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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019-05-07 | 6022.00 | 5966.00 | 6044.00 | 5952.00 | 5832.00 | 5836.00 | 5848.00 | 5814.00 | 190.00 | 130.00 | 196.00 | 138.00 |
| 2019-05-06 | 6042.00 | 6016.00 | 6054.00 | 5942.00 | 5880.00 | 5846.00 | 5880.00 | 5800.00 | 162.00 | 170.00 | 174.00 | 142.00 |
| 2019-04-30 | 6024.00 | 6056.00 | 6058.00 | 6012.00 | 5848.00 | 5858.00 | 5908.00 | 5830.00 | 176.00 | 198.00 | 150.00 | 182.00 |
| 2019-04-29 | 6008.00 | 6016.00 | 6030.00 | 5966.00 | 5838.00 | 5826.00 | 5858.00 | 5802.00 | 170.00 | 190.00 | 172.00 | 164.00 |
| 2019-04-26 | 5934.00 | 5986.00 | 5998.00 | 5928.00 | 5818.00 | 5834.00 | 5848.00 | 5802.00 | 116.00 | 152.00 | 150.00 | 126.00 |
| 2019-04-25 | 5910.00 | 5940.00 | 5968.00 | 5886.00 | 5800.00 | 5818.00 | 5848.00 | 5782.00 | 110.00 | 122.00 | 120.00 | 104.00 |
| 2019-04-24 | 5898.00 | 5900.00 | 5978.00 | 5884.00 | 5822.00 | 5792.00 | 5830.00 | 5786.00 | 76.00 | 108.00 | 148.00 | 98.00 |
| 2019-04-23 | 5838.00 | 5912.00 | 5948.00 | 5806.00 | 5760.00 | 5830.00 | 5866.00 | 5740.00 | 78.00 | 82.00 | 82.00 | 66.00 |
| 2019-04-22 | 5740.00 | 5748.00 | 5750.00 | 5716.00 | 5902.00 | 5854.00 | 5918.00 | 5842.00 | -162.00 | -106.00 | -168.00 | -126.00 |
| 2019-04-19 | 5696.00 | 5706.00 | 5750.00 | 5694.00 | 5908.00 | 5882.00 | 5928.00 | 5860.00 | -212.00 | -176.00 | -178.00 | -166.00 |
| 2019-04-18 | 5722.00 | 5698.00 | 5756.00 | 5692.00 | 5900.00 | 5898.00 | 5930.00 | 5866.00 | -178.00 | -200.00 | -174.00 | -174.00 |
| 2019-04-17 | 5682.00 | 5730.00 | 5736.00 | 5650.00 | 5858.00 | 5922.00 | 5932.00 | 5842.00 | -176.00 | -192.00 | -196.00 | -192.00 |
| 2019-04-16 | 5786.00 | 5666.00 | 5796.00 | 5652.00 | 6018.00 | 5872.00 | 6024.00 | 5864.00 | -232.00 | -206.00 | -228.00 | -212.00 |
| 2019-04-15 | 5782.00 | 5788.00 | 5822.00 | 5768.00 | 5980.00 | 6008.00 | 6026.00 | 5980.00 | -198.00 | -220.00 | -204.00 | -212.00 |
| 2019-04-12 | 5740.00 | 5786.00 | 5800.00 | 5730.00 | 5972.00 | 5982.00 | 6002.00 | 5930.00 | -232.00 | -196.00 | -202.00 | -200.00 |
| 2019-04-11 | 5868.00 | 5756.00 | 5870.00 | 5750.00 | 6040.00 | 5992.00 | 6054.00 | 5972.00 | -172.00 | -236.00 | -184.00 | -222.00 |
| 2019-04-10 | 5866.00 | 5854.00 | 5866.00 | 5828.00 | 6038.00 | 6040.00 | 6060.00 | 6016.00 | -172.00 | -186.00 | -194.00 | -188.00 |
| 2019-04-09 | 5816.00 | 5862.00 | 5888.00 | 5816.00 | 6008.00 | 6046.00 | 6084.00 | 5982.00 | -192.00 | -184.00 | -196.00 | -166.00 |
| 2019-04-08 | 5830.00 | 5812.00 | 5838.00 | 5784.00 | 5970.00 | 5988.00 | 6010.00 | 5948.00 | -140.00 | -176.00 | -172.00 | -164.00 |
| 2019-04-04 | 5786.00 | 5788.00 | 5796.00 | 5722.00 | 5948.00 | 5946.00 | 5954.00 | 5900.00 | -162.00 | -158.00 | -158.00 | -178.00 |
| 2019-04-03 | 5816.00 | 5792.00 | 5852.00 | 5790.00 | 5982.00 | 5946.00 | 6000.00 | 5934.00 | -166.00 | -154.00 | -148.00 | -144.00 |
| 2019-04-02 | 5822.00 | 5802.00 | 5846.00 | 5800.00 | 5966.00 | 5958.00 | 5982.00 | 5940.00 | -144.00 | -156.00 | -136.00 | -140.00 |
| 2019-04-01 | 5808.00 | 5828.00 | 5856.00 | 5782.00 | 5938.00 | 5974.00 | 5978.00 | 5908.00 | -130.00 | -146.00 | -122.00 | -126.00 |
| 2019-03-29 | 5798.00 | 5790.00 | 5820.00 | 5760.00 | 5906.00 | 5904.00 | 5930.00 | 5862.00 | -108.00 | -114.00 | -110.00 | -102.00 |
| 2019-03-28 | 5824.00 | 5788.00 | 5858.00 | 5782.00 | 5896.00 | 5892.00 | 5938.00 | 5880.00 | -72.00 | -104.00 | -80.00 | -98.00 |
| 2019-03-27 | 5900.00 | 5828.00 | 5900.00 | 5768.00 | 6002.00 | 5890.00 | 6002.00 | 5866.00 | -102.00 | -62.00 | -102.00 | -98.00 |
| 2019-03-26 | 5934.00 | 5864.00 | 5970.00 | 5864.00 | 6052.00 | 5984.00 | 6070.00 | 5984.00 | -118.00 | -120.00 | -100.00 | -120.00 |
| 2019-03-25 | 5938.00 | 5938.00 | 5950.00 | 5872.00 | 6026.00 | 6050.00 | 6050.00 | 5998.00 | -88.00 | -112.00 | -100.00 | -126.00 |
| 2019-03-22 | 6014.00 | 5950.00 | 6018.00 | 5950.00 | 6072.00 | 6046.00 | 6086.00 | 6042.00 | -58.00 | -96.00 | -68.00 | -92.00 |
| 2019-03-21 | 6030.00 | 6010.00 | 6040.00 | 5944.00 | 6080.00 | 6080.00 | 6100.00 | 6020.00 | -50.00 | -70.00 | -60.00 | -76.00 |
| 2019-03-20 | 6010.00 | 6018.00 | 6056.00 | 6008.00 | 6030.00 | 6070.00 | 6110.00 | 6030.00 | -20.00 | -52.00 | -54.00 | -22.00 |
| 2019-03-19 | 6038.00 | 6010.00 | 6068.00 | 6000.00 | 6052.00 | 6030.00 | 6070.00 | 6010.00 | -14.00 | -20.00 | -2.00 | -10.00 |
| 2019-03-18 | 6176.00 | 6030.00 | 6188.00 | 6012.00 | 6140.00 | 6052.00 | 6148.00 | 6010.00 | 36.00 | -22.00 | 40.00 | 2.00 |
| 2019-03-15 | 6240.00 | 6182.00 | 6260.00 | 6180.00 | 6140.00 | 6140.00 | 6200.00 | 6130.00 | 100.00 | 42.00 | 60.00 | 50.00 |
| 2019-03-14 | 6228.00 | 6264.00 | 6270.00 | 6170.00 | 6142.00 | 6178.00 | 6178.00 | 6080.00 | 86.00 | 86.00 | 92.00 | 90.00 |
| 2019-03-13 | 6220.00 | 6234.00 | 6240.00 | 6178.00 | 6136.00 | 6136.00 | 6148.00 | 6096.00 | 84.00 | 98.00 | 92.00 | 82.00 |
| 2019-03-12 | 6220.00 | 6188.00 | 6234.00 | 6134.00 | 6150.00 | 6124.00 | 6150.00 | 6086.00 | 70.00 | 64.00 | 84.00 | 48.00 |
| 2019-03-11 | 6188.00 | 6194.00 | 6250.00 | 6184.00 | 6140.00 | 6116.00 | 6176.00 | 6112.00 | 48.00 | 78.00 | 74.00 | 72.00 |
| 2019-03-08 | 6200.00 | 6188.00 | 6216.00 | 6120.00 | 6102.00 | 6150.00 | 6150.00 | 6066.00 | 98.00 | 38.00 | 66.00 | 54.00 |
