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：
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-06-15 | 12535.00 | 12370.00 | 12630.00 | 12270.00 | 12580.00 | 12395.00 | 12660.00 | 12300.00 | -45.00 | -25.00 | -30.00 | -30.00 |
| 2023-06-14 | 12560.00 | 12540.00 | 12700.00 | 12420.00 | 12600.00 | 12555.00 | 12735.00 | 12460.00 | -40.00 | -15.00 | -35.00 | -40.00 |
| 2023-06-13 | 12510.00 | 12535.00 | 12665.00 | 12380.00 | 12550.00 | 12575.00 | 12695.00 | 12420.00 | -40.00 | -40.00 | -30.00 | -40.00 |
| 2023-06-12 | 12695.00 | 12545.00 | 12720.00 | 12540.00 | 12745.00 | 12580.00 | 12745.00 | 12580.00 | -50.00 | -35.00 | -25.00 | -40.00 |
| 2023-06-09 | 12825.00 | 12730.00 | 12880.00 | 12710.00 | 12820.00 | 12765.00 | 12905.00 | 12740.00 | 5.00 | -35.00 | -25.00 | -30.00 |
| 2023-06-08 | 12755.00 | 12765.00 | 12855.00 | 12565.00 | 12820.00 | 12790.00 | 12885.00 | 12600.00 | -65.00 | -25.00 | -30.00 | -35.00 |
| 2023-06-07 | 13020.00 | 12705.00 | 13050.00 | 12610.00 | 13045.00 | 12730.00 | 13080.00 | 12630.00 | -25.00 | -25.00 | -30.00 | -20.00 |
| 2023-06-06 | 13030.00 | 12990.00 | 13135.00 | 12950.00 | 13075.00 | 13010.00 | 13160.00 | 12980.00 | -45.00 | -20.00 | -25.00 | -30.00 |
| 2023-06-05 | 13270.00 | 13020.00 | 13295.00 | 12915.00 | 13245.00 | 13050.00 | 13315.00 | 12950.00 | 25.00 | -30.00 | -20.00 | -35.00 |
| 2023-06-02 | 13000.00 | 13220.00 | 13365.00 | 12970.00 | 13085.00 | 13245.00 | 13390.00 | 13005.00 | -85.00 | -25.00 | -25.00 | -35.00 |
| 2023-06-01 | 12890.00 | 12975.00 | 13030.00 | 12875.00 | 13065.00 | 13015.00 | 13065.00 | 12915.00 | -175.00 | -40.00 | -35.00 | -40.00 |
| 2023-05-31 | 12790.00 | 12815.00 | 12860.00 | 12700.00 | 12890.00 | 12835.00 | 12890.00 | 12725.00 | -100.00 | -20.00 | -30.00 | -25.00 |
| 2023-05-30 | 12885.00 | 12880.00 | 12945.00 | 12785.00 | 12950.00 | 12900.00 | 12980.00 | 12815.00 | -65.00 | -20.00 | -35.00 | -30.00 |
| 2023-05-29 | 12930.00 | 12880.00 | 13230.00 | 12760.00 | 12910.00 | 12920.00 | 13260.00 | 12790.00 | 20.00 | -40.00 | -30.00 | -30.00 |
| 2023-05-26 | 12580.00 | 12860.00 | 12985.00 | 12505.00 | 12730.00 | 12890.00 | 13000.00 | 12550.00 | -150.00 | -30.00 | -15.00 | -45.00 |
| 2023-05-25 | 13025.00 | 12635.00 | 13035.00 | 12585.00 | 13100.00 | 12680.00 | 13100.00 | 12635.00 | -75.00 | -45.00 | -65.00 | -50.00 |
| 2023-05-24 | 13120.00 | 13090.00 | 13275.00 | 13010.00 | 13200.00 | 13120.00 | 13295.00 | 13050.00 | -80.00 | -30.00 | -20.00 | -40.00 |
| 2023-05-23 | 12900.00 | 13150.00 | 13280.00 | 12880.00 | 12900.00 | 13180.00 | 13310.00 | 12900.00 | 0.00 | -30.00 | -30.00 | -20.00 |
| 2023-05-22 | 13170.00 | 12880.00 | 13190.00 | 12695.00 | 13390.00 | 12905.00 | 13390.00 | 12735.00 | -220.00 | -25.00 | -200.00 | -40.00 |
| 2023-05-19 | 13505.00 | 13250.00 | 13520.00 | 13170.00 | 13560.00 | 13295.00 | 13560.00 | 13215.00 | -55.00 | -45.00 | -40.00 | -45.00 |
| 2023-05-18 | 13860.00 | 13620.00 | 13920.00 | 13550.00 | 13890.00 | 13660.00 | 13925.00 | 13560.00 | -30.00 | -40.00 | -5.00 | -10.00 |
| 2023-05-17 | 14030.00 | 13860.00 | 14080.00 | 13815.00 | 14020.00 | 13850.00 | 14070.00 | 13815.00 | 10.00 | 10.00 | 10.00 | 0.00 |
| 2023-05-16 | 14090.00 | 14050.00 | 14215.00 | 14020.00 | 14060.00 | 14030.00 | 14200.00 | 14010.00 | 30.00 | 20.00 | 15.00 | 10.00 |
| 2023-05-15 | 14180.00 | 14085.00 | 14270.00 | 14040.00 | 14180.00 | 14080.00 | 14250.00 | 14035.00 | 0.00 | 5.00 | 20.00 | 5.00 |
| 2023-05-12 | 14360.00 | 14150.00 | 14450.00 | 14150.00 | 14420.00 | 14140.00 | 14435.00 | 14140.00 | -60.00 | 10.00 | 15.00 | 10.00 |
| 2023-05-11 | 14505.00 | 14400.00 | 14520.00 | 14320.00 | 14550.00 | 14375.00 | 14550.00 | 14305.00 | -45.00 | 25.00 | -30.00 | 15.00 |
| 2023-05-10 | 15090.00 | 14565.00 | 15160.00 | 14535.00 | 15050.00 | 14540.00 | 15100.00 | 14520.00 | 40.00 | 25.00 | 60.00 | 15.00 |
| 2023-05-09 | 15230.00 | 15100.00 | 15240.00 | 15070.00 | 15215.00 | 15060.00 | 15215.00 | 15045.00 | 15.00 | 40.00 | 25.00 | 25.00 |
| 2023-05-08 | 15300.00 | 15235.00 | 15360.00 | 15205.00 | 15225.00 | 15185.00 | 15305.00 | 15170.00 | 75.00 | 50.00 | 55.00 | 35.00 |
| 2023-05-05 | 15160.00 | 15225.00 | 15295.00 | 15010.00 | 15145.00 | 15195.00 | 15250.00 | 14995.00 | 15.00 | 30.00 | 45.00 | 15.00 |
| 2023-05-04 | 15160.00 | 15190.00 | 15325.00 | 15120.00 | 14995.00 | 15155.00 | 15285.00 | 14995.00 | 165.00 | 35.00 | 40.00 | 125.00 |
| 2023-04-28 | 15170.00 | 15190.00 | 15275.00 | 15090.00 | 15050.00 | 15180.00 | 15245.00 | 15050.00 | 120.00 | 10.00 | 30.00 | 40.00 |
| 2023-04-27 | 15305.00 | 15175.00 | 15475.00 | 15125.00 | 15390.00 | 15150.00 | 15440.00 | 15090.00 | -85.00 | 25.00 | 35.00 | 35.00 |
| 2023-04-26 | 15375.00 | 15325.00 | 15550.00 | 15300.00 | 15400.00 | 15310.00 | 15520.00 | 15275.00 | -25.00 | 15.00 | 30.00 | 25.00 |
| 2023-04-25 | 15160.00 | 15400.00 | 15410.00 | 15160.00 | 15155.00 | 15375.00 | 15385.00 | 15140.00 | 5.00 | 25.00 | 25.00 | 20.00 |
| 2023-04-24 | 15100.00 | 15120.00 | 15295.00 | 15015.00 | 15165.00 | 15095.00 | 15275.00 | 15010.00 | -65.00 | 25.00 | 20.00 | 5.00 |
| 2023-04-21 | 15100.00 | 15140.00 | 15225.00 | 15035.00 | 15120.00 | 15110.00 | 15205.00 | 15030.00 | -20.00 | 30.00 | 20.00 | 5.00 |
| 2023-04-20 | 15400.00 | 15160.00 | 15450.00 | 15150.00 | 15430.00 | 15150.00 | 15430.00 | 15140.00 | -30.00 | 10.00 | 20.00 | 10.00 |
| 2023-04-19 | 15540.00 | 15440.00 | 15660.00 | 15410.00 | 15450.00 | 15430.00 | 15645.00 | 15400.00 | 90.00 | 10.00 | 15.00 | 10.00 |
| 2023-04-18 | 15420.00 | 15480.00 | 15545.00 | 15300.00 | 15415.00 | 15475.00 | 15530.00 | 15295.00 | 5.00 | 5.00 | 15.00 | 5.00 |
| 2023-04-17 | 15110.00 | 15395.00 | 15400.00 | 15095.00 | 15000.00 | 15370.00 | 15380.00 | 15000.00 | 110.00 | 25.00 | 20.00 | 95.00 |
| 2023-04-14 | 15100.00 | 15085.00 | 15220.00 | 15015.00 | 15095.00 | 15065.00 | 15195.00 | 15000.00 | 5.00 | 20.00 | 25.00 | 15.00 |
| 2023-04-13 | 15155.00 | 15065.00 | 15230.00 | 15025.00 | 15095.00 | 15050.00 | 15195.00 | 15005.00 | 60.00 | 15.00 | 35.00 | 20.00 |
| 2023-04-12 | 14980.00 | 15155.00 | 15310.00 | 14980.00 | 14980.00 | 15135.00 | 15280.00 | 14980.00 | 0.00 | 20.00 | 30.00 | 0.00 |
| 2023-04-11 | 14925.00 | 14965.00 | 15050.00 | 14830.00 | 14950.00 | 14935.00 | 15010.00 | 14815.00 | -25.00 | 30.00 | 40.00 | 15.00 |
| 2023-04-10 | 15250.00 | 14930.00 | 15290.00 | 14865.00 | 15250.00 | 14900.00 | 15250.00 | 14870.00 | 0.00 | 30.00 | 40.00 | -5.00 |
| 2023-04-07 | 15255.00 | 15225.00 | 15310.00 | 15120.00 | 15330.00 | 15210.00 | 15330.00 | 15105.00 | -75.00 | 15.00 | -20.00 | 15.00 |
| 2023-04-06 | 15040.00 | 15225.00 | 15335.00 | 14710.00 | 15145.00 | 15210.00 | 15300.00 | 14680.00 | -105.00 | 15.00 | 35.00 | 30.00 |
| 2023-04-04 | 15310.00 | 15070.00 | 15310.00 | 14990.00 | 15330.00 | 15010.00 | 15330.00 | 14950.00 | -20.00 | 60.00 | -20.00 | 40.00 |
| 2023-04-03 | 15555.00 | 15310.00 | 15600.00 | 15310.00 | 15630.00 | 15260.00 | 15630.00 | 15250.00 | -75.00 | 50.00 | -30.00 | 60.00 |
| 2023-03-31 | 15740.00 | 15515.00 | 15820.00 | 15490.00 | 15705.00 | 15455.00 | 15750.00 | 15430.00 | 35.00 | 60.00 | 70.00 | 60.00 |
| 2023-03-30 | 15710.00 | 15730.00 | 15790.00 | 15650.00 | 15575.00 | 15665.00 | 15730.00 | 15575.00 | 135.00 | 65.00 | 60.00 | 75.00 |
| 2023-03-29 | 15640.00 | 15750.00 | 15890.00 | 15480.00 | 14610.00 | 15700.00 | 15815.00 | 14610.00 | 1030.00 | 50.00 | 75.00 | 870.00 |
| 2023-03-28 | 15950.00 | 15910.00 | 15995.00 | 15865.00 | 15900.00 | 15835.00 | 15935.00 | 15805.00 | 50.00 | 75.00 | 60.00 | 60.00 |
| 2023-03-27 | 15900.00 | 15915.00 | 16065.00 | 15880.00 | 15850.00 | 15835.00 | 16010.00 | 15835.00 | 50.00 | 80.00 | 55.00 | 45.00 |
| 2023-03-24 | 15920.00 | 15895.00 | 15980.00 | 15750.00 | 15890.00 | 15835.00 | 15905.00 | 15680.00 | 30.00 | 60.00 | 75.00 | 70.00 |
| 2023-03-23 | 15990.00 | 15895.00 | 16070.00 | 15850.00 | 15880.00 | 15815.00 | 15980.00 | 15790.00 | 110.00 | 80.00 | 90.00 | 60.00 |
| 2023-03-22 | 15870.00 | 15965.00 | 16030.00 | 15745.00 | 15900.00 | 15875.00 | 15950.00 | 15675.00 | -30.00 | 90.00 | 80.00 | 70.00 |
| 2023-03-21 | 16200.00 | 15870.00 | 16330.00 | 15785.00 | 16125.00 | 15805.00 | 16210.00 | 15710.00 | 75.00 | 65.00 | 120.00 | 75.00 |
| 2023-03-20 | 16160.00 | 16080.00 | 16295.00 | 16020.00 | 16105.00 | 16015.00 | 16200.00 | 15945.00 | 55.00 | 65.00 | 95.00 | 75.00 |
