LAB #1883 NEUTRAL: LEDGER BENCH: Apply filter: EURUSD LONG — improves win rate from 31.9% to 35.6% (+3.6pp, n=45) — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: EURUSD LONG — improves win rate from 31.9% to 35.6% (+3.6pp, n=45) SAME-WINDOW EFFECT: Applying a EURUSD LONG-only filter would have blocked the single EURUSD SHORT (rizzy5m, entry 1.13594, currently open) — that trade is not yet resolved, so the immediate win-rate delta is uncertain. If that SHORT closes as a loss (likely given the current open status and the filter's premise), the live win rate would improve by roughly 1/9 = +11pp in this window; if it closes as a win, the filter would have removed a winner, dropping win rate by ~11pp. PnL delta is similarly binary: blocking a losing SHORT adds ~1R, blocking a winning SHORT subtracts ~1R. Net effect on this tiny sample is noise, not signal. OVER-TIME PROJECTION: Over 3–6 months, a EURUSD LONG-only filter is directionally plausible if the backtest (n=45) shows a genuine edge — but +3.6pp on a 31.9% base is a 11% relative improvement, which could ea 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
- 2026-09-06
- DOI
- https://doi.org/10.5281/zenodo.22470708
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint