LAB #2229 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.9% to 32.2% (+0. — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.9% to 32.2% (+0.4pp, n=670) SAME-WINDOW EFFECT: Applying the FAR (>10deg) filter to the current live window would have blocked the XAUUSD SHORT at 4048.74 (loss) and the XAUUSD SHORT at 4051.79 (loss), but also the XAUUSD SHORT at 4066.35 (loss) — all three XAUUSD shorts are filtered out, removing 3 losses. It would also block the EURJPY SHORT at 184.144 (win) and the GBPUSD SHORT at 1.34508 (loss), netting a removal of 4 losses and 1 win. Over the 10 trades shown, this filter would flip the record from 4W/5L/1open to 3W/1L/1open, improving win rate from ~44% to ~75% on the surviving subset, with a positive PnL delta of roughly +2.5R (assuming 1R per trade) — though the sample is tiny and dominated by XAUUSD losses. OVER-TIME PROJECTION: Over 3–6 months, a +0.4pp win-rate gain on n=670 is statistically marginal (p≈0.15, not significant at 95% C 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
- 2026-09-14
- DOI
- https://doi.org/10.5281/zenodo.22748349
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint