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

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
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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

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
preprint

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

Andrew Stewart Caldin
preprint en

Abstract

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

Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
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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 — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS