LAB #2254 NEUTRAL: LEDGER BENCH: Apply filter: GBPUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.6% to 62.5 — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: GBPUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.6% to 62.5% (+30.9pp, n=8) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the GBPUSD SHORT via rizzy5m (entry 1.34508, closed LOSS) — that trade is the only GBPUSD trade in the window, and it was a loss. No GBPUSD LONG @ NY_OPEN with 6 conf appears in the live list, so the filter would have removed one losing trade and added zero new ones. Net effect: win rate in this window would improve from 5/10 (50%) to 5/9 (55.6%) — a modest +5.6pp, not the +30.9pp claimed, because the backtest sample (n=8) is tiny and the live window contains no qualifying LONG. PnL delta: roughly +1R (avoiding the loss), but no new wins added. OVER-TIME PROJECTION: Over 3–6 months, this filter is likely to reduce trade frequency on GBPUSD significantly (only LONGs at NY_OPEN with 6 conf), which could improve win rate but also cut t 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
- 2026-09-15
- DOI
- https://doi.org/10.5281/zenodo.22762716
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint