LAB #347 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 32.4% 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 32.4% to 63.2% (+30.8pp, n=19) SAME-WINDOW EFFECT: Over the current trade window, the USDCHF SHORT @ ASIAN filter with 5 conf would have directly affected the one USDCHF SHORT trade listed (entry=0.81212, CLOSED/WIN). Since that trade was already a win, the filter would not have changed its outcome. However, the filter would have blocked any other USDCHF SHORT entries during Asian hours with confidence below 5, potentially missing a few small wins or avoiding losses — but with only one USDCHF trade in the window, the net PnL delta is negligible. The win rate improvement claimed (+30.8pp) is based on n=19, which is too small to be statistically reliable. OVER-TIME PROJECTION: Over 3-6 months, if the filter holds, it could meaningfully improve USDCHF SHORT win rate from ~32% to ~63%, but the tiny sample (n=19) means high variance — a few bad tr 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
- 2026-07-30
- DOI
- https://doi.org/10.5281/zenodo.21697556
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint