LAB #1912 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT — improves win rate from 32.0% to 60.1% (+28.2pp, n=168) — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-06
DOI
https://doi.org/10.5281/zenodo.22472772
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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preprint

LAB #1912 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT — improves win rate from 32.0% to 60.1% (+28.2pp, n=168) — E8 Intelligence Research

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

LAB #1912 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT — improves win rate from 32.0% to 60.1% (+28.2pp, n=168) — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT — improves win rate from 32.0% to 60.1% (+28.2pp, n=168) SAME-WINDOW EFFECT: Over the current live window, applying a USDCHF SHORT-only filter would have zero direct impact — none of the 10 listed trades involve USDCHF. However, if the filter is interpreted as "only take SHORT trades on USDCHF and suppress all other signals," then all 10 trades would have been blocked, eliminating 6 losses and 4 wins (net PnL change: −2 wins, +6 losses avoided). Expected win-rate delta on this tiny sample would be undefined (0 trades), but PnL would improve by roughly the sum of the 6 losses (unknown magnitudes, likely positive net). The filter's 28.2pp win-rate gain in backtest is not testable here because the live window contains no USDCHF exposure. OVER-TIME PROJECTION: Over 3–6 months, a USDCHF SHORT-only filter would drastically reduce trade frequency (likely >90% of signals filtered out), concentr Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Decent work and economic growth
Intelligence, Security, War Strategy
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LAB #1912 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT — improves win rate from 32.0% to 60.1% (+28.2pp, n=168) — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS