最大市值选股法

0，1，0.2

5

−2.0593439538

3.055988364

10

−0.0981739447

1.095987303

15

−0.1781724835

1.175936242

1，0，0.5

5

−1.9638144477

2.963855646

10

−0.0747304837

1.074998948

15

−0.1571322358

1.157368909

0.5，0.5，0.5

5

−1.9638144468

2.963855646

10

−0.0747338397

1.075002303

15

−0.1571323127

1.157368986

0，1，0.5

5

−1.9638147698

2.963855968

10

−0.0747338401

1.075002303

15

−0.1571323135

1.157368987

1，0，0.8

5

−1.5898791992

2.592302569

10

−0.0268382774

1.029396884

15

−0.1124381460

1.114995013

0.5，0.5，0.8

5

−1.9638144468

2.963855646

10

−0.0268382774

1.029396884

15

−0.1124381465

1.114995014

0，1，0.8

5

−1.9638147698

2.963855968

10

−0.0747338401

1.075002303

15

−0.1571323135

1.157368987