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
- Andrew Stewart Caldin
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