LAB #1849 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 32.0% to 63.2% — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 32.0% to 63.2% (+31.2pp, n=19) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the two XAUUSD SHORT losses (both outside USDCHF/Asian session) and the AUDUSD SHORT loss, while leaving the EURJPY and GBPUSD winners untouched. That would have removed 3 losses from 10 trades, shifting the window win rate from ~50% to ~71% (5 wins/7 trades), with a positive PnL delta of roughly +2.5R (assuming average loss ~1R). The open GBPUSD SHORT and rejected USDJPY SHORT are unaffected, so no missed winners. However, the filter would also have blocked the EURUSD SHORT (currently open, unknown outcome) — a potential missed winner if it closes positive. OVER-TIME PROJECTION: Over 3-6 months, the filter's claimed +31.2pp win-rate improvement on n=19 is statistically fragile (95% CI roughly ±20pp), so the true edge could be anywh 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
- 2026-09-05
- DOI
- https://doi.org/10.5281/zenodo.22324979
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint