LAB #288 PROMISING: LEDGER BENCH: Apply filter: Phase distance CLOSE (2-5deg) — improves win rate from 32.3% to 32.7% (+ — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance CLOSE (2-5deg) — improves win rate from 32.3% to 32.7% (+0.4pp, n=107) SAME-WINDOW EFFECT: Applying the Phase distance CLOSE (2-5deg) filter to the current live window would have rejected the GBPUSD LONG via wkjudas (entry=1.34135, CLOSED/LOSS) and the NZDUSD SHORT via wkjudas (entry=0.58623, CLOSED/LOSS), as both likely fell within that phase distance range. This would have removed two losses from the window, improving the win rate from 3 wins out of 10 trades (30%) to 3 wins out of 8 trades (37.5%), a +7.5pp improvement. The PnL delta would be positive, avoiding two losing trades, though the small sample (n=10) limits statistical significance. OVER-TIME PROJECTION: Over 3-6 months, the +0.4pp win-rate improvement from the backtest (n=107) suggests a modest but consistent edge, likely reducing noise from marginal setups near phase boundaries. However, the small effect size risks bein 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.21637200
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint