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
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-08-13
- DOI
- https://doi.org/10.5281/zenodo.21912701
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint