LAB #2118 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.7% (+1.6pp, — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.7% (+1.6pp, n=1355) SAME-WINDOW EFFECT: Applying a minimum-5-confirmation filter would have eliminated the three XAUUSD SHORT entries (all rizzy5m, all losses) and the GBPUSD SHORT loss, since those likely triggered on fewer than 5 confirmations. That removes 4 losses from the 10-trade window, leaving 3 wins, 1 open, and 2 losses — a raw win rate shift from ~33% to ~60% on closed trades. However, it would also have removed the AUDUSD LONG win (rizzy7m) if that signal had low confirmations, so the net PnL delta is positive but not as dramatic as the win-rate suggests — roughly +2.5R to +3R on this window, assuming the open USDJPY trade is unaffected. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate gain from a confirmation filter typically comes at the cost of fewer trades and later entries, which can reduce total PnL if the filtered 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
2026-09-13
DOI
https://doi.org/10.5281/zenodo.22732638
Primary Topic
Competitive and Knowledge Intelligence
Type
preprint
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LAB #2118 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.7% (+1.6pp, — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Competitive and Knowledge Intelligence
preprint

LAB #2118 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.7% (+1.6pp, — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.7% (+1.6pp, n=1355) SAME-WINDOW EFFECT: Applying a minimum-5-confirmation filter would have eliminated the three XAUUSD SHORT entries (all rizzy5m, all losses) and the GBPUSD SHORT loss, since those likely triggered on fewer than 5 confirmations. That removes 4 losses from the 10-trade window, leaving 3 wins, 1 open, and 2 losses — a raw win rate shift from ~33% to ~60% on closed trades. However, it would also have removed the AUDUSD LONG win (rizzy7m) if that signal had low confirmations, so the net PnL delta is positive but not as dramatic as the win-rate suggests — roughly +2.5R to +3R on this window, assuming the open USDJPY trade is unaffected. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate gain from a confirmation filter typically comes at the cost of fewer trades and later entries, which can reduce total PnL if the filtered 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
Competitive and Knowledge Intelligence
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