LAB #1085 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.7% to 32.2% ( — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.7% to 32.2% (+0.6pp, n=1005) SAME-WINDOW EFFECT: Applying the MANIPULATION phase filter to the current trade window would have rejected the 4 REJECTED/open trades (USDJPY SHORT, NZDUSD LONG, XAUUSD SHORT, EURJPY SHORT) and the 2 LOSS trades (EURUSD SHORT, AUDUSD SHORT) if they fell in that phase. The 4 WIN trades (USDCAD LONG, GBPUSD SHORT, USDCHF SHORT, USDJPY LONG) would likely have been retained if they were not in MANIPULATION. Net effect: 6 trades removed (all losses or rejected), 4 wins kept — win rate would jump to 100% on remaining trades, but sample is too small to be meaningful; PnL delta would be positive but fragile. OVER-TIME PROJECTION: Over 3-6 months, the +0.6pp win-rate improvement from backtests suggests a modest but consistent edge. However, the MANIPULATION phase may filter out high-volatility setups that occasionally pro 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
- 2026-08-17
- DOI
- https://doi.org/10.5281/zenodo.21973836
- Primary Topic
- Competitive and Knowledge Intelligence
- Type
- preprint