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：
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-09-26 | 6000.00 | 5984.00 | 6010.00 | 5960.00 | 5896.00 | 5884.00 | 5896.00 | 5860.00 | 104.00 | 100.00 | 114.00 | 100.00 |
| 2019-09-25 | 5948.00 | 5990.00 | 5998.00 | 5946.00 | 5876.00 | 5882.00 | 5890.00 | 5858.00 | 72.00 | 108.00 | 108.00 | 88.00 |
| 2019-09-24 | 5912.00 | 5948.00 | 5970.00 | 5906.00 | 5866.00 | 5848.00 | 5880.00 | 5848.00 | 46.00 | 100.00 | 90.00 | 58.00 |
| 2019-09-23 | 5932.00 | 5912.00 | 5974.00 | 5904.00 | 5858.00 | 5838.00 | 5888.00 | 5838.00 | 74.00 | 74.00 | 86.00 | 66.00 |
| 2019-09-20 | 5964.00 | 5938.00 | 5974.00 | 5890.00 | 5850.00 | 5852.00 | 5866.00 | 5832.00 | 114.00 | 86.00 | 108.00 | 58.00 |
| 2019-09-19 | 5956.00 | 5970.00 | 5990.00 | 5942.00 | 5862.00 | 5860.00 | 5876.00 | 5848.00 | 94.00 | 110.00 | 114.00 | 94.00 |
| 2019-09-18 | 5908.00 | 5958.00 | 6002.00 | 5904.00 | 5840.00 | 5862.00 | 5874.00 | 5810.00 | 68.00 | 96.00 | 128.00 | 94.00 |
| 2019-09-17 | 5836.00 | 5930.00 | 5940.00 | 5834.00 | 5806.00 | 5850.00 | 5872.00 | 5800.00 | 30.00 | 80.00 | 68.00 | 34.00 |
| 2019-09-16 | 5864.00 | 5832.00 | 5896.00 | 5828.00 | 5834.00 | 5802.00 | 5856.00 | 5802.00 | 30.00 | 30.00 | 40.00 | 26.00 |
| 2019-09-12 | 5860.00 | 5860.00 | 5872.00 | 5812.00 | 5816.00 | 5826.00 | 5830.00 | 5780.00 | 44.00 | 34.00 | 42.00 | 32.00 |
| 2019-09-11 | 5860.00 | 5844.00 | 5886.00 | 5842.00 | 6062.00 | 6076.00 | 6076.00 | 6060.00 | -202.00 | -232.00 | -190.00 | -218.00 |
| 2019-09-10 | 5826.00 | 5864.00 | 5886.00 | 5826.00 | 6020.00 | 6090.00 | 6154.00 | 6020.00 | -194.00 | -226.00 | -268.00 | -194.00 |
| 2019-09-09 | 5862.00 | 5824.00 | 5904.00 | 5808.00 | 6100.00 | 6050.00 | 6138.00 | 6050.00 | -238.00 | -226.00 | -234.00 | -242.00 |
| 2019-09-06 | 5812.00 | 5860.00 | 5870.00 | 5812.00 | 6104.00 | 6092.00 | 6146.00 | 6092.00 | -292.00 | -232.00 | -276.00 | -280.00 |
| 2019-09-05 | 5880.00 | 5810.00 | 5892.00 | 5802.00 | 6098.00 | 6146.00 | 6148.00 | 6098.00 | -218.00 | -336.00 | -256.00 | -296.00 |
| 2019-09-04 | 5846.00 | 5846.00 | 5866.00 | 5826.00 | 6110.00 | 6150.00 | 6150.00 | 6094.00 | -264.00 | -304.00 | -284.00 | -268.00 |
| 2019-09-03 | 5860.00 | 5832.00 | 5876.00 | 5832.00 | 6092.00 | 6100.00 | 6248.00 | 6070.00 | -232.00 | -268.00 | -372.00 | -238.00 |
| 2019-09-02 | 5850.00 | 5854.00 | 5896.00 | 5816.00 | 6100.00 | 6154.00 | 6298.00 | 6070.00 | -250.00 | -300.00 | -402.00 | -254.00 |
| 2019-08-30 | 5692.00 | 5878.00 | 5888.00 | 5682.00 | 6042.00 | 6152.00 | 6158.00 | 6040.00 | -350.00 | -274.00 | -270.00 | -358.00 |
| 2019-08-29 | 5738.00 | 5682.00 | 5748.00 | 5682.00 | 6042.00 | 6034.00 | 6082.00 | 6030.00 | -304.00 | -352.00 | -334.00 | -348.00 |
| 2019-08-28 | 5762.00 | 5740.00 | 5768.00 | 5736.00 | 6000.00 | 6072.00 | 6082.00 | 5982.00 | -238.00 | -332.00 | -314.00 | -246.00 |
| 2019-08-27 | 6030.00 | 5992.00 | 6050.00 | 5750.00 | 5748.00 | 5752.00 | 5772.00 | 5722.00 | 282.00 | 240.00 | 278.00 | 28.00 |
| 2019-08-26 | 5952.00 | 6014.00 | 6092.00 | 5944.00 | 5790.00 | 5752.00 | 5802.00 | 5742.00 | 162.00 | 262.00 | 290.00 | 202.00 |
| 2019-08-23 | 5902.00 | 5948.00 | 5968.00 | 5884.00 | 5772.00 | 5790.00 | 5820.00 | 5742.00 | 130.00 | 158.00 | 148.00 | 142.00 |
| 2019-08-22 | 5854.00 | 5912.00 | 5916.00 | 5838.00 | 5784.00 | 5798.00 | 5822.00 | 5772.00 | 70.00 | 114.00 | 94.00 | 66.00 |
| 2019-08-21 | 5830.00 | 5848.00 | 5876.00 | 5750.00 | 5790.00 | 5788.00 | 5812.00 | 5766.00 | 40.00 | 60.00 | 64.00 | -16.00 |
| 2019-08-20 | 5906.00 | 5836.00 | 5916.00 | 5828.00 | 5824.00 | 5798.00 | 5834.00 | 5792.00 | 82.00 | 38.00 | 82.00 | 36.00 |
| 2019-08-19 | 6000.00 | 5894.00 | 6048.00 | 5890.00 | 5872.00 | 5826.00 | 5898.00 | 5822.00 | 128.00 | 68.00 | 150.00 | 68.00 |
| 2019-08-16 | 5850.00 | 5970.00 | 5986.00 | 5834.00 | 5832.00 | 5866.00 | 5868.00 | 5832.00 | 18.00 | 104.00 | 118.00 | 2.00 |
| 2019-08-15 | 5886.00 | 5834.00 | 5912.00 | 5832.00 | 5834.00 | 5832.00 | 5874.00 | 5832.00 | 52.00 | 2.00 | 38.00 | 0.00 |
| 2019-08-14 | 5880.00 | 5896.00 | 5900.00 | 5860.00 | 5898.00 | 5860.00 | 5908.00 | 5844.00 | -18.00 | 36.00 | -8.00 | 16.00 |
| 2019-08-13 | 5874.00 | 5842.00 | 5892.00 | 5810.00 | 5886.00 | 5856.00 | 5888.00 | 5830.00 | -12.00 | -14.00 | 4.00 | -20.00 |
| 2019-08-12 | 5872.00 | 5864.00 | 5940.00 | 5850.00 | 5912.00 | 5884.00 | 5958.00 | 5874.00 | -40.00 | -20.00 | -18.00 | -24.00 |
| 2019-08-09 | 5846.00 | 5882.00 | 5890.00 | 5822.00 | 5910.00 | 5910.00 | 5936.00 | 5890.00 | -64.00 | -28.00 | -46.00 | -68.00 |
| 2019-08-08 | 5908.00 | 5834.00 | 5926.00 | 5830.00 | 5966.00 | 5910.00 | 5968.00 | 5910.00 | -58.00 | -76.00 | -42.00 | -80.00 |
| 2019-08-07 | 5900.00 | 5900.00 | 5920.00 | 5868.00 | 5964.00 | 5950.00 | 6000.00 | 5936.00 | -64.00 | -50.00 | -80.00 | -68.00 |
| 2019-08-06 | 5906.00 | 5896.00 | 5952.00 | 5856.00 | 5980.00 | 5974.00 | 6024.00 | 5950.00 | -74.00 | -78.00 | -72.00 | -94.00 |
| 2019-08-05 | 5916.00 | 5900.00 | 5926.00 | 5806.00 | 6014.00 | 5990.00 | 6034.00 | 5934.00 | -98.00 | -90.00 | -108.00 | -128.00 |
| 2019-08-02 | 5942.00 | 5910.00 | 5986.00 | 5902.00 | 5984.00 | 6010.00 | 6050.00 | 5980.00 | -42.00 | -100.00 | -64.00 | -78.00 |
| 2019-08-01 | 5970.00 | 5972.00 | 6006.00 | 5948.00 | 5996.00 | 6038.00 | 6040.00 | 5980.00 | -26.00 | -66.00 | -34.00 | -32.00 |
| 2019-07-31 | 6010.00 | 5966.00 | 6028.00 | 5956.00 | 6002.00 | 5996.00 | 6036.00 | 5982.00 | 8.00 | -30.00 | -8.00 | -26.00 |
| 2019-07-30 | 6090.00 | 5996.00 | 6096.00 | 5986.00 | 6016.00 | 6006.00 | 6040.00 | 6000.00 | 74.00 | -10.00 | 56.00 | -14.00 |
| 2019-07-29 | 6112.00 | 6080.00 | 6116.00 | 6052.00 | 6046.00 | 6020.00 | 6046.00 | 6002.00 | 66.00 | 60.00 | 70.00 | 50.00 |
| 2019-07-26 | 6132.00 | 6122.00 | 6156.00 | 6112.00 | 6046.00 | 6050.00 | 6080.00 | 6018.00 | 86.00 | 72.00 | 76.00 | 94.00 |
| 2019-07-25 | 6150.00 | 6116.00 | 6168.00 | 6102.00 | 6080.00 | 6040.00 | 6088.00 | 6034.00 | 70.00 | 76.00 | 80.00 | 68.00 |
| 2019-07-24 | 6170.00 | 6160.00 | 6208.00 | 6136.00 | 6080.00 | 6082.00 | 6108.00 | 6044.00 | 90.00 | 78.00 | 100.00 | 92.00 |
| 2019-07-23 | 6262.00 | 6212.00 | 6262.00 | 6180.00 | 6100.00 | 6092.00 | 6108.00 | 6040.00 | 162.00 | 120.00 | 154.00 | 140.00 |
| 2019-07-22 | 6418.00 | 6266.00 | 6422.00 | 6256.00 | 6204.00 | 6114.00 | 6204.00 | 6102.00 | 214.00 | 152.00 | 218.00 | 154.00 |
| 2019-07-19 | 6340.00 | 6432.00 | 6456.00 | 6322.00 | 6158.00 | 6216.00 | 6224.00 | 6144.00 | 182.00 | 216.00 | 232.00 | 178.00 |
| 2019-07-18 | 6340.00 | 6356.00 | 6438.00 | 6312.00 | 6198.00 | 6188.00 | 6228.00 | 6162.00 | 142.00 | 168.00 | 210.00 | 150.00 |
| 2019-07-17 | 6320.00 | 6342.00 | 6394.00 | 6282.00 | 6168.00 | 6192.00 | 6218.00 | 6150.00 | 152.00 | 150.00 | 176.00 | 132.00 |
| 2019-07-16 | 6360.00 | 6324.00 | 6378.00 | 6276.00 | 6192.00 | 6182.00 | 6210.00 | 6150.00 | 168.00 | 142.00 | 168.00 | 126.00 |
| 2019-07-15 | 6368.00 | 6338.00 | 6374.00 | 6262.00 | 6192.00 | 6188.00 | 6206.00 | 6126.00 | 176.00 | 150.00 | 168.00 | 136.00 |
| 2019-07-12 | 6100.00 | 6244.00 | 6304.00 | 6050.00 | 6008.00 | 6120.00 | 6150.00 | 5950.00 | 92.00 | 124.00 | 154.00 | 100.00 |
| 2019-07-11 | 6018.00 | 6008.00 | 6018.00 | 5932.00 | 5920.00 | 5920.00 | 5928.00 | 5862.00 | 98.00 | 88.00 | 90.00 | 70.00 |
| 2019-07-10 | 5972.00 | 5990.00 | 6032.00 | 5970.00 | 5852.00 | 5892.00 | 5932.00 | 5842.00 | 120.00 | 98.00 | 100.00 | 128.00 |
| 2019-07-09 | 6168.00 | 5982.00 | 6168.00 | 5982.00 | 6068.00 | 5880.00 | 6068.00 | 5880.00 | 100.00 | 102.00 | 100.00 | 102.00 |
| 2019-07-08 | 6188.00 | 6140.00 | 6212.00 | 6136.00 | 6098.00 | 6060.00 | 6112.00 | 6060.00 | 90.00 | 80.00 | 100.00 | 76.00 |
| 2019-07-05 | 6140.00 | 6146.00 | 6182.00 | 6128.00 | 6060.00 | 6062.00 | 6098.00 | 6046.00 | 80.00 | 84.00 | 84.00 | 82.00 |
| 2019-07-04 | 6124.00 | 6164.00 | 6188.00 | 6102.00 | 6066.00 | 6072.00 | 6092.00 | 6020.00 | 58.00 | 92.00 | 96.00 | 82.00 |
| 2019-07-03 | 6166.00 | 6134.00 | 6204.00 | 6120.00 | 6072.00 | 6050.00 | 6108.00 | 6022.00 | 94.00 | 84.00 | 96.00 | 98.00 |
| 2019-07-02 | 6244.00 | 6178.00 | 6246.00 | 6128.00 | 6124.00 | 6084.00 | 6128.00 | 6042.00 | 120.00 | 94.00 | 118.00 | 86.00 |
| 2019-07-01 | 6288.00 | 6218.00 | 6288.00 | 6206.00 | 6166.00 | 6126.00 | 6166.00 | 6094.00 | 122.00 | 92.00 | 122.00 | 112.00 |
| 2019-06-28 | 6206.00 | 6218.00 | 6242.00 | 6144.00 | 6076.00 | 6102.00 | 6118.00 | 6012.00 | 130.00 | 116.00 | 124.00 | 132.00 |
| 2019-06-27 | 6180.00 | 6182.00 | 6408.00 | 6180.00 | 6090.00 | 6070.00 | 6238.00 | 6060.00 | 90.00 | 112.00 | 170.00 | 120.00 |
| 2019-06-26 | 6120.00 | 6176.00 | 6196.00 | 6092.00 | 6010.00 | 6086.00 | 6098.00 | 6010.00 | 110.00 | 90.00 | 98.00 | 82.00 |
| 2019-06-25 | 6062.00 | 6120.00 | 6120.00 | 6030.00 | 5960.00 | 6002.00 | 6002.00 | 5928.00 | 102.00 | 118.00 | 118.00 | 102.00 |
| 2019-06-24 | 6100.00 | 6070.00 | 6138.00 | 6046.00 | 6004.00 | 5962.00 | 6032.00 | 5956.00 | 96.00 | 108.00 | 106.00 | 90.00 |
| 2019-06-21 | 6124.00 | 6098.00 | 6140.00 | 6074.00 | 6048.00 | 6000.00 | 6048.00 | 5990.00 | 76.00 | 98.00 | 92.00 | 84.00 |
| 2019-06-20 | 6130.00 | 6138.00 | 6178.00 | 6120.00 | 6012.00 | 6046.00 | 6080.00 | 6012.00 | 118.00 | 92.00 | 98.00 | 108.00 |
| 2019-06-19 | 6106.00 | 6094.00 | 6136.00 | 6046.00 | 6000.00 | 6018.00 | 6048.00 | 5964.00 | 106.00 | 76.00 | 88.00 | 82.00 |
| 2019-06-18 | 6086.00 | 6076.00 | 6100.00 | 6050.00 | 6000.00 | 6000.00 | 6030.00 | 5976.00 | 86.00 | 76.00 | 70.00 | 74.00 |
| 2019-06-17 | 6060.00 | 6078.00 | 6100.00 | 6020.00 | 5962.00 | 6006.00 | 6016.00 | 5944.00 | 98.00 | 72.00 | 84.00 | 76.00 |
| 2019-06-14 | 6030.00 | 6060.00 | 6138.00 | 6026.00 | 5958.00 | 5988.00 | 6050.00 | 5950.00 | 72.00 | 72.00 | 88.00 | 76.00 |
| 2019-06-13 | 5944.00 | 6018.00 | 6030.00 | 5926.00 | 5886.00 | 5934.00 | 5948.00 | 5862.00 | 58.00 | 84.00 | 82.00 | 64.00 |
| 2019-06-12 | 5996.00 | 5940.00 | 5996.00 | 5932.00 | 5922.00 | 5876.00 | 5922.00 | 5862.00 | 74.00 | 64.00 | 74.00 | 70.00 |
| 2019-06-11 | 5912.00 | 5994.00 | 6000.00 | 5902.00 | 5850.00 | 5920.00 | 5932.00 | 5850.00 | 62.00 | 74.00 | 68.00 | 52.00 |
| 2019-06-10 | 5876.00 | 5894.00 | 5914.00 | 5862.00 | 5850.00 | 5860.00 | 5868.00 | 5790.00 | 26.00 | 34.00 | 46.00 | 72.00 |
| 2019-06-06 | 5830.00 | 5866.00 | 5866.00 | 5806.00 | 5820.00 | 5816.00 | 5842.00 | 5780.00 | 10.00 | 50.00 | 24.00 | 26.00 |
