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