K

TE

MINTD

MAXTD

TTD

最大权重选股法

5

0.00771768

−0.01363604

0.02864417

0.04228021

10

0.00553070

−0.01088305

0.02299540

0.03387845

15

0.00548098

−0.01086067

0.02174927

0.03260994

最大市值选股法

5

0.00490047

−0.01724971

0.01977285

0.03702255

10

0.00534804

−0.01815251

0.02378444

0.04193696

15

0.00583722

−0.01843911

0.02298435

0.04142345

最大相关系数选股法

5

0.00397358

−0.00762612

0.01748475

0.02511087

10

0.00364280

−0.00865190

0.01731564

0.02596754

15

0.00386472

−0.00857005

0.01705887

0.02562891