LAB #306 NEUTRAL: LEDGER BENCH: Apply filter: BTCUSD LONG @ ASIAN with 6 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: BTCUSD LONG @ ASIAN with 6 conf — improves win rate from 32.3% to 66.7% (+34.4pp, n=6) SAME-WINDOW EFFECT: Over the current trade window, no BTCUSD LONG trades were taken, so this filter would have had zero direct impact. The 6-conf filter on Asian-session BTCUSD longs is a narrow, low-frequency rule — it would not have altered any of the 10 listed trades. The win-rate improvement from 32.3% to 66.7% is based on only 6 historical samples, so the PnL delta in this window would be negligible. OVER-TIME PROJECTION: Over 3-6 months, this filter may produce a modest win-rate boost on a very small subset of trades, but the sample size (n=6) is dangerously small for statistical confidence. The risk is overfitting to a handful of favorable Asian-session BTCUSD setups that may not repeat. If the 6-conf condition is too strict, it could filter out profitable trades and reduce total opportunity cost. The 34.4p 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.21637460
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint