LAB #305 PROMISING: LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.3% to 66.7% — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.3% to 66.7% (+34.4pp, n=21) SAME-WINDOW EFFECT: Over the current trade window, applying the XAUUSD LONG @ ASIAN with 5 conf filter would have had no direct impact, as none of the 10 listed trades involve XAUUSD. The filter is specific to gold during Asian hours, and the current live trades are all forex pairs. Therefore, the win-rate and PnL delta would remain unchanged for this specific window. The filter's benefit is entirely untested against the current active portfolio. OVER-TIME PROJECTION: Over 3-6 months, this filter could provide a meaningful edge if XAUUSD exhibits consistent Asian-session bullish behavior with high confidence signals. The reported improvement from 32.3% to 66.7% win rate (n=21) is statistically significant but based on a small sample, raising risk of overfitting. Risks include regime shifts in gold's intraday seas Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-07-28
DOI
https://doi.org/10.5281/zenodo.21637463
Primary Topic
Competitive and Knowledge Intelligence
Type
preprint
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preprint

LAB #305 PROMISING: LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.3% to 66.7% — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Competitive and Knowledge Intelligence
preprint

LAB #305 PROMISING: LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.3% to 66.7% — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.3% to 66.7% (+34.4pp, n=21) SAME-WINDOW EFFECT: Over the current trade window, applying the XAUUSD LONG @ ASIAN with 5 conf filter would have had no direct impact, as none of the 10 listed trades involve XAUUSD. The filter is specific to gold during Asian hours, and the current live trades are all forex pairs. Therefore, the win-rate and PnL delta would remain unchanged for this specific window. The filter's benefit is entirely untested against the current active portfolio. OVER-TIME PROJECTION: Over 3-6 months, this filter could provide a meaningful edge if XAUUSD exhibits consistent Asian-session bullish behavior with high confidence signals. The reported improvement from 32.3% to 66.7% win rate (n=21) is statistically significant but based on a small sample, raising risk of overfitting. Risks include regime shifts in gold's intraday seas Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Competitive and Knowledge Intelligence
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