LAB #1834 HARMFUL: LEDGER BENCH: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 31.9% to — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 31.9% to 80.0% (+48.1pp, n=5) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked all non-USDCHF trades — that's 10 of 10 trades removed. Since none of the live trades were USDCHF LONG at London open with 5 conf, the filter would have produced zero trades, eliminating both the 3 wins and 4 losses (plus 3 open/rejected). Net effect: PnL delta = 0 (no trades taken), but win rate becomes undefined (0 trades), not 80%. The claimed +48.1pp improvement is based on n=5 — statistically meaningless and not observable in this window. OVER-TIME PROJECTION: Over 3-6 months, this filter would drastically reduce trade frequency — likely to near-zero, since USDCHF LONG at London open with 5 conf is a rare confluence. With n=5, the 80% win rate has a 95% confidence interval roughly 28%-99% — the true rate could be worse than 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
2026-09-05
DOI
https://doi.org/10.5281/zenodo.22324090
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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LAB #1834 HARMFUL: LEDGER BENCH: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 31.9% to — E8 Intelligence Research

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

LAB #1834 HARMFUL: LEDGER BENCH: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 31.9% to — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 31.9% to 80.0% (+48.1pp, n=5) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked all non-USDCHF trades — that's 10 of 10 trades removed. Since none of the live trades were USDCHF LONG at London open with 5 conf, the filter would have produced zero trades, eliminating both the 3 wins and 4 losses (plus 3 open/rejected). Net effect: PnL delta = 0 (no trades taken), but win rate becomes undefined (0 trades), not 80%. The claimed +48.1pp improvement is based on n=5 — statistically meaningless and not observable in this window. OVER-TIME PROJECTION: Over 3-6 months, this filter would drastically reduce trade frequency — likely to near-zero, since USDCHF LONG at London open with 5 conf is a rare confluence. With n=5, the 80% win rate has a 95% confidence interval roughly 28%-99% — the true rate could be worse than 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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