LAB #287 PROMISING: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 32.3% to 32.6% (+0. — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance FAR (>10deg) — improves win rate from 32.3% to 32.6% (+0.3pp, n=648) SAME-WINDOW EFFECT: Applying the phase distance FAR (>10deg) filter to the current live trade window would have rejected the EURJPY SHORT (fade_h4, entry=186.016) and the AUDUSD SHORT (fade_h4, entry=0.70029), both currently REJECTED/open. The USDJPY LONG (rizzy, entry=162.746) and GBPUSD LONG (wkjudas, entry=1.34135) would not be affected as they are not fade_h4 entries. Since the two affected trades are already REJECTED, the filter would have no immediate PnL impact on this window, but it would have prevented their potential future activation, reducing exposure to low-phase-distance setups that historically underperform. OVER-TIME PROJECTION: Over 3-6 months, this filter is expected to yield a modest +0.3pp win-rate improvement based on n=648 backtest samples, translating to roughly 1-2 additional wins per 100 trad Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-07-28
- DOI
- https://doi.org/10.5281/zenodo.21637196
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint