LAB #1270 HARMFUL: LEDGER BENCH: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.5% to 100. — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.5% to 100.0% (+68.5pp, n=11) SAME-WINDOW EFFECT: Over the current trade window, this filter would have rejected the NZDUSD LONG entry at 0.57702 (currently REJECTED), so no change to live PnL. The 100% win rate claim on n=11 is statistically fragile — a single loss would drop it to 91.7%, and the sample is too small to rule out overfitting to a specific market regime. The filter would not have affected any other open or closed trades in the window, so net PnL delta is zero. OVER-TIME PROJECTION: Over 3-6 months, this filter would likely degrade overall performance by rejecting valid NZDUSD LONG signals that fall outside the narrow NY_OPEN + 6 conf condition, reducing trade frequency and missing profitable entries. The 100% win rate on 11 samples is almost certainly a mirage — real markets will produce losses that break the streak, and the 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
- 2026-08-21
- DOI
- https://doi.org/10.5281/zenodo.22039753
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint