LAB #2290 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.5% to 31.9% (+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 31.5% to 31.9% (+0.3pp, n=678) SAME-WINDOW EