spx limit strategies 1970-1998

S&P 500 Limit Strategies
1/1970-1/98:

q mo:
Lim rr SD 10k -> rr/SD
B&H 8.7% 15.0% 104.1 0.58
15% 8.8 15.0 104.9k 0.58+
10 8.6 14.9 100.3 0.58
8% 8.8 15.0 106.7 0.59+
7% 8.9 15.0 108.0 0.59+
6 9.1 14.9 113.3 0.61++
5 9.3 14.8 120.0 0.63+++
4 9.1 14.6 115.1 0.62++
3.7% 10.0 14.6 145.1 0.69+++++
3.4 9.5 14.5 125.8 0.65+++
3 9.3 14.3 121.3 0.65+++
2 7.5 13.2 76.1 0.57
1 5.1 10.6 40.4 0.48
.5 0.5 8.5 11.6 0.06