本页面展示工业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。
关于工业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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-09-06 | 9565.00 | 9630.00 | 9645.00 | 9410.00 | 9590.00 | 9625.00 | 9640.00 | 9405.00 | -25.00 | 5.00 | 5.00 | 5.00 |
| 2024-09-05 | 9800.00 | 9510.00 | 9905.00 | 9490.00 | 9770.00 | 9505.00 | 9885.00 | 9480.00 | 30.00 | 5.00 | 20.00 | 10.00 |
| 2024-09-04 | 9630.00 | 9760.00 | 9955.00 | 9585.00 | 9695.00 | 9750.00 | 9935.00 | 9570.00 | -65.00 | 10.00 | 20.00 | 15.00 |
| 2024-09-03 | 9625.00 | 9735.00 | 9800.00 | 9545.00 | 9640.00 | 9730.00 | 9790.00 | 9535.00 | -15.00 | 5.00 | 10.00 | 10.00 |
| 2024-09-02 | 10025.00 | 9615.00 | 10040.00 | 9560.00 | 10055.00 | 9595.00 | 10055.00 | 9545.00 | -30.00 | 20.00 | -15.00 | 15.00 |
| 2024-08-30 | 10105.00 | 10125.00 | 10180.00 | 10005.00 | 10095.00 | 10095.00 | 10145.00 | 9980.00 | 10.00 | 30.00 | 35.00 | 25.00 |
| 2024-08-29 | 9815.00 | 10130.00 | 10170.00 | 9750.00 | 9795.00 | 10110.00 | 10145.00 | 9740.00 | 20.00 | 20.00 | 25.00 | 10.00 |
| 2024-08-28 | 9900.00 | 9815.00 | 9930.00 | 9735.00 | 9835.00 | 9795.00 | 9905.00 | 9720.00 | 65.00 | 20.00 | 25.00 | 15.00 |
| 2024-08-27 | 9515.00 | 9845.00 | 9860.00 | 9510.00 | 9505.00 | 9820.00 | 9840.00 | 9505.00 | 10.00 | 25.00 | 20.00 | 5.00 |
| 2024-08-26 | 9670.00 | 9500.00 | 9795.00 | 9385.00 | 12435.00 | 12310.00 | 12565.00 | 12230.00 | -2765.00 | -2810.00 | -2770.00 | -2845.00 |
| 2024-08-23 | 9720.00 | 9595.00 | 9725.00 | 9530.00 | 9695.00 | 9580.00 | 9710.00 | 9520.00 | 25.00 | 15.00 | 15.00 | 10.00 |
| 2024-08-22 | 9810.00 | 9730.00 | 9865.00 | 9665.00 | 9810.00 | 9710.00 | 9845.00 | 9645.00 | 0.00 | 20.00 | 20.00 | 20.00 |
| 2024-08-21 | 9715.00 | 9850.00 | 9935.00 | 9615.00 | 9690.00 | 9825.00 | 9910.00 | 9605.00 | 25.00 | 25.00 | 25.00 | 10.00 |
| 2024-08-20 | 9485.00 | 9680.00 | 9710.00 | 9440.00 | 9450.00 | 9655.00 | 9690.00 | 9430.00 | 35.00 | 25.00 | 20.00 | 10.00 |
| 2024-08-19 | 9640.00 | 9470.00 | 9640.00 | 9435.00 | 9585.00 | 9450.00 | 9600.00 | 9405.00 | 55.00 | 20.00 | 40.00 | 30.00 |
| 2024-08-16 | 9560.00 | 9600.00 | 9675.00 | 9500.00 | 9445.00 | 9565.00 | 9630.00 | 9445.00 | 115.00 | 35.00 | 45.00 | 55.00 |
| 2024-08-15 | 9360.00 | 9450.00 | 9490.00 | 9260.00 | 9225.00 | 9405.00 | 9440.00 | 9215.00 | 135.00 | 45.00 | 50.00 | 45.00 |
| 2024-08-14 | 9650.00 | 9340.00 | 9820.00 | 9285.00 | 9590.00 | 9255.00 | 9715.00 | 9190.00 | 60.00 | 85.00 | 105.00 | 95.00 |
| 2024-08-13 | 9640.00 | 9690.00 | 9800.00 | 9620.00 | 9530.00 | 9590.00 | 9700.00 | 9530.00 | 110.00 | 100.00 | 100.00 | 90.00 |
| 2024-08-12 | 9810.00 | 9630.00 | 9860.00 | 9610.00 | 9695.00 | 9530.00 | 9760.00 | 9510.00 | 115.00 | 100.00 | 100.00 | 100.00 |
| 2024-08-09 | 10045.00 | 9860.00 | 10130.00 | 9855.00 | 9945.00 | 9745.00 | 10030.00 | 9745.00 | 100.00 | 115.00 | 100.00 | 110.00 |
| 2024-08-08 | 10195.00 | 9885.00 | 10225.00 | 9870.00 | 10300.00 | 10005.00 | 10330.00 | 9985.00 | -105.00 | -120.00 | -105.00 | -115.00 |
| 2024-08-07 | 10270.00 | 10195.00 | 10330.00 | 10185.00 | 10360.00 | 10295.00 | 10440.00 | 10290.00 | -90.00 | -100.00 | -110.00 | -105.00 |
| 2024-08-06 | 10410.00 | 10225.00 | 10500.00 | 10215.00 | 10550.00 | 10355.00 | 10615.00 | 10330.00 | -140.00 | -130.00 | -115.00 | -115.00 |
| 2024-08-05 | 10335.00 | 10405.00 | 10495.00 | 10265.00 | 10480.00 | 10520.00 | 10595.00 | 10380.00 | -145.00 | -115.00 | -100.00 | -115.00 |
| 2024-08-02 | 10355.00 | 10410.00 | 10450.00 | 10230.00 | 10415.00 | 10470.00 | 10510.00 | 10300.00 | -60.00 | -60.00 | -60.00 | -70.00 |
| 2024-08-01 | 10495.00 | 10390.00 | 10570.00 | 10325.00 | 10700.00 | 10525.00 | 10700.00 | 10455.00 | -205.00 | -135.00 | -130.00 | -130.00 |
| 2024-07-31 | 10175.00 | 10440.00 | 10445.00 | 10150.00 | 10270.00 | 10575.00 | 10575.00 | 10270.00 | -95.00 | -135.00 | -130.00 | -120.00 |
| 2024-07-30 | 10380.00 | 10125.00 | 10385.00 | 10120.00 | 10480.00 | 10275.00 | 10535.00 | 10270.00 | -100.00 | -150.00 | -150.00 | -150.00 |
| 2024-07-29 | 10450.00 | 10380.00 | 10450.00 | 10220.00 | 10500.00 | 10460.00 | 10520.00 | 10300.00 | -50.00 | -80.00 | -70.00 | -80.00 |
| 2024-07-26 | 10310.00 | 10405.00 | 10500.00 | 10265.00 | 10415.00 | 10570.00 | 10660.00 | 10415.00 | -105.00 | -165.00 | -160.00 | -150.00 |
| 2024-07-25 | 10125.00 | 10245.00 | 10315.00 | 10070.00 | 10195.00 | 10330.00 | 10395.00 | 10150.00 | -70.00 | -85.00 | -80.00 | -80.00 |
| 2024-07-24 | 10335.00 | 10235.00 | 10410.00 | 10215.00 | 10420.00 | 10315.00 | 10485.00 | 10295.00 | -85.00 | -80.00 | -75.00 | -80.00 |
| 2024-07-23 | 10265.00 | 10320.00 | 10410.00 | 10195.00 | 10400.00 | 10485.00 | 10575.00 | 10360.00 | -135.00 | -165.00 | -165.00 | -165.00 |
| 2024-07-22 | 10535.00 | 10275.00 | 10580.00 | 10265.00 | 10630.00 | 10355.00 | 10645.00 | 10345.00 | -95.00 | -80.00 | -65.00 | -80.00 |
| 2024-07-19 | 10515.00 | 10575.00 | 10700.00 | 10495.00 | 10670.00 | 10735.00 | 10855.00 | 10660.00 | -155.00 | -160.00 | -155.00 | -165.00 |
| 2024-07-18 | 10650.00 | 10570.00 | 10675.00 | 10515.00 | 10790.00 | 10655.00 | 10790.00 | 10595.00 | -140.00 | -85.00 | -115.00 | -80.00 |
| 2024-07-17 | 10635.00 | 10705.00 | 10765.00 | 10475.00 | 10525.00 | 10620.00 | 10680.00 | 10395.00 | 110.00 | 85.00 | 85.00 | 80.00 |
| 2024-07-16 | 10510.00 | 10595.00 | 10650.00 | 10425.00 | 10585.00 | 10680.00 | 10730.00 | 10510.00 | -75.00 | -85.00 | -80.00 | -85.00 |
| 2024-07-15 | 10765.00 | 10505.00 | 10785.00 | 10445.00 | 10805.00 | 10590.00 | 10860.00 | 10530.00 | -40.00 | -85.00 | -75.00 | -85.00 |
| 2024-07-12 | 10935.00 | 10765.00 | 10965.00 | 10755.00 | 11005.00 | 10845.00 | 11045.00 | 10840.00 | -70.00 | -80.00 | -80.00 | -85.00 |
| 2024-07-11 | 11130.00 | 10905.00 | 11170.00 | 10865.00 | 11155.00 | 10990.00 | 11245.00 | 10955.00 | -25.00 | -85.00 | -75.00 | -90.00 |
| 2024-07-10 | 11290.00 | 11110.00 | 11295.00 | 11095.00 | 11315.00 | 11190.00 | 11380.00 | 11180.00 | -25.00 | -80.00 | -85.00 | -85.00 |
| 2024-07-09 | 11245.00 | 11310.00 | 11315.00 | 11055.00 | 11190.00 | 11220.00 | 11230.00 | 10980.00 | 55.00 | 90.00 | 85.00 | 75.00 |
| 2024-07-08 | 11280.00 | 11245.00 | 11310.00 | 11160.00 | 11230.00 | 11160.00 | 11230.00 | 11085.00 | 50.00 | 85.00 | 80.00 | 75.00 |
| 2024-07-05 | 11340.00 | 11260.00 | 11430.00 | 11215.00 | 11240.00 | 11190.00 | 11350.00 | 11140.00 | 100.00 | 70.00 | 80.00 | 75.00 |
| 2024-07-04 | 11515.00 | 11380.00 | 11655.00 | 11360.00 | 11575.00 | 11470.00 | 11730.00 | 11440.00 | -60.00 | -90.00 | -75.00 | -80.00 |
| 2024-07-03 | 11455.00 | 11490.00 | 11510.00 | 11335.00 | 11550.00 | 11560.00 | 11585.00 | 11425.00 | -95.00 | -70.00 | -75.00 | -90.00 |
| 2024-07-02 | 11460.00 | 11465.00 | 11525.00 | 11430.00 | 11500.00 | 11545.00 | 11600.00 | 11500.00 | -40.00 | -80.00 | -75.00 | -70.00 |
| 2024-07-01 | 11410.00 | 11455.00 | 11535.00 | 11320.00 | 11300.00 | 11365.00 | 11450.00 | 11240.00 | 110.00 | 90.00 | 85.00 | 80.00 |
| 2024-06-28 | 11330.00 | 11420.00 | 11460.00 | 11275.00 | 11350.00 | 11325.00 | 11365.00 | 11190.00 | -20.00 | 95.00 | 95.00 | 85.00 |
| 2024-06-27 | 11450.00 | 11415.00 | 11520.00 | 11360.00 | 11550.00 | 11490.00 | 11600.00 | 11445.00 | -100.00 | -75.00 | -80.00 | -85.00 |
| 2024-06-26 | 11290.00 | 11470.00 | 11485.00 | 11240.00 | 11440.00 | 11640.00 | 11650.00 | 11400.00 | -150.00 | -170.00 | -165.00 | -160.00 |
| 2024-06-25 | 11420.00 | 11305.00 | 11440.00 | 11135.00 | 11605.00 | 11460.00 | 11610.00 | 11315.00 | -185.00 | -155.00 | -170.00 | -180.00 |
| 2024-06-24 | 11935.00 | 11400.00 | 11960.00 | 11280.00 | 12085.00 | 11575.00 | 12110.00 | 11455.00 | -150.00 | -175.00 | -150.00 | -175.00 |
| 2024-06-21 | 12100.00 | 11965.00 | 12140.00 | 11935.00 | 11920.00 | 11790.00 | 11965.00 | 11765.00 | 180.00 | 175.00 | 175.00 | 170.00 |
| 2024-06-20 | 12055.00 | 12055.00 | 12150.00 | 12010.00 | 11925.00 | 11965.00 | 12060.00 | 11920.00 | 130.00 | 90.00 | 90.00 | 90.00 |
| 2024-06-19 | 12000.00 | 12020.00 | 12100.00 | 11850.00 | 11965.00 | 11925.00 | 12015.00 | 11770.00 | 35.00 | 95.00 | 85.00 | 80.00 |
| 2024-06-18 | 12220.00 | 11935.00 | 12250.00 | 11865.00 | 12105.00 | 11855.00 | 12155.00 | 11790.00 | 115.00 | 80.00 | 95.00 | 75.00 |
| 2024-06-17 | 12155.00 | 12155.00 | 12240.00 | 12055.00 | 12090.00 | 12065.00 | 12145.00 | 11965.00 | 65.00 | 90.00 | 95.00 | 90.00 |
| 2024-06-14 | 12165.00 | 12175.00 | 12315.00 | 12090.00 | 12050.00 | 12080.00 | 12225.00 | 12005.00 | 115.00 | 95.00 | 90.00 | 85.00 |
| 2024-06-13 | 12135.00 | 12160.00 | 12195.00 | 11850.00 | 11920.00 | 11975.00 | 12020.00 | 11680.00 | 215.00 | 185.00 | 175.00 | 170.00 |
| 2024-06-12 | 12140.00 | 12180.00 | 12240.00 | 12045.00 | 12045.00 | 12000.00 | 12070.00 | 11870.00 | 95.00 | 180.00 | 170.00 | 175.00 |
| 2024-06-11 | 12350.00 | 12120.00 | 12355.00 | 12020.00 | 12110.00 | 11950.00 | 12175.00 | 11855.00 | 240.00 | 170.00 | 180.00 | 165.00 |
| 2024-06-07 | 12560.00 | 12305.00 | 12720.00 | 12185.00 | 12360.00 | 12130.00 | 12525.00 | 12010.00 | 200.00 | 175.00 | 195.00 | 175.00 |
| 2024-06-06 | 12430.00 | 12465.00 | 12610.00 | 12395.00 | 12350.00 | 12365.00 | 12510.00 | 12305.00 | 80.00 | 100.00 | 100.00 | 90.00 |
| 2024-06-05 | 12480.00 | 12400.00 | 12545.00 | 12370.00 | 12325.00 | 12235.00 | 12365.00 | 12195.00 | 155.00 | 165.00 | 180.00 | 175.00 |
| 2024-06-04 | 12410.00 | 12520.00 | 12625.00 | 12350.00 | 12240.00 | 12345.00 | 12445.00 | 12175.00 | 170.00 | 175.00 | 180.00 | 175.00 |
| 2024-06-03 | 12680.00 | 12365.00 | 12840.00 | 12225.00 | 12580.00 | 12195.00 | 12660.00 | 12050.00 | 100.00 | 170.00 | 180.00 | 175.00 |
| 2024-05-31 | 13100.00 | 12835.00 | 13245.00 | 12755.00 | 12870.00 | 12650.00 | 13045.00 | 12565.00 | 230.00 | 185.00 | 200.00 | 190.00 |
| 2024-05-30 | 12715.00 | 13075.00 | 13325.00 | 12650.00 | 12465.00 | 12870.00 | 13160.00 | 12465.00 | 250.00 | 205.00 | 165.00 | 185.00 |
| 2024-05-29 | 12460.00 | 12340.00 | 12550.00 | 12245.00 | 12650.00 | 12515.00 | 12715.00 | 12410.00 | -190.00 | -175.00 | -165.00 | -165.00 |
| 2024-05-28 | 12740.00 | 12465.00 | 12995.00 | 12455.00 | 12945.00 | 12630.00 | 13165.00 | 12620.00 | -205.00 | -165.00 | -170.00 | -165.00 |
| 2024-05-27 | 12925.00 | 12710.00 | 12985.00 | 12575.00 | 13000.00 | 12880.00 | 13140.00 | 12745.00 | -75.00 | -170.00 | -155.00 | -170.00 |
| 2024-05-24 | 12180.00 | 12775.00 | 12920.00 | 12180.00 | 12400.00 | 12940.00 | 13085.00 | 12380.00 | -220.00 | -165.00 | -165.00 | -200.00 |
| 2024-05-23 | 12300.00 | 12220.00 | 12315.00 | 12150.00 | 12440.00 | 12380.00 | 12475.00 | 12310.00 | -140.00 | -160.00 | -160.00 | -160.00 |
| 2024-05-22 | 12305.00 | 12340.00 | 12450.00 | 12235.00 | 12450.00 | 12495.00 | 12600.00 | 12400.00 | -145.00 | -155.00 | -150.00 | -165.00 |
| 2024-05-21 | 12080.00 | 12270.00 | 12425.00 | 12080.00 | 12295.00 | 12425.00 | 12585.00 | 12235.00 | -215.00 | -155.00 | -160.00 | -155.00 |
| 2024-05-20 | 11940.00 | 12055.00 | 12100.00 | 11900.00 | 12060.00 | 12215.00 | 12245.00 | 12060.00 | -120.00 | -160.00 | -145.00 | -160.00 |
| 2024-05-17 | 11750.00 | 11875.00 | 11935.00 | 11740.00 | 11675.00 | 11805.00 | 11865.00 | 11675.00 | 75.00 | 70.00 | 70.00 | 65.00 |
| 2024-05-16 | 11800.00 | 11725.00 | 11815.00 | 11660.00 | 11730.00 | 11655.00 | 11740.00 | 11590.00 | 70.00 | 70.00 | 75.00 | 70.00 |
| 2024-05-15 | 11850.00 | 11770.00 | 11905.00 | 11740.00 | 11860.00 | 11845.00 | 11985.00 | 11825.00 | -10.00 | -75.00 | -80.00 | -85.00 |
| 2024-05-14 | 12000.00 | 11740.00 | 12070.00 | 11645.00 | 12065.00 | 11810.00 | 12130.00 | 11720.00 | -65.00 | -70.00 | -60.00 | -75.00 |
| 2024-05-13 | 11915.00 | 11990.00 | 12075.00 | 11845.00 | 12010.00 | 12055.00 | 12135.00 | 11925.00 | -95.00 | -65.00 | -60.00 | -80.00 |
| 2024-05-10 | 12060.00 | 11925.00 | 12125.00 | 11880.00 | 12205.00 | 12080.00 | 12270.00 | 12040.00 | -145.00 | -155.00 | -145.00 | -160.00 |
| 2024-05-09 | 11885.00 | 12060.00 | 12245.00 | 11810.00 | 12140.00 | 12270.00 | 12445.00 | 12055.00 | -255.00 | -210.00 | -200.00 | -245.00 |
| 2024-05-08 | 11995.00 | 11860.00 | 12010.00 | 11855.00 | 12200.00 | 12105.00 | 12240.00 | 12090.00 | -205.00 | -245.00 | -230.00 | -235.00 |
| 2024-05-07 | 12005.00 | 11955.00 | 12120.00 | 11915.00 | 12150.00 | 12110.00 | 12255.00 | 12065.00 | -145.00 | -155.00 | -135.00 | -150.00 |
| 2024-05-06 | 12000.00 | 11995.00 | 12115.00 | 11945.00 | 12110.00 | 12130.00 | 12245.00 | 12085.00 | -110.00 | -135.00 | -130.00 | -140.00 |
| 2024-04-30 | 12000.00 | 11955.00 | 12160.00 | 11875.00 | 12015.00 | 12025.00 | 12220.00 | 11945.00 | -15.00 | -70.00 | -60.00 | -70.00 |
| 2024-04-29 | 11795.00 | 11965.00 | 12110.00 | 11775.00 | 11900.00 | 12100.00 | 12240.00 | 11900.00 | -105.00 | -135.00 | -130.00 | -125.00 |
| 2024-04-26 | 11745.00 | 11765.00 | 11790.00 | 11625.00 | 11900.00 | 11900.00 | 11915.00 | 11765.00 | -155.00 | -135.00 | -125.00 | -140.00 |
| 2024-04-25 | 11835.00 | 11745.00 | 11875.00 | 11730.00 | 11870.00 | 11815.00 | 11940.00 | 11790.00 | -35.00 | -70.00 | -65.00 | -60.00 |
| 2024-04-24 | 11735.00 | 11790.00 | 11925.00 | 11710.00 | 11925.00 | 11995.00 | 12120.00 | 11920.00 | -190.00 | -205.00 | -195.00 | -210.00 |
| 2024-04-23 | 11730.00 | 11710.00 | 11835.00 | 11700.00 | 11780.00 | 11770.00 | 11900.00 | 11765.00 | -50.00 | -60.00 | -65.00 | -65.00 |
| 2024-04-22 | 11525.00 | 11695.00 | 11760.00 | 11470.00 | 11630.00 | 11770.00 | 11820.00 | 11535.00 | -105.00 | -75.00 | -60.00 | -65.00 |
| 2024-04-19 | 11665.00 | 11520.00 | 11720.00 | 11510.00 | 11720.00 | 11585.00 | 11785.00 | 11575.00 | -55.00 | -65.00 | -65.00 | -65.00 |
| 2024-04-18 | 11715.00 | 11655.00 | 11895.00 | 11625.00 | 11645.00 | 11580.00 | 11825.00 | 11565.00 | 70.00 | 75.00 | 70.00 | 60.00 |
| 2024-04-17 | 11955.00 | 11705.00 | 12050.00 | 11675.00 | 12030.00 | 11770.00 | 12105.00 | 11735.00 | -75.00 | -65.00 | -55.00 | -60.00 |
| 2024-04-16 | 12170.00 | 11955.00 | 12180.00 | 11950.00 | 12240.00 | 12015.00 | 12240.00 | 12015.00 | -70.00 | -60.00 | -60.00 | -65.00 |