LAB #2149 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.6% (+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 33.6% (+1.6pp, n=1356) SAME-WINDOW EFFECT: Applying a minimum 5-confirmation filter would have eliminated the three XAUUSD SHORT trades (all closed as LOSS) and the EURJPY SHORT (WIN) — all entered via rizzy5m/rizzy7m with confirmations likely below 5. That removes 3 losses and 1 win from the 10-trade window, shifting the live record from 5W/4L/1Open to 4W/1L/1Open — a raw win-rate improvement from ~55% to ~80% on closed trades. PnL delta is positive but modest, as the removed XAUUSD losses were likely larger than the removed EURJPY win, though the open USDJPY SHORT remains unaffected. OVER-TIME PROJECTION: Over 3-6 months, the +1.6pp win-rate gain (32.0%→33.6%) is statistically marginal at n=1356 — likely within noise (standard error ~1.3pp). The filter will also reduce trade frequency, which may lower total PnL even if win-rate improves, esp 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
2026-09-14
DOI
https://doi.org/10.5281/zenodo.22741963
Primary Topic
Competitive and Knowledge Intelligence
Type
preprint
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LAB #2149 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.6% (+1.6pp, — E8 Intelligence Research

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

LAB #2149 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.6% (+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 33.6% (+1.6pp, n=1356) SAME-WINDOW EFFECT: Applying a minimum 5-confirmation filter would have eliminated the three XAUUSD SHORT trades (all closed as LOSS) and the EURJPY SHORT (WIN) — all entered via rizzy5m/rizzy7m with confirmations likely below 5. That removes 3 losses and 1 win from the 10-trade window, shifting the live record from 5W/4L/1Open to 4W/1L/1Open — a raw win-rate improvement from ~55% to ~80% on closed trades. PnL delta is positive but modest, as the removed XAUUSD losses were likely larger than the removed EURJPY win, though the open USDJPY SHORT remains unaffected. OVER-TIME PROJECTION: Over 3-6 months, the +1.6pp win-rate gain (32.0%→33.6%) is statistically marginal at n=1356 — likely within noise (standard error ~1.3pp). The filter will also reduce trade frequency, which may lower total PnL even if win-rate improves, esp Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
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Competitive and Knowledge Intelligence
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LAB #2149 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.6% (+1.6pp, — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS