LAB #1838 NEUTRAL: LEDGER BENCH: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.9% 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 31.9% to 100.0% (+68.1pp, n=11) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the single NZDUSD LONG via wkjudas (entry 0.57702, REJECTED/open) — that trade is already not counted as a win or loss in the live PnL, so the immediate impact is nil. However, if applied retroactively to all NZDUSD LONG entries at NY_OPEN with 6 conf, it would have eliminated 11 historical losers (per your backtest), but none of those appear in the live window above — so the live PnL delta is zero. The only observable change is that future NZDUSD LONG signals at NY_OPEN with 6 conf would be suppressed, which could have prevented the current open/rejected trade from existing at all — but since it's already rejected, no PnL change. OVER-TIME PROJECTION: Over 3–6 months, this filter would likely reduce trade frequency on NZDUSD LONG 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.22324568
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint