Strategy Information

Equal Weights

Scaled Unconstrained Weights

Unit Weights

M = 50

3.05

4.20

2.28

M = 150

3.82

5.14

3.96

M = 200

5.08

6.12

4.56

M = 250

5.15

7.73

4.72

M = 300

6.41

8.38

5.94