LAB #1144 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.7% to 33.3% (+1.6pp, — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 5 — improves win rate from 31.7% to 33.3% (+1.6pp, n=1329) SAME-WINDOW EFFECT: Applying the min confirmations >= 5 filter to the live trade window would have rejected the EURUSD SHORT via rizzy5m (entry=1.13594) and the XAUUSD SHORT via rizzy5m (entry=4100.865), as these likely had fewer than 5 confirmations at entry. The EURUSD SHORT via rizzy (entry=1.13704, CLOSED/LOSS) might also be affected depending on its confirmation count. Removing these low-confidence entries could have avoided the EURUSD loss and the XAUUSD rejection, potentially improving the live win rate from ~50% (3 wins, 1 loss, 5 rejections) to ~60% (3 wins, 0 losses), with a small positive PnL delta from avoiding the loss. OVER-TIME PROJECTION: Over 3-6 months, this filter is expected to increase win rate by ~1.6pp as seen in the backtest, but it will also reduce trade frequency by filtering out borderline setu 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
2026-08-18
DOI
https://doi.org/10.5281/zenodo.21989534
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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LAB #1144 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.7% to 33.3% (+1.6pp, — E8 Intelligence Research

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

LAB #1144 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.7% to 33.3% (+1.6pp, — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 5 — improves win rate from 31.7% to 33.3% (+1.6pp, n=1329) SAME-WINDOW EFFECT: Applying the min confirmations >= 5 filter to the live trade window would have rejected the EURUSD SHORT via rizzy5m (entry=1.13594) and the XAUUSD SHORT via rizzy5m (entry=4100.865), as these likely had fewer than 5 confirmations at entry. The EURUSD SHORT via rizzy (entry=1.13704, CLOSED/LOSS) might also be affected depending on its confirmation count. Removing these low-confidence entries could have avoided the EURUSD loss and the XAUUSD rejection, potentially improving the live win rate from ~50% (3 wins, 1 loss, 5 rejections) to ~60% (3 wins, 0 losses), with a small positive PnL delta from avoiding the loss. OVER-TIME PROJECTION: Over 3-6 months, this filter is expected to increase win rate by ~1.6pp as seen in the backtest, but it will also reduce trade frequency by filtering out borderline setu 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 #1144 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.7% to 33.3% (+1.6pp, — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS