
| 2020-02-24 | 5766.00 | 5716.00 | 5778.00 | 5708.00 | 5818.00 | 5800.00 | 5844.00 | 5794.00 | -52.00 | -84.00 | -66.00 | -86.00 |
| 2020-02-21 | 5784.00 | 5762.00 | 5798.00 | 5752.00 | 5834.00 | 5832.00 | 5870.00 | 5820.00 | -50.00 | -70.00 | -72.00 | -68.00 |
| 2020-02-20 | 5730.00 | 5784.00 | 5788.00 | 5726.00 | 5794.00 | 5844.00 | 5846.00 | 5788.00 | -64.00 | -60.00 | -58.00 | -62.00 |
| 2020-02-19 | 5740.00 | 5740.00 | 5752.00 | 5720.00 | 5790.00 | 5796.00 | 5798.00 | 5778.00 | -50.00 | -56.00 | -46.00 | -58.00 |
| 2020-02-18 | 5762.00 | 5730.00 | 5780.00 | 5724.00 | 5812.00 | 5786.00 | 5816.00 | 5780.00 | -50.00 | -56.00 | -36.00 | -56.00 |
| 2020-02-17 | 5812.00 | 5780.00 | 5814.00 | 5744.00 | 5800.00 | 5814.00 | 5822.00 | 5766.00 | 12.00 | -34.00 | -8.00 | -22.00 |
| 2020-02-14 | 5870.00 | 5832.00 | 5870.00 | 5822.00 | 5846.00 | 5818.00 | 5850.00 | 5806.00 | 24.00 | 14.00 | 20.00 | 16.00 |
| 2020-02-13 | 5920.00 | 5864.00 | 5922.00 | 5824.00 | 5840.00 | 5836.00 | 5866.00 | 5810.00 | 80.00 | 28.00 | 56.00 | 14.00 |
| 2020-02-12 | 5968.00 | 5910.00 | 5976.00 | 5890.00 | 5830.00 | 5858.00 | 5894.00 | 5830.00 | 138.00 | 52.00 | 82.00 | 60.00 |
| 2020-02-11 | 5908.00 | 5948.00 | 5950.00 | 5848.00 | 5870.00 | 5872.00 | 5888.00 | 5814.00 | 38.00 | 76.00 | 62.00 | 34.00 |
| 2020-02-10 | 5922.00 | 5898.00 | 5932.00 | 5892.00 | 5826.00 | 5840.00 | 5858.00 | 5814.00 | 96.00 | 58.00 | 74.00 | 78.00 |
| 2020-02-07 | 5956.00 | 5930.00 | 5966.00 | 5880.00 | 5842.00 | 5838.00 | 5854.00 | 5806.00 | 114.00 | 92.00 | 112.00 | 74.00 |
| 2020-02-06 | 5940.00 | 5956.00 | 5972.00 | 5928.00 | 5842.00 | 5854.00 | 5864.00 | 5826.00 | 98.00 | 102.00 | 108.00 | 102.00 |
| 2020-02-05 | 6106.00 | 5940.00 | 6150.00 | 5930.00 | 5976.00 | 5850.00 | 5994.00 | 5850.00 | 130.00 | 90.00 | 156.00 | 80.00 |
| 2020-02-04 | 5940.00 | 6100.00 | 6106.00 | 5926.00 | 5890.00 | 5986.00 | 5986.00 | 5880.00 | 50.00 | 114.00 | 120.00 | 46.00 |
| 2020-02-03 | 5732.00 | 5942.00 | 5994.00 | 5662.00 | 5720.00 | 5890.00 | 5948.00 | 5670.00 | 12.00 | 52.00 | 46.00 | -8.00 |
| 2020-01-23 | 5856.00 | 5850.00 | 5856.00 | 5820.00 | 5794.00 | 5800.00 | 5810.00 | 5774.00 | 62.00 | 50.00 | 46.00 | 46.00 |
| 2020-01-22 | 5820.00 | 5862.00 | 5862.00 | 5820.00 | 5820.00 | 5810.00 | 5860.00 | 5772.00 | 0.00 | 52.00 | 2.00 | 48.00 |
| 2020-01-21 | 5808.00 | 5850.00 | 5850.00 | 5802.00 | 5796.00 | 5808.00 | 5818.00 | 5782.00 | 12.00 | 42.00 | 32.00 | 20.00 |
| 2020-01-20 | 5782.00 | 5812.00 | 5812.00 | 5762.00 | 5786.00 | 5790.00 | 5790.00 | 5758.00 | -4.00 | 22.00 | 22.00 | 4.00 |
| 2020-01-17 | 5772.00 | 5786.00 | 5788.00 | 5760.00 | 5760.00 | 5770.00 | 5770.00 | 5750.00 | 12.00 | 16.00 | 18.00 | 10.00 |
| 2020-01-16 | 5788.00 | 5764.00 | 5792.00 | 5756.00 | 5774.00 | 5750.00 | 5776.00 | 5744.00 | 14.00 | 14.00 | 16.00 | 12.00 |
| 2020-01-15 | 5784.00 | 5786.00 | 5790.00 | 5752.00 | 5730.00 | 5750.00 | 5798.00 | 5720.00 | 54.00 | 36.00 | -8.00 | 32.00 |
| 2020-01-14 | 5780.00 | 5794.00 | 5794.00 | 5748.00 | 5780.00 | 5750.00 | 5792.00 | 5732.00 | 0.00 | 44.00 | 2.00 | 16.00 |
| 2020-01-13 | 5800.00 | 5776.00 | 5812.00 | 5762.00 | 5780.00 | 5758.00 | 5784.00 | 5750.00 | 20.00 | 18.00 | 28.00 | 12.00 |
| 2020-01-10 | 5808.00 | 5800.00 | 5810.00 | 5780.00 | 5674.00 | 5836.00 | 5850.00 | 5674.00 | 134.00 | -36.00 | -40.00 | 106.00 |
| 2020-01-09 | 5786.00 | 5798.00 | 5822.00 | 5784.00 | 5780.00 | 5764.00 | 5796.00 | 5752.00 | 6.00 | 34.00 | 26.00 | 32.00 |
| 2020-01-08 | 5830.00 | 5798.00 | 5830.00 | 5762.00 | 5832.00 | 5854.00 | 5860.00 | 5808.00 | -2.00 | -56.00 | -30.00 | -46.00 |
| 2020-01-07 | 5812.00 | 5824.00 | 5832.00 | 5812.00 | 5876.00 | 5856.00 | 5876.00 | 5842.00 | -64.00 | -32.00 | -44.00 | -30.00 |
| 2020-01-06 | 5852.00 | 5812.00 | 5866.00 | 5806.00 | 5812.00 | 5870.00 | 5870.00 | 5812.00 | 40.00 | -58.00 | -4.00 | -6.00 |
| 2020-01-03 | 5820.00 | 5858.00 | 5866.00 | 5820.00 | 5770.00 | 5796.00 | 5826.00 | 5770.00 | 50.00 | 62.00 | 40.00 | 50.00 |
| 2020-01-02 | 5870.00 | 5834.00 | 5870.00 | 5828.00 | 5890.00 | 5888.00 | 5892.00 | 5832.00 | -20.00 | -54.00 | -22.00 | -4.00 |
| 2019-12-31 | 5842.00 | 5850.00 | 5860.00 | 5824.00 | 5886.00 | 5880.00 | 5886.00 | 5794.00 | -44.00 | -30.00 | -26.00 | 30.00 |
| 2019-12-30 | 5832.00 | 5836.00 | 5858.00 | 5828.00 | 5866.00 | 5878.00 | 5888.00 | 5796.00 | -34.00 | -42.00 | -30.00 | 32.00 |
| 2019-12-27 | 5826.00 | 5840.00 | 5848.00 | 5824.00 | 5822.00 | 5886.00 | 5900.00 | 5822.00 | 4.00 | -46.00 | -52.00 | 2.00 |
| 2019-12-26 | 5800.00 | 5822.00 | 5838.00 | 5782.00 | 5786.00 | 5830.00 | 5834.00 | 5776.00 | 14.00 | -8.00 | 4.00 | 6.00 |
| 2019-12-25 | 5830.00 | 5790.00 | 5838.00 | 5786.00 | 5794.00 | 5784.00 | 5794.00 | 5752.00 | 36.00 | 6.00 | 44.00 | 34.00 |
| 2019-12-24 | 5822.00 | 5820.00 | 5860.00 | 5796.00 | 5782.00 | 5786.00 | 5800.00 | 5772.00 | 40.00 | 34.00 | 60.00 | 24.00 |
| 2019-12-23 | 5806.00 | 5832.00 | 5838.00 | 5794.00 | 5812.00 | 5788.00 | 5812.00 | 5742.00 | -6.00 | 44.00 | 26.00 | 52.00 |
| 2019-12-20 | 5800.00 | 5794.00 | 5840.00 | 5776.00 | 5802.00 | 5796.00 | 5850.00 | 5772.00 | -2.00 | -2.00 | -10.00 | 4.00 |
| 2019-12-19 | 5770.00 | 5812.00 | 5820.00 | 5738.00 | 5770.00 | 5810.00 | 5814.00 | 5764.00 | 0.00 | 2.00 | 6.00 | -26.00 |
| 2019-12-18 | 5740.00 | 5780.00 | 5788.00 | 5702.00 | 5742.00 | 5770.00 | 5790.00 | 5742.00 | -2.00 | 10.00 | -2.00 | -40.00 |
| 2019-12-17 | 5740.00 | 5730.00 | 5744.00 | 5714.00 | 5764.00 | 5742.00 | 5794.00 | 5740.00 | -24.00 | -12.00 | -50.00 | -26.00 |
| 2019-12-16 | 5738.00 | 5730.00 | 5740.00 | 5700.00 | 5806.00 | 5764.00 | 5850.00 | 5744.00 | -68.00 | -34.00 | -110.00 | -44.00 |
| 2019-12-13 | 5740.00 | 5728.00 | 5756.00 | 5704.00 | 5810.00 | 5802.00 | 5828.00 | 5772.00 | -70.00 | -74.00 | -72.00 | -68.00 |
| 2019-12-12 | 5886.00 | 5730.00 | 5886.00 | 5726.00 | 5868.00 | 5770.00 | 5898.00 | 5760.00 | 18.00 | -40.00 | -12.00 | -34.00 |
| 2019-12-11 | 5780.00 | 5908.00 | 5916.00 | 5778.00 | 5838.00 | 5902.00 | 5902.00 | 5824.00 | -58.00 | 6.00 | 14.00 | -46.00 |
| 2019-12-10 | 5780.00 | 5784.00 | 5792.00 | 5760.00 | 5780.00 | 5824.00 | 5850.00 | 5772.00 | 0.00 | -40.00 | -58.00 | -12.00 |
| 2019-12-09 | 5760.00 | 5772.00 | 5786.00 | 5738.00 | 5732.00 | 5782.00 | 5788.00 | 5732.00 | 28.00 | -10.00 | -2.00 | 6.00 |
| 2019-12-06 | 5758.00 | 5740.00 | 5764.00 | 5732.00 | 5718.00 | 5714.00 | 5732.00 | 5712.00 | 40.00 | 26.00 | 32.00 | 20.00 |
| 2019-12-05 | 5738.00 | 5748.00 | 5786.00 | 5726.00 | 5720.00 | 5714.00 | 5746.00 | 5712.00 | 18.00 | 34.00 | 40.00 | 14.00 |
| 2019-12-04 | 5756.00 | 5738.00 | 5758.00 | 5730.00 | 5740.00 | 5722.00 | 5740.00 | 5710.00 | 16.00 | 16.00 | 18.00 | 20.00 |
| 2019-12-03 | 5768.00 | 5754.00 | 5782.00 | 5720.00 | 5730.00 | 5726.00 | 5746.00 | 5708.00 | 38.00 | 28.00 | 36.00 | 12.00 |
| 2019-12-02 | 5812.00 | 5768.00 | 5814.00 | 5760.00 | 5738.00 | 5734.00 | 5762.00 | 5726.00 | 74.00 | 34.00 | 52.00 | 34.00 |
| 2019-11-29 | 5784.00 | 5828.00 | 5830.00 | 5784.00 | 5732.00 | 5744.00 | 5770.00 | 5724.00 | 52.00 | 84.00 | 60.00 | 60.00 |
| 2019-11-28 | 5812.00 | 5780.00 | 5816.00 | 5768.00 | 5766.00 | 5740.00 | 5766.00 | 5730.00 | 46.00 | 40.00 | 50.00 | 38.00 |
| 2019-11-27 | 5822.00 | 5826.00 | 5856.00 | 5814.00 | 5788.00 | 5770.00 | 5810.00 | 5770.00 | 34.00 | 56.00 | 46.00 | 44.00 |
| 2019-11-26 | 5802.00 | 5846.00 | 5850.00 | 5800.00 | 5770.00 | 5798.00 | 5816.00 | 5762.00 | 32.00 | 48.00 | 34.00 | 38.00 |
| 2019-11-25 | 5800.00 | 5816.00 | 5824.00 | 5794.00 | 5774.00 | 5778.00 | 5792.00 | 5766.00 | 26.00 | 38.00 | 32.00 | 28.00 |
| 2019-11-22 | 5830.00 | 5802.00 | 5840.00 | 5750.00 | 5780.00 | 5766.00 | 5796.00 | 5732.00 | 50.00 | 36.00 | 44.00 | 18.00 |
| 2019-11-21 | 5812.00 | 5826.00 | 5838.00 | 5782.00 | 5764.00 | 5782.00 | 5812.00 | 5728.00 | 48.00 | 44.00 | 26.00 | 54.00 |
| 2019-11-20 | 5870.00 | 5800.00 | 5882.00 | 5784.00 | 5810.00 | 5756.00 | 5822.00 | 5750.00 | 60.00 | 44.00 | 60.00 | 34.00 |
| 2019-11-19 | 5788.00 | 5884.00 | 5888.00 | 5786.00 | 5776.00 | 5812.00 | 5822.00 | 5760.00 | 12.00 | 72.00 | 66.00 | 26.00 |
| 2019-11-18 | 5730.00 | 5798.00 | 5818.00 | 5726.00 | 5730.00 | 5768.00 | 5784.00 | 5730.00 | 0.00 | 30.00 | 34.00 | -4.00 |
| 2019-11-15 | 5708.00 | 5726.00 | 5740.00 | 5682.00 | 5732.00 | 5740.00 | 5762.00 | 5710.00 | -24.00 | -14.00 | -22.00 | -28.00 |
| 2019-11-14 | 5666.00 | 5690.00 | 5722.00 | 5664.00 | 5658.00 | 5730.00 | 5744.00 | 5658.00 | 8.00 | -40.00 | -22.00 | 6.00 |
| 2019-11-13 | 5652.00 | 5664.00 | 5678.00 | 5638.00 | 5642.00 | 5652.00 | 5664.00 | 5642.00 | 10.00 | 12.00 | 14.00 | -4.00 |
| 2019-11-12 | 5696.00 | 5662.00 | 5718.00 | 5624.00 | 5676.00 | 5650.00 | 5678.00 | 5640.00 | 20.00 | 12.00 | 40.00 | -16.00 |
| 2019-11-11 | 5702.00 | 5692.00 | 5728.00 | 5672.00 | 5668.00 | 5668.00 | 5694.00 | 5652.00 | 34.00 | 24.00 | 34.00 | 20.00 |
| 2019-11-08 | 5736.00 | 5724.00 | 5744.00 | 5704.00 | 5726.00 | 5674.00 | 5726.00 | 5666.00 | 10.00 | 50.00 | 18.00 | 38.00 |
| 2019-11-07 | 5738.00 | 5738.00 | 5796.00 | 5720.00 | 5688.00 | 5726.00 | 5754.00 | 5680.00 | 50.00 | 12.00 | 42.00 | 40.00 |
| 2019-11-06 | 5756.00 | 5738.00 | 5764.00 | 5686.00 | 5748.00 | 5686.00 | 5748.00 | 5680.00 | 8.00 | 52.00 | 16.00 | 6.00 |
| 2019-11-05 | 5746.00 | 5766.00 | 5766.00 | 5730.00 | 5708.00 | 5720.00 | 5720.00 | 5690.00 | 38.00 | 46.00 | 46.00 | 40.00 |
| 2019-11-04 | 5780.00 | 5740.00 | 5782.00 | 5716.00 | 5716.00 | 5706.00 | 5728.00 | 5686.00 | 64.00 | 34.00 | 54.00 | 30.00 |
| 2019-11-01 | 5762.00 | 5782.00 | 5790.00 | 5728.00 | 5702.00 | 5734.00 | 5744.00 | 5698.00 | 60.00 | 48.00 | 46.00 | 30.00 |
| 2019-10-31 | 5780.00 | 5756.00 | 5802.00 | 5752.00 | 5724.00 | 5704.00 | 5740.00 | 5700.00 | 56.00 | 52.00 | 62.00 | 52.00 |
| 2019-10-30 | 5810.00 | 5780.00 | 5812.00 | 5760.00 | 5760.00 | 5720.00 | 5770.00 | 5708.00 | 50.00 | 60.00 | 42.00 | 52.00 |
| 2019-10-29 | 5772.00 | 5814.00 | 5820.00 | 5770.00 | 5716.00 | 5766.00 | 5776.00 | 5716.00 | 56.00 | 48.00 | 44.00 | 54.00 |
| 2019-10-28 | 5814.00 | 5762.00 | 5814.00 | 5734.00 | 5776.00 | 5720.00 | 5776.00 | 5702.00 | 38.00 | 42.00 | 38.00 | 32.00 |
| 2019-10-25 | 5770.00 | 5810.00 | 5826.00 | 5750.00 | 5734.00 | 5782.00 | 5788.00 | 5704.00 | 36.00 | 28.00 | 38.00 | 46.00 |
| 2019-10-24 | 5816.00 | 5776.00 | 5830.00 | 5720.00 | 5778.00 | 5734.00 | 5780.00 | 5680.00 | 38.00 | 42.00 | 50.00 | 40.00 |
| 2019-10-23 | 5812.00 | 5810.00 | 5832.00 | 5806.00 | 5786.00 | 5772.00 | 5796.00 | 5772.00 | 26.00 | 38.00 | 36.00 | 34.00 |
| 2019-10-22 | 5814.00 | 5796.00 | 5832.00 | 5778.00 | 5770.00 | 5778.00 | 5784.00 | 5750.00 | 44.00 | 18.00 | 48.00 | 28.00 |
| 2019-10-21 | 5816.00 | 5818.00 | 5844.00 | 5784.00 | 5798.00 | 5774.00 | 5798.00 | 5710.00 | 18.00 | 44.00 | 46.00 | 74.00 |
| 2019-10-18 | 5812.00 | 5830.00 | 5838.00 | 5772.00 | 5772.00 | 5784.00 | 5792.00 | 5746.00 | 40.00 | 46.00 | 46.00 | 26.00 |
| 2019-10-17 | 5838.00 | 5824.00 | 5852.00 | 5784.00 | 5752.00 | 5776.00 | 5796.00 | 5738.00 | 86.00 | 48.00 | 56.00 | 46.00 |
| 2019-10-16 | 5860.00 | 5838.00 | 5870.00 | 5818.00 | 5788.00 | 5764.00 | 5802.00 | 5746.00 | 72.00 | 74.00 | 68.00 | 72.00 |
| 2019-10-15 | 5832.00 | 5862.00 | 5886.00 | 5808.00 | 5778.00 | 5784.00 | 5816.00 | 5758.00 | 54.00 | 78.00 | 70.00 | 50.00 |
| 2019-10-14 | 5882.00 | 5832.00 | 5882.00 | 5828.00 | 5842.00 | 5790.00 | 5842.00 | 5790.00 | 40.00 | 42.00 | 40.00 | 38.00 |
| 2019-10-11 | 5916.00 | 5878.00 | 5918.00 | 5876.00 | 5856.00 | 5836.00 | 5856.00 | 5822.00 | 60.00 | 42.00 | 62.00 | 54.00 |
| 2019-10-10 | 5878.00 | 5920.00 | 5928.00 | 5864.00 | 5842.00 | 5862.00 | 5872.00 | 5826.00 | 36.00 | 58.00 | 56.00 | 38.00 |
| 2019-10-09 | 5860.00 | 5878.00 | 5888.00 | 5856.00 | 5826.00 | 5836.00 | 5854.00 | 5826.00 | 34.00 | 42.00 | 34.00 | 30.00 |
| 2019-10-08 | 5874.00 | 5860.00 | 5896.00 | 5842.00 | 5824.00 | 5830.00 | 5872.00 | 5820.00 | 50.00 | 30.00 | 24.00 | 22.00 |
| 2019-09-30 | 5878.00 | 5866.00 | 5910.00 | 5802.00 | 5850.00 | 5848.00 | 5876.00 | 5782.00 | 28.00 | 18.00 | 34.00 | 20.00 |
| 2019-09-27 | 5978.00 | 5860.00 | 5982.00 | 5860.00 | 5868.00 | 5840.00 | 5908.00 | 5828.00 | 110.00 | 20.00 | 74.00 | 32.00 |