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

Table 9

Summary for trading with adjusted probability threshold.

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	0.11	20.53	2297	1.53	0.53	1.85	0.41	−4.09
XGBoost	0.13	25.94	2290	1.66	0.51	2.11	0.52	−0.42
GRU	0.16	19.31	1927	1.37	0.51	2.54	0.39	−0.66
LSTM	0.12	105.52	1155	4.75	0.51	2.72	2.11	0.36
Multi-GCN-GRU	0.04	293.21	1718	11.39	0.59	1.75	5.86	3.08
Multi-GCN-LSTM	0.06	209.66	1601	10.99	0.62	2.23	4.19	1.85