[Retracted] Beat Wash-Sale Tax with Multigraph Convolutional Neural Networks Based Trading Strategy

Table 5

Summary for evenly distributed weight portfolio trading without limitation.

Evenly distributed weight
Model	MDD	Return (%)	Counts	SR	Win rate (%)	Loss (10^6)	Profit (10^6)	Net volume (10^6)
Baseline	0.32	81.13	1	2.14			1.62	1.33
Random Forest	0.16	24.76	4893	1.40	0.52	2.33	0.50	−0.52
XGBoost	0.21	38.16	4909	1.42	0.50	3.56	0.76	−0.80
GRU	0.23	68.13	4905	2.40	0.51	4.95	1.36	−0.94
LSTM	0.28	121.56	4900	2.74	0.52	8.26	2.43	−1.49
Multi-GCN-GRU	0.12	1097.08	4903	9.21	0.56	15.52	21.94	8.12
Multi-GCN-LSTM	0.08	569.06	4894	9.79	0.56	10.19	11.38	3.43