| 2019-03-07 | 6206.00 | 6212.00 | 6280.00 | 6192.00 | 6148.00 | 6146.00 | 6196.00 | 6120.00 | 58.00 | 66.00 | 84.00 | 72.00 |
| 2019-03-06 | 6150.00 | 6226.00 | 6234.00 | 6118.00 | 6074.00 | 6154.00 | 6154.00 | 6060.00 | 76.00 | 72.00 | 80.00 | 58.00 |
| 2019-03-05 | 6108.00 | 6146.00 | 6152.00 | 6060.00 | 6030.00 | 6074.00 | 6086.00 | 6024.00 | 78.00 | 72.00 | 66.00 | 36.00 |
| 2019-03-04 | 6102.00 | 6120.00 | 6158.00 | 6076.00 | 6032.00 | 6060.00 | 6076.00 | 5992.00 | 70.00 | 60.00 | 82.00 | 84.00 |
| 2019-03-01 | 6050.00 | 6090.00 | 6100.00 | 6028.00 | 6008.00 | 6020.00 | 6038.00 | 5988.00 | 42.00 | 70.00 | 62.00 | 40.00 |
| 2019-02-28 | 6058.00 | 6032.00 | 6070.00 | 6022.00 | 5998.00 | 6008.00 | 6012.00 | 5962.00 | 60.00 | 24.00 | 58.00 | 60.00 |
| 2019-02-27 | 6086.00 | 6052.00 | 6120.00 | 6042.00 | 6038.00 | 5992.00 | 6040.00 | 5978.00 | 48.00 | 60.00 | 80.00 | 64.00 |
| 2019-02-26 | 6034.00 | 6068.00 | 6094.00 | 6020.00 | 5964.00 | 6006.00 | 6006.00 | 5962.00 | 70.00 | 62.00 | 88.00 | 58.00 |
| 2019-02-25 | 6046.00 | 6026.00 | 6080.00 | 5982.00 | 5980.00 | 5972.00 | 6010.00 | 5940.00 | 66.00 | 54.00 | 70.00 | 42.00 |
| 2019-02-22 | 6016.00 | 6030.00 | 6056.00 | 6002.00 | 5936.00 | 5966.00 | 5984.00 | 5928.00 | 80.00 | 64.00 | 72.00 | 74.00 |
| 2019-02-21 | 6058.00 | 6000.00 | 6072.00 | 5984.00 | 5986.00 | 5932.00 | 6006.00 | 5932.00 | 72.00 | 68.00 | 66.00 | 52.00 |
| 2019-02-20 | 5950.00 | 6048.00 | 6048.00 | 5920.00 | 5902.00 | 5970.00 | 5976.00 | 5860.00 | 48.00 | 78.00 | 72.00 | 60.00 |
| 2019-02-19 | 5938.00 | 5964.00 | 5970.00 | 5914.00 | 5876.00 | 5890.00 | 5898.00 | 5844.00 | 62.00 | 74.00 | 72.00 | 70.00 |
| 2019-02-18 | 6020.00 | 5932.00 | 6046.00 | 5930.00 | 5958.00 | 5862.00 | 5958.00 | 5858.00 | 62.00 | 70.00 | 88.00 | 72.00 |
| 2019-02-15 | 5980.00 | 5968.00 | 6004.00 | 5952.00 | 5898.00 | 5880.00 | 5928.00 | 5872.00 | 82.00 | 88.00 | 76.00 | 80.00 |
| 2019-02-14 | 6000.00 | 6004.00 | 6022.00 | 5968.00 | 5922.00 | 5922.00 | 5942.00 | 5898.00 | 78.00 | 82.00 | 80.00 | 70.00 |
| 2019-02-13 | 6064.00 | 6006.00 | 6070.00 | 5998.00 | 5958.00 | 5918.00 | 5974.00 | 5916.00 | 106.00 | 88.00 | 96.00 | 82.00 |
| 2019-02-12 | 6140.00 | 6084.00 | 6140.00 | 6056.00 | 6006.00 | 5984.00 | 6006.00 | 5958.00 | 134.00 | 100.00 | 134.00 | 98.00 |
| 2019-02-11 | 6100.00 | 6158.00 | 6200.00 | 6096.00 | 5998.00 | 6010.00 | 6052.00 | 5980.00 | 102.00 | 148.00 | 148.00 | 116.00 |
| 2019-02-01 | 6024.00 | 6038.00 | 6060.00 | 5956.00 | 5928.00 | 5928.00 | 5942.00 | 5866.00 | 96.00 | 110.00 | 118.00 | 90.00 |
| 2019-01-31 | 6002.00 | 6018.00 | 6040.00 | 5974.00 | 5884.00 | 5918.00 | 5922.00 | 5876.00 | 118.00 | 100.00 | 118.00 | 98.00 |
| 2019-01-30 | 5922.00 | 6018.00 | 6050.00 | 5910.00 | 5832.00 | 5896.00 | 5928.00 | 5828.00 | 90.00 | 122.00 | 122.00 | 82.00 |
| 2019-01-29 | 6020.00 | 5920.00 | 6020.00 | 5908.00 | 5880.00 | 5828.00 | 5888.00 | 5820.00 | 140.00 | 92.00 | 132.00 | 88.00 |
| 2019-01-28 | 6050.00 | 6056.00 | 6078.00 | 6024.00 | 5912.00 | 5926.00 | 5952.00 | 5910.00 | 138.00 | 130.00 | 126.00 | 114.00 |
| 2019-01-25 | 6040.00 | 6028.00 | 6116.00 | 6016.00 | 5920.00 | 5892.00 | 5970.00 | 5890.00 | 120.00 | 136.00 | 146.00 | 126.00 |
| 2019-01-24 | 6012.00 | 6028.00 | 6040.00 | 5962.00 | 5888.00 | 5900.00 | 5900.00 | 5856.00 | 124.00 | 128.00 | 140.00 | 106.00 |
| 2019-01-23 | 5990.00 | 6010.00 | 6028.00 | 5954.00 | 5872.00 | 5870.00 | 5894.00 | 5844.00 | 118.00 | 140.00 | 134.00 | 110.00 |
| 2019-01-22 | 6030.00 | 6000.00 | 6050.00 | 5954.00 | 5906.00 | 5868.00 | 5936.00 | 5848.00 | 124.00 | 132.00 | 114.00 | 106.00 |
| 2019-01-21 | 6034.00 | 5998.00 | 6086.00 | 5964.00 | 5920.00 | 5886.00 | 5924.00 | 5858.00 | 114.00 | 112.00 | 162.00 | 106.00 |
| 2019-01-18 | 5960.00 | 6016.00 | 6048.00 | 5946.00 | 5858.00 | 5884.00 | 5888.00 | 5818.00 | 102.00 | 132.00 | 160.00 | 128.00 |
| 2019-01-17 | 5916.00 | 5930.00 | 5950.00 | 5904.00 | 5806.00 | 5814.00 | 5840.00 | 5794.00 | 110.00 | 116.00 | 110.00 | 110.00 |
| 2019-01-16 | 5934.00 | 5902.00 | 5946.00 | 5902.00 | 5806.00 | 5802.00 | 5832.00 | 5794.00 | 128.00 | 100.00 | 114.00 | 108.00 |
| 2019-01-15 | 5914.00 | 5934.00 | 5942.00 | 5882.00 | 5800.00 | 5812.00 | 5834.00 | 5762.00 | 114.00 | 122.00 | 108.00 | 120.00 |
| 2019-01-14 | 5920.00 | 5896.00 | 5966.00 | 5880.00 | 5820.00 | 5774.00 | 5856.00 | 5774.00 | 100.00 | 122.00 | 110.00 | 106.00 |
| 2019-01-11 | 5820.00 | 5916.00 | 5920.00 | 5804.00 | 5748.00 | 5802.00 | 5806.00 | 5736.00 | 72.00 | 114.00 | 114.00 | 68.00 |
| 2019-01-10 | 5850.00 | 5798.00 | 5858.00 | 5784.00 | 5742.00 | 5736.00 | 5766.00 | 5708.00 | 108.00 | 62.00 | 92.00 | 76.00 |
| 2019-01-09 | 5810.00 | 5828.00 | 5850.00 | 5780.00 | 5750.00 | 5748.00 | 5770.00 | 5744.00 | 60.00 | 80.00 | 80.00 | 36.00 |
| 2019-01-08 | 5784.00 | 5784.00 | 5844.00 | 5732.00 | 5730.00 | 5760.00 | 5760.00 | 5730.00 | 54.00 | 24.00 | 84.00 | 2.00 |
| 2019-01-07 | 5780.00 | 5796.00 | 5800.00 | 5758.00 | 5752.00 | 5740.00 | 5780.00 | 5730.00 | 28.00 | 56.00 | 20.00 | 28.00 |
| 2019-01-04 | 5734.00 | 5768.00 | 5800.00 | 5722.00 | 5720.00 | 5776.00 | 5780.00 | 5700.00 | 14.00 | -8.00 | 20.00 | 22.00 |
| 2019-01-03 | 5760.00 | 5736.00 | 5796.00 | 5704.00 | 5780.00 | 5750.00 | 5800.00 | 5734.00 | -20.00 | -14.00 | -4.00 | -30.00 |
| 2019-01-02 | 5730.00 | 5704.00 | 5730.00 | 5618.00 | 5800.00 | 5760.00 | 5800.00 | 5580.00 | -70.00 | -56.00 | -70.00 | 38.00 |
| 2018-12-28 | 5720.00 | 5732.00 | 5760.00 | 5694.00 | 5888.00 | 5812.00 | 5896.00 | 5730.00 | -168.00 | -80.00 | -136.00 | -36.00 |
| 2018-12-27 | 5840.00 | 5736.00 | 5868.00 | 5674.00 | 6148.00 | 5898.00 | 6148.00 | 5840.00 | -308.00 | -162.00 | -280.00 | -166.00 |
| 2018-12-26 | 5832.00 | 5782.00 | 5860.00 | 5768.00 | 6136.00 | 6070.00 | 6156.00 | 6070.00 | -304.00 | -288.00 | -296.00 | -302.00 |
| 2018-12-25 | 5836.00 | 5826.00 | 5870.00 | 5796.00 | 6140.00 | 6132.00 | 6158.00 | 6090.00 | -304.00 | -306.00 | -288.00 | -294.00 |
| 2018-12-24 | 5860.00 | 5882.00 | 5926.00 | 5858.00 | 6026.00 | 6138.00 | 6160.00 | 6022.00 | -166.00 | -256.00 | -234.00 | -164.00 |
| 2018-12-21 | 6068.00 | 6060.00 | 6086.00 | 6004.00 | 6014.00 | 5926.00 | 6034.00 | 5918.00 | 54.00 | 134.00 | 52.00 | 86.00 |
| 2018-12-20 | 6130.00 | 6040.00 | 6130.00 | 5994.00 | 6018.00 | 6004.00 | 6038.00 | 5974.00 | 112.00 | 36.00 | 92.00 | 20.00 |
| 2018-12-19 | 6086.00 | 6100.00 | 6166.00 | 6064.00 | 6022.00 | 6022.00 | 6060.00 | 5998.00 | 64.00 | 78.00 | 106.00 | 66.00 |
| 2018-12-18 | 6050.00 | 6140.00 | 6160.00 | 6030.00 | 6016.00 | 6046.00 | 6072.00 | 6000.00 | 34.00 | 94.00 | 88.00 | 30.00 |
| 2018-12-17 | 6120.00 | 6074.00 | 6138.00 | 6020.00 | 6002.00 | 6022.00 | 6022.00 | 5900.00 | 118.00 | 52.00 | 116.00 | 120.00 |
| 2018-12-14 | 6232.00 | 6126.00 | 6240.00 | 6120.00 | 6014.00 | 5982.00 | 6094.00 | 5980.00 | 218.00 | 144.00 | 146.00 | 140.00 |
| 2018-12-13 | 6232.00 | 6230.00 | 6296.00 | 6214.00 | 5994.00 | 6004.00 | 6024.00 | 5970.00 | 238.00 | 226.00 | 272.00 | 244.00 |
| 2018-12-12 | 6316.00 | 6222.00 | 6328.00 | 6222.00 | 6052.00 | 5966.00 | 6098.00 | 5956.00 | 264.00 | 256.00 | 230.00 | 266.00 |
| 2018-12-11 | 6216.00 | 6272.00 | 6302.00 | 6180.00 | 5988.00 | 6024.00 | 6064.00 | 5982.00 | 228.00 | 248.00 | 238.00 | 198.00 |
| 2018-12-10 | 6230.00 | 6222.00 | 6272.00 | 6162.00 | 6108.00 | 6018.00 | 6116.00 | 6016.00 | 122.00 | 204.00 | 156.00 | 146.00 |
| 2018-12-07 | 6310.00 | 6282.00 | 6342.00 | 6250.00 | 6104.00 | 6140.00 | 6170.00 | 6082.00 | 206.00 | 142.00 | 172.00 | 168.00 |
| 2018-12-06 | 6384.00 | 6312.00 | 6388.00 | 6208.00 | 6192.00 | 6124.00 | 6216.00 | 6090.00 | 192.00 | 188.00 | 172.00 | 118.00 |
| 2018-12-05 | 6388.00 | 6382.00 | 6412.00 | 6342.00 | 6106.00 | 6192.00 | 6202.00 | 6084.00 | 282.00 | 190.00 | 210.00 | 258.00 |
| 2018-12-04 | 6292.00 | 6382.00 | 6396.00 | 6292.00 | 6056.00 | 6122.00 | 6140.00 | 6040.00 | 236.00 | 260.00 | 256.00 | 252.00 |