| 2023-03-17 | 16060.00 | 16120.00 | 16310.00 | 16010.00 | 16100.00 | 16040.00 | 16240.00 | 15950.00 | -40.00 | 80.00 | 70.00 | 60.00 |
| 2023-03-16 | 16690.00 | 15975.00 | 16710.00 | 15950.00 | 16520.00 | 15940.00 | 16600.00 | 15910.00 | 170.00 | 35.00 | 110.00 | 40.00 |
| 2023-03-15 | 16880.00 | 16740.00 | 16960.00 | 16710.00 | 16860.00 | 16660.00 | 16875.00 | 16650.00 | 20.00 | 80.00 | 85.00 | 60.00 |
| 2023-03-14 | 16940.00 | 16905.00 | 17060.00 | 16860.00 | 16870.00 | 16800.00 | 16960.00 | 16785.00 | 70.00 | 105.00 | 100.00 | 75.00 |
| 2023-03-13 | 16960.00 | 16970.00 | 17040.00 | 16820.00 | 16900.00 | 16875.00 | 16960.00 | 16760.00 | 60.00 | 95.00 | 80.00 | 60.00 |
| 2023-03-10 | 17085.00 | 16960.00 | 17115.00 | 16865.00 | 16990.00 | 16860.00 | 17040.00 | 16800.00 | 95.00 | 100.00 | 75.00 | 65.00 |
| 2023-03-09 | 17195.00 | 17075.00 | 17220.00 | 17010.00 | 17100.00 | 17005.00 | 17130.00 | 16950.00 | 95.00 | 70.00 | 90.00 | 60.00 |
| 2023-03-08 | 17140.00 | 17175.00 | 17330.00 | 17010.00 | 17520.00 | 17090.00 | 17520.00 | 16935.00 | -380.00 | 85.00 | -190.00 | 75.00 |
| 2023-03-07 | 17300.00 | 17130.00 | 17410.00 | 17100.00 | 17220.00 | 17025.00 | 17315.00 | 17025.00 | 80.00 | 105.00 | 95.00 | 75.00 |
| 2023-03-06 | 17490.00 | 17300.00 | 17520.00 | 17290.00 | 17440.00 | 17215.00 | 17440.00 | 17205.00 | 50.00 | 85.00 | 80.00 | 85.00 |
| 2023-03-03 | 17510.00 | 17490.00 | 17560.00 | 17480.00 | 17450.00 | 17405.00 | 17470.00 | 17405.00 | 60.00 | 85.00 | 90.00 | 75.00 |
| 2023-03-02 | 17550.00 | 17525.00 | 17620.00 | 17510.00 | 17440.00 | 17435.00 | 17585.00 | 17425.00 | 110.00 | 90.00 | 35.00 | 85.00 |
| 2023-03-01 | 17500.00 | 17540.00 | 17595.00 | 17485.00 | 17405.00 | 17430.00 | 17495.00 | 17405.00 | 95.00 | 110.00 | 100.00 | 80.00 |
| 2023-02-28 | 17500.00 | 17520.00 | 17580.00 | 17420.00 | 17365.00 | 17425.00 | 17485.00 | 17320.00 | 135.00 | 95.00 | 95.00 | 100.00 |
| 2023-02-27 | 17615.00 | 17480.00 | 17745.00 | 17460.00 | 17510.00 | 17360.00 | 17640.00 | 17360.00 | 105.00 | 120.00 | 105.00 | 100.00 |
| 2023-02-24 | 17635.00 | 17635.00 | 17680.00 | 17555.00 | 17525.00 | 17515.00 | 17565.00 | 17465.00 | 110.00 | 120.00 | 115.00 | 90.00 |
| 2023-02-23 | 17620.00 | 17620.00 | 17700.00 | 17570.00 | 17490.00 | 17535.00 | 17590.00 | 17485.00 | 130.00 | 85.00 | 110.00 | 85.00 |
| 2023-02-22 | 17650.00 | 17575.00 | 17755.00 | 17505.00 | 17590.00 | 17475.00 | 17655.00 | 17410.00 | 60.00 | 100.00 | 100.00 | 95.00 |
| 2023-02-21 | 17555.00 | 17675.00 | 17800.00 | 17550.00 | 17390.00 | 17580.00 | 17690.00 | 17390.00 | 165.00 | 95.00 | 110.00 | 160.00 |
| 2023-02-20 | 17300.00 | 17470.00 | 17495.00 | 17260.00 | 17460.00 | 17365.00 | 17460.00 | 17190.00 | -160.00 | 105.00 | 35.00 | 70.00 |
| 2023-02-17 | 17630.00 | 17375.00 | 17750.00 | 17360.00 | 17570.00 | 17285.00 | 17650.00 | 17285.00 | 60.00 | 90.00 | 100.00 | 75.00 |
| 2023-02-16 | 17950.00 | 17630.00 | 17950.00 | 17585.00 | 17820.00 | 17500.00 | 17820.00 | 17500.00 | 130.00 | 130.00 | 130.00 | 85.00 |
| 2023-02-15 | 18000.00 | 17885.00 | 18110.00 | 17865.00 | 17885.00 | 17795.00 | 17995.00 | 17780.00 | 115.00 | 90.00 | 115.00 | 85.00 |
| 2023-02-14 | 17930.00 | 17945.00 | 18035.00 | 17900.00 | 17880.00 | 17855.00 | 17930.00 | 17820.00 | 50.00 | 90.00 | 105.00 | 80.00 |
| 2023-02-13 | 17955.00 | 17920.00 | 18080.00 | 17850.00 | 17855.00 | 17820.00 | 17945.00 | 17810.00 | 100.00 | 100.00 | 135.00 | 40.00 |
| 2023-02-10 | 18000.00 | 17955.00 | 18105.00 | 17775.00 | 17870.00 | 17885.00 | 18000.00 | 17700.00 | 130.00 | 70.00 | 105.00 | 75.00 |
| 2023-02-09 | 17875.00 | 18020.00 | 18105.00 | 17820.00 | 17720.00 | 17910.00 | 18000.00 | 17720.00 | 155.00 | 110.00 | 105.00 | 100.00 |
| 2023-02-08 | 17740.00 | 17875.00 | 18025.00 | 17680.00 | 17630.00 | 17800.00 | 17925.00 | 17590.00 | 110.00 | 75.00 | 100.00 | 90.00 |
| 2023-02-07 | 17780.00 | 17715.00 | 17850.00 | 17655.00 | 17690.00 | 17640.00 | 17750.00 | 17585.00 | 90.00 | 75.00 | 100.00 | 70.00 |
| 2023-02-06 | 17695.00 | 17765.00 | 17820.00 | 17625.00 | 17615.00 | 17660.00 | 17720.00 | 17550.00 | 80.00 | 105.00 | 100.00 | 75.00 |
| 2023-02-03 | 17670.00 | 17745.00 | 17820.00 | 17500.00 | 17750.00 | 17645.00 | 17750.00 | 17420.00 | -80.00 | 100.00 | 70.00 | 80.00 |
| 2023-02-02 | 17840.00 | 17625.00 | 18020.00 | 17575.00 | 17805.00 | 17560.00 | 17910.00 | 17485.00 | 35.00 | 65.00 | 110.00 | 90.00 |
| 2023-02-01 | 17860.00 | 17900.00 | 18060.00 | 17660.00 | 18005.00 | 17810.00 | 18005.00 | 17570.00 | -145.00 | 90.00 | 55.00 | 90.00 |
| 2023-01-31 | 18065.00 | 17860.00 | 18260.00 | 17820.00 | 18210.00 | 17800.00 | 18210.00 | 17725.00 | -145.00 | 60.00 | 50.00 | 95.00 |
| 2023-01-30 | 18660.00 | 18075.00 | 18720.00 | 17980.00 | 18480.00 | 17940.00 | 18480.00 | 17890.00 | 180.00 | 135.00 | 240.00 | 90.00 |
| 2023-01-20 | 18400.00 | 18590.00 | 18625.00 | 18105.00 | 18120.00 | 18480.00 | 18485.00 | 17990.00 | 280.00 | 110.00 | 140.00 | 115.00 |
| 2023-01-19 | 17720.00 | 18330.00 | 18375.00 | 17650.00 | 17580.00 | 18195.00 | 18240.00 | 17535.00 | 140.00 | 135.00 | 135.00 | 115.00 |
| 2023-01-18 | 17650.00 | 17710.00 | 17825.00 | 17620.00 | 17480.00 | 17580.00 | 17700.00 | 17480.00 | 170.00 | 130.00 | 125.00 | 140.00 |
| 2023-01-17 | 17530.00 | 17615.00 | 17800.00 | 17530.00 | 17435.00 | 17535.00 | 17660.00 | 17435.00 | 95.00 | 80.00 | 140.00 | 95.00 |
| 2023-01-16 | 17450.00 | 17515.00 | 17670.00 | 17450.00 | 17430.00 | 17405.00 | 17510.00 | 17350.00 | 20.00 | 110.00 | 160.00 | 100.00 |