Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation

Table 3

Number of rebalancing trades.

		0.1	0.2	0.3	0.4	0.5
	10	6,785	2,152	705	248	100
	20	5,286	1,788	616	218	91
	30	4,855	1,531	564	201	86
	40	—	1,400	504	187	83
	50	—	1,290	463	179	81
	60	—	—	440	178	79
	70	—	—	424	173	79
	80	—	—	425	169	80
	90	—	—	421	176	81
	100	—	—	433	182	87