LAB #298 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 32.3% to 63.2% — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 32.3% to 63.2% (+30.9pp, n=19) SAME-WINDOW EFFECT: Over the current trade window, applying the USDCHF SHORT @ ASIAN with 5 conf filter would have directly affected the one USDCHF SHORT trade listed (entry=0.81212 at 2026-07-22 09:05, CLOSED/WIN). Since this trade already won, the filter would not have prevented it — but it would have blocked any other USDCHF SHORT entries outside Asian session or below 5 confidence. No other trades in the window are USDCHF SHORT, so net PnL delta is zero for this specific window, though the win rate improvement claim (32.3% to 63.2%) suggests the filter would have avoided many losing USDCHF SHORTs historically. OVER-TIME PROJECTION: Over 3-6 months, this filter could significantly boost USDCHF SHORT performance if the Asian session + 5 conf condition genuinely isolates high-probability setups. However, the sa 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.21637342
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint