After tweaking the existing set of base learner models, the random-forest driven trading model factory continues to improve

After tweaking the existing set of base learner models, the random-forest driven trading model factory continues to improve

The win rate for predicting Bitcoin's 5-minute price moves (binary) is now approaching 54%. A win rate of ≈56% should suffice to accommodate for transaction costs. Win rates over 60% is where it starts to get interesting.