Before revision:  As trading strategy, we use Krauss et al. (2017) and Fischer & Krauss (2018) as benchmark and, on each trading day,  buy the 10 stocks with the highest probability and sell short the 10 stocks with the lowest probability to outperform the market in terms of intraday returns -- all with equal monetary weight.
After revision:  As trading strategy, we use Krauss et al. (2017) and Fischer & Krauss (2018) as benchmark and, on each trading day, we buy the 10 stocks with the highest probability and sell short the 10 stocks with the lowest probability to outperform the market in terms of intraday returns -- all with equal monetary weight.