Table 2.
STU | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | |
---|---|---|---|---|---|---|---|---|---|---|---|
ROI | IC | 2.2 × 10−4 |
6.1 × 10−5 |
3.7 × 10−5 |
5.9 × 10−5 |
9.7 × 10−5 |
7.6 × 10−5 |
9.0 × 10−5 |
6.4 × 10−5 |
4.5 × 10−5 |
5.6 × 10−5 |
FW | 0.51 | 0.56 | 0.62 | 0.59 | 0.59 | 0.51 | 0.50 | 0.57 | 0.59 | 0.57 | |
CS | 0.12 | 0.087 | 0.13 | 0.14 | 0.14 | 0.18 | 0.19 | 0.22 | 0.22 | 0.23 | |
GP | 9.1 × 10−3 |
3.5 × 10−3 |
0.14 | 0.79 | 0.94 | 0.79 | 0.61 | 0.40 | 0.35 | 0.32 | |
Put | 0.028 | 0.086 | 0.19 | 0.37 | 0.39 | 0.41 | 0.46 | 0.44 | 0.37 | 0.31 | |
SCC | 3.9 × 10−4 |
1.0 × 10−3 |
1.8 × 10−3 |
1.5 × 10−3 |
1.1 × 10−3 |
9.1 × 10−4 |
8.1 × 10−4 |
7.3 × 10−4 |
8.1 × 10−4 |
1.0 × 10−3 |