| 2019-06-05 | 5830.00 | 5854.00 | 5876.00 | 5810.00 | 5806.00 | 5818.00 | 5844.00 | 5796.00 | 24.00 | 36.00 | 32.00 | 14.00 |
| 2019-06-04 | 5760.00 | 5828.00 | 5832.00 | 5760.00 | 5748.00 | 5808.00 | 5808.00 | 5742.00 | 12.00 | 20.00 | 24.00 | 18.00 |
| 2019-06-03 | 5844.00 | 5762.00 | 5844.00 | 5752.00 | 5818.00 | 5752.00 | 5884.00 | 5738.00 | 26.00 | 10.00 | -40.00 | 14.00 |
| 2019-05-31 | 5868.00 | 5852.00 | 5916.00 | 5852.00 | 5844.00 | 5832.00 | 5894.00 | 5832.00 | 24.00 | 20.00 | 22.00 | 20.00 |
| 2019-05-30 | 5866.00 | 5872.00 | 5908.00 | 5856.00 | 5846.00 | 5852.00 | 5884.00 | 5820.00 | 20.00 | 20.00 | 24.00 | 36.00 |
| 2019-05-29 | 5838.00 | 5868.00 | 5888.00 | 5820.00 | 5818.00 | 5846.00 | 5860.00 | 5808.00 | 20.00 | 22.00 | 28.00 | 12.00 |
| 2019-05-28 | 5790.00 | 5830.00 | 5834.00 | 5780.00 | 5786.00 | 5812.00 | 5816.00 | 5784.00 | 4.00 | 18.00 | 18.00 | -4.00 |
| 2019-05-27 | 5846.00 | 5778.00 | 5870.00 | 5772.00 | 5850.00 | 5782.00 | 5852.00 | 5782.00 | -4.00 | -4.00 | 18.00 | -10.00 |
| 2019-05-24 | 5820.00 | 5838.00 | 5874.00 | 5802.00 | 5806.00 | 5832.00 | 5858.00 | 5802.00 | 14.00 | 6.00 | 16.00 | 0.00 |
| 2019-05-23 | 5848.00 | 5830.00 | 5866.00 | 5800.00 | 5822.00 | 5826.00 | 5840.00 | 5800.00 | 26.00 | 4.00 | 26.00 | 0.00 |
| 2019-05-22 | 5814.00 | 5834.00 | 5910.00 | 5790.00 | 5806.00 | 5820.00 | 5864.00 | 5794.00 | 8.00 | 14.00 | 46.00 | -4.00 |
| 2019-05-21 | 5854.00 | 5826.00 | 5888.00 | 5820.00 | 5852.00 | 5814.00 | 5876.00 | 5814.00 | 2.00 | 12.00 | 12.00 | 6.00 |
| 2019-05-20 | 5930.00 | 5850.00 | 5934.00 | 5848.00 | 5934.00 | 5848.00 | 5934.00 | 5842.00 | -4.00 | 2.00 | 0.00 | 6.00 |
| 2019-05-17 | 5940.00 | 5936.00 | 5946.00 | 5898.00 | 5912.00 | 5922.00 | 5922.00 | 5884.00 | 28.00 | 14.00 | 24.00 | 14.00 |
| 2019-05-16 | 5940.00 | 5932.00 | 5948.00 | 5882.00 | 5930.00 | 5912.00 | 5938.00 | 5882.00 | 10.00 | 20.00 | 10.00 | 0.00 |
| 2019-05-15 | 5916.00 | 5920.00 | 5932.00 | 5902.00 | 5808.00 | 5790.00 | 5820.00 | 5790.00 | 108.00 | 130.00 | 112.00 | 112.00 |
| 2019-05-14 | 5958.00 | 5904.00 | 5980.00 | 5902.00 | 5818.00 | 5808.00 | 5858.00 | 5794.00 | 140.00 | 96.00 | 122.00 | 108.00 |
| 2019-05-13 | 6012.00 | 5976.00 | 6012.00 | 5950.00 | 5942.00 | 5922.00 | 5946.00 | 5896.00 | 70.00 | 54.00 | 66.00 | 54.00 |
| 2019-05-10 | 6068.00 | 6010.00 | 6094.00 | 5992.00 | 6000.00 | 5954.00 | 6040.00 | 5930.00 | 68.00 | 56.00 | 54.00 | 62.00 |
| 2019-05-09 | 5986.00 | 6046.00 | 6050.00 | 5976.00 | 5940.00 | 5988.00 | 5988.00 | 5928.00 | 46.00 | 58.00 | 62.00 | 48.00 |
| 2019-05-08 | 5974.00 | 5994.00 | 5998.00 | 5960.00 | 5914.00 | 5944.00 | 5952.00 | 5914.00 | 60.00 | 50.00 | 46.00 | 46.00 |