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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -76.70 | -505.00 | 435.00 | -71.07 | -395.00 | 360.00 | -68.34 | -405.00 | 380.00 | -74.32 | -395.00 | 365.00 |
| 2024 | -240.48 | -3225.00 | 250.00 | -248.06 | -3200.00 | 205.00 | -243.45 | -3200.00 | 200.00 | -248.10 | -3170.00 | 190.00 |
| 2023 | -22.05 | -625.00 | 1030.00 | -21.86 | -740.00 | 930.00 | -17.40 | -685.00 | 795.00 | -24.09 | -710.00 | 920.00 |
| 2022 | 98.57 | -120.00 | 600.00 | 97.86 | -35.00 | 175.00 | 172.14 | -75.00 | 500.00 | 61.43 | -35.00 | 165.00 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025-11 | 5.00 | -80.00 | 75.00 | 4.75 | -35.00 | 45.00 | 7.50 | -30.00 | 45.00 | 4.00 | -45.00 | 80.00 |
| 2025-10 | -167.35 | -365.00 | 435.00 | -154.12 | -370.00 | 360.00 | -149.71 | -365.00 | 380.00 | -157.65 | -365.00 | 365.00 |
| 2025-09 | -363.86 | -420.00 | -310.00 | -360.45 | -385.00 | -330.00 | -356.14 | -400.00 | -300.00 | -358.18 | -385.00 | -265.00 |
| 2025-08 | -210.95 | -505.00 | 95.00 | -213.10 | -395.00 | 50.00 | -209.76 | -405.00 | 50.00 | -213.10 | -395.00 | 55.00 |
| 2025-07 | 53.48 | -95.00 | 175.00 | 67.83 | -25.00 | 160.00 | 79.35 | -55.00 | 185.00 | 55.22 | -30.00 | 130.00 |
| 2025-06 | -35.75 | -180.00 | 45.00 | -11.50 | -85.00 | 65.00 | -17.50 | -85.00 | 45.00 | -16.75 | -85.00 | 60.00 |
| 2025-05 | -28.42 | -120.00 | 40.00 | -32.89 | -70.00 | 45.00 | -32.63 | -65.00 | 25.00 | -35.26 | -70.00 | 35.00 |
| 2025-04 | -35.00 | -90.00 | 15.00 | -30.95 | -75.00 | 20.00 | -28.81 | -65.00 | 20.00 | -33.33 | -75.00 | 15.00 |
| 2025-03 | -19.29 | -135.00 | 90.00 | -13.57 | -55.00 | 30.00 | -11.67 | -35.00 | 30.00 | -15.71 | -65.00 | 30.00 |
| 2025-02 | 18.06 | -70.00 | 110.00 | 16.67 | -50.00 | 60.00 | 21.11 | -20.00 | 60.00 | 14.17 | -65.00 | 60.00 |
| 2025-01 | -47.50 | -125.00 | 30.00 | -43.06 | -80.00 | 5.00 | -43.61 | -75.00 | 30.00 | -49.17 | -80.00 | 10.00 |
| 2024-12 | -28.86 | -95.00 | 115.00 | -24.32 | -55.00 | 45.00 | -21.82 | -45.00 | 40.00 | -26.82 | -50.00 | 85.00 |
| 2024-11 | 3.10 | -115.00 | 135.00 | -1.90 | -30.00 | 45.00 | 6.67 | -30.00 | 140.00 | -5.48 | -35.00 | 45.00 |
| 2024-10 | -1378.33 | -3225.00 | 100.00 | -1375.56 | -3200.00 | 125.00 | -1381.94 | -3200.00 | 120.00 | -1363.06 | -3170.00 | 45.00 |
| 2024-09 | -1355.79 | -3045.00 | 50.00 | -1374.21 | -3060.00 | 20.00 | -1360.26 | -3005.00 | 25.00 | -1373.16 | -3045.00 | 15.00 |
| 2024-08 | -119.55 | -2765.00 | 135.00 | -126.82 | -2810.00 | 115.00 | -121.14 | -2770.00 | 105.00 | -130.23 | -2845.00 | 110.00 |
| 2024-07 | -45.00 | -155.00 | 110.00 | -61.74 | -165.00 | 90.00 | -59.57 | -165.00 | 85.00 | -62.39 | -165.00 | 80.00 |
| 2024-06 | 67.89 | -185.00 | 240.00 | 77.11 | -175.00 | 185.00 | 80.00 | -170.00 | 195.00 | 72.37 | -180.00 | 175.00 |
| 2024-05 | -85.75 | -255.00 | 250.00 | -94.25 | -245.00 | 205.00 | -90.00 | -230.00 | 200.00 | -100.00 | -245.00 | 190.00 |
| 2024-04 | -46.75 | -320.00 | 130.00 | -48.00 | -205.00 | 75.00 | -41.75 | -195.00 | 95.00 | -53.25 | -210.00 | 65.00 |
| 2024-03 | -39.29 | -125.00 | 170.00 | -50.95 | -125.00 | 60.00 | -42.62 | -115.00 | 70.00 | -47.62 | -125.00 | 65.00 |
| 2024-02 | -41.00 | -95.00 | 30.00 | -47.00 | -70.00 | 50.00 | -43.33 | -65.00 | 50.00 | -48.00 | -60.00 | 45.00 |
| 2024-01 | -26.82 | -135.00 | 240.00 | -55.45 | -70.00 | 55.00 | -52.73 | -75.00 | 55.00 | -45.45 | -70.00 | 170.00 |
| 2023-12 | -30.95 | -100.00 | 50.00 | -48.81 | -70.00 | 60.00 | -45.71 | -65.00 | 65.00 | -51.90 | -100.00 | 55.00 |
| 2023-11 | -29.55 | -145.00 | 50.00 | -54.77 | -75.00 | 60.00 | -52.27 | -70.00 | 60.00 | -54.32 | -80.00 | 55.00 |
| 2023-10 | -95.88 | -625.00 | 805.00 | -99.12 | -740.00 | 930.00 | -92.35 | -685.00 | 795.00 | -95.59 | -710.00 | 920.00 |
| 2023-09 | -300.50 | -545.00 | 100.00 | -316.00 | -525.00 | 85.00 | -307.50 | -525.00 | 110.00 | -318.75 | -500.00 | 100.00 |
| 2023-08 | -37.83 | -160.00 | 90.00 | -38.04 | -85.00 | 75.00 | -28.91 | -160.00 | 70.00 | -62.83 | -450.00 | 60.00 |
| 2023-07 | 30.00 | -120.00 | 205.00 | 7.38 | -60.00 | 50.00 | 15.24 | -45.00 | 55.00 | 10.71 | -60.00 | 60.00 |
| 2023-06 | -28.75 | -175.00 | 170.00 | -21.75 | -40.00 | 20.00 | -17.50 | -40.00 | 35.00 | -21.50 | -40.00 | 85.00 |
| 2023-05 | -25.50 | -220.00 | 165.00 | -3.75 | -45.00 | 50.00 | -10.75 | -200.00 | 60.00 | -4.00 | -50.00 | 125.00 |
| 2023-04 | -6.84 | -105.00 | 120.00 | 22.89 | 5.00 | 60.00 | 19.21 | -30.00 | 40.00 | 23.16 | -5.00 | 95.00 |
| 2023-03 | 88.04 | -380.00 | 1030.00 | 78.91 | 35.00 | 110.00 | 69.57 | -190.00 | 120.00 | 102.39 | 40.00 | 870.00 |
| 2023-02 | 68.75 | -160.00 | 165.00 | 95.50 | 65.00 | 130.00 | 100.00 | 35.00 | 135.00 | 86.75 | 40.00 | 160.00 |
| 2023-01 | 103.75 | -145.00 | 305.00 | 125.94 | 60.00 | 175.00 | 160.31 | 50.00 | 260.00 | 103.44 | 60.00 | 140.00 |
| 2022-12 | 98.57 | -120.00 | 600.00 | 97.86 | -35.00 | 175.00 | 172.14 | -75.00 | 500.00 | 61.43 | -35.00 | 165.00 |
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023-01-06 | 17530.00 | 17820.00 | 17825.00 | 17530.00 | 17540.00 | 17645.00 | 17645.00 | 17430.00 | -10.00 | 175.00 | 180.00 | 100.00 |
| 2023-01-05 | 17615.00 | 17585.00 | 17800.00 | 17500.00 | 17465.00 | 17440.00 | 17615.00 | 17365.00 | 150.00 | 145.00 | 185.00 | 135.00 |
| 2023-01-04 | 17715.00 | 17640.00 | 18050.00 | 17555.00 | 17715.00 | 17500.00 | 17895.00 | 17495.00 | 0.00 | 140.00 | 155.00 | 60.00 |
| 2023-01-03 | 17870.00 | 17770.00 | 18040.00 | 17600.00 | 17710.00 | 17630.00 | 17820.00 | 17490.00 | 160.00 | 140.00 | 220.00 | 110.00 |
| 2022-12-30 | 17535.00 | 17895.00 | 18520.00 | 17535.00 | 17370.00 | 17720.00 | 18270.00 | 17370.00 | 165.00 | 175.00 | 250.00 | 165.00 |
| 2022-12-29 | 17390.00 | 17515.00 | 17665.00 | 17325.00 | 17310.00 | 17395.00 | 17515.00 | 17280.00 | 80.00 | 120.00 | 150.00 | 45.00 |
| 2022-12-28 | 17100.00 | 17425.00 | 17575.00 | 16960.00 | 17155.00 | 17310.00 | 17450.00 | 16915.00 | -55.00 | 115.00 | 125.00 | 45.00 |
| 2022-12-27 | 17200.00 | 17165.00 | 17410.00 | 17130.00 | 17065.00 | 17090.00 | 17260.00 | 17050.00 | 135.00 | 75.00 | 150.00 | 80.00 |
| 2022-12-26 | 16940.00 | 17170.00 | 17435.00 | 16825.00 | 17060.00 | 17095.00 | 17330.00 | 16785.00 | -120.00 | 75.00 | 105.00 | 40.00 |
| 2022-12-23 | 18180.00 | 17060.00 | 18220.00 | 17060.00 | 18295.00 | 17095.00 | 18295.00 | 17095.00 | -115.00 | -35.00 | -75.00 | -35.00 |
| 2022-12-22 | 19100.00 | 18310.00 | 19720.00 | 18160.00 | 18500.00 | 18150.00 | 19220.00 | 18070.00 | 600.00 | 160.00 | 500.00 | 90.00 |