LAB #357 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 6 conf — improves win rate from 32.4% to 65. — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ NY_OPEN with 6 conf — improves win rate from 32.4% to 65.5% (+33.2pp, n=29) SAME-WINDOW EFFECT: Over the current trade window, the USDCHF SHORT via rizzy5m that closed as a win at 0.81212 would have been the only trade directly affected by this filter. Since that trade already won, the filter would not have changed its outcome — it would still have been taken and won. However, the filter would have blocked any other USDCHF SHORT entries that did not meet the NY_OPEN + 6 conf criteria, potentially avoiding a loss if one had occurred. The net PnL delta over this specific window is neutral, as the one relevant trade was already a winner. OVER-TIME PROJECTION: Over 3-6 months, this filter could significantly improve USDCHF SHORT performance by restricting entries to a high-conviction time window, as suggested by the backtest jump from 32.4% to 65.5% win rate. However, the sample size of n 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.21697858
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint