Algo-Trading Strategy for Intraweek Foreign Exchange Speculation Based on Random Forest and Probit Regression

Table 5

USD/GBP investment results using Random Forest, Probit model, and the proposed system over 17 weeks.

	Number of daily; investments/119	Number of positive investments	Final results
Probit	68	47	356$
Random Forest	71	58	2412$
Proposed system	54	42	2538$