LAB #2040 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.0% to 36.5% (+ — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.0% to 36.5% (+4.5pp, n=417) SAME-WINDOW EFFECT: Applying a tight phase-distance filter (≤2°) to the current live window would have excluded the three XAUUSD SHORT losses (entries at 4048.74, 4051.79, 4066.35) — all rizzy5m signals that likely had phase distances >2°. It would also likely exclude the GBPUSD SHORT loss (rizzy5m, 1.34508). That removes 4 of 5 losses, leaving the AUDUSD, USDCAD, EURJPY, GBPUSD LONG wins intact, plus the open USDJPY SHORT. Win rate on closed trades would jump from 5/10 (50%) to 5/6 (83%), with a PnL delta of roughly +4R (assuming average loss ~1R each). However, the filter may also have excluded the EURJPY LONG win (rizzy, 187.042) if its phase distance was borderline — that would reduce the benefit to +3R. OVER-TIME PROJECTION: Over 3–6 months, a tight phase filter typically reduces trade frequency by 30–50% whil 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
- 2026-09-11
- DOI
- https://doi.org/10.5281/zenodo.22701610
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint