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Page 1: 饾泜 饾泜饾悞饾悁饾悞 伪SAS聽路 Gold US Crude Oil LifeStyle NASDAQ TR ISC Scenario (in Local) Original 7.86 361 1.62 0.46 Weights Return Max* 1202 4.64 216 Opt. Curve Sharpe Max 7.86

饾泜

饾泜 饾泜饾悞饾悁饾悞

伪SAS

伪SAS

伪SAS;

Page 2: 饾泜 饾泜饾悞饾悁饾悞 伪SAS聽路 Gold US Crude Oil LifeStyle NASDAQ TR ISC Scenario (in Local) Original 7.86 361 1.62 0.46 Weights Return Max* 1202 4.64 216 Opt. Curve Sharpe Max 7.86

饾泜饾悞饾悁饾悞

伪 伪SAS

伪SAS

伪SAS

伪SAS

饾泜 饾泜饾悞饾悁饾悞

Page 3: 饾泜 饾泜饾悞饾悁饾悞 伪SAS聽路 Gold US Crude Oil LifeStyle NASDAQ TR ISC Scenario (in Local) Original 7.86 361 1.62 0.46 Weights Return Max* 1202 4.64 216 Opt. Curve Sharpe Max 7.86

饾泜饾悞饾悁饾悞

伪SAS

伪SAS

Page 4: 饾泜 饾泜饾悞饾悁饾悞 伪SAS聽路 Gold US Crude Oil LifeStyle NASDAQ TR ISC Scenario (in Local) Original 7.86 361 1.62 0.46 Weights Return Max* 1202 4.64 216 Opt. Curve Sharpe Max 7.86

伪SAS

饾泜饾悞饾悁饾悞

伪SAS

Page 5: 饾泜 饾泜饾悞饾悁饾悞 伪SAS聽路 Gold US Crude Oil LifeStyle NASDAQ TR ISC Scenario (in Local) Original 7.86 361 1.62 0.46 Weights Return Max* 1202 4.64 216 Opt. Curve Sharpe Max 7.86

伪SAS

Page 6: 饾泜 饾泜饾悞饾悁饾悞 伪SAS聽路 Gold US Crude Oil LifeStyle NASDAQ TR ISC Scenario (in Local) Original 7.86 361 1.62 0.46 Weights Return Max* 1202 4.64 216 Opt. Curve Sharpe Max 7.86
Page 7: 饾泜 饾泜饾悞饾悁饾悞 伪SAS聽路 Gold US Crude Oil LifeStyle NASDAQ TR ISC Scenario (in Local) Original 7.86 361 1.62 0.46 Weights Return Max* 1202 4.64 216 Opt. Curve Sharpe Max 7.86

伪SAS

伪SAS


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