LAB #976 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 6 conf — improves win rate from 31.6% to 57. — 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 31.6% to 57.6% (+25.9pp, n=33) SAME-WINDOW EFFECT: Over the current trade window, the USDCHF SHORT via rizzy5m (entry=0.81212, CLOSED/WIN) would have been filtered out if it did not meet the NY_OPEN + 6 conf criteria, potentially removing a winning trade. However, the filter targets USDCHF SHORT specifically at NY_OPEN with high confidence, so other trades like EURUSD SHORT or GBPUSD SHORT remain unaffected. The net PnL delta is uncertain but could be slightly negative if a winning USDCHF trade is excluded, though the filter's purpose is to avoid low-confidence entries that often lose. Given the small sample (n=33), the +25.9pp win-rate improvement may not replicate in this specific window. OVER-TIME PROJECTION: Over 3-6 months, this filter could meaningfully improve overall win rate if the backtest signal is robust, but the small sample (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
2026-08-13
DOI
https://doi.org/10.5281/zenodo.21912700
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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LAB #976 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 6 conf — improves win rate from 31.6% to 57. — E8 Intelligence Research

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

LAB #976 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 6 conf — improves win rate from 31.6% to 57. — 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 31.6% to 57.6% (+25.9pp, n=33) SAME-WINDOW EFFECT: Over the current trade window, the USDCHF SHORT via rizzy5m (entry=0.81212, CLOSED/WIN) would have been filtered out if it did not meet the NY_OPEN + 6 conf criteria, potentially removing a winning trade. However, the filter targets USDCHF SHORT specifically at NY_OPEN with high confidence, so other trades like EURUSD SHORT or GBPUSD SHORT remain unaffected. The net PnL delta is uncertain but could be slightly negative if a winning USDCHF trade is excluded, though the filter's purpose is to avoid low-confidence entries that often lose. Given the small sample (n=33), the +25.9pp win-rate improvement may not replicate in this specific window. OVER-TIME PROJECTION: Over 3-6 months, this filter could meaningfully improve overall win rate if the backtest signal is robust, but the small sample (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)
Decent work and economic growth
Intelligence, Security, War Strategy
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LAB #976 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 6 conf — improves win rate from 31.6% to 57. — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS