As a whole, applying simulation optimization indeed gets the better performance, increases the final wealth, makes Sharpe Index large, and obtains the higher return under per unit risk.

• 整体而言，模拟最适化技术的确能够有效提升投资绩效，使得最终财富增加，并且得到较大的夏普指数及每单位风险下较高的报酬。