γ | LBSM策略 | L/LF/LT-顽固策略中最大收益 |
0.4 | 0.3280 | 0.3161 |
0.5 | 0.3374 | 0.3269 |
0.6 | 0.3462 | 0.3422 |
0.7 | 0.3541 | 0.3676 |
0.8 | 0.3628 | 0.3900 |
0.9 | 0.3718 | 0.4103 |
1.0 | 0.3793 | 0.4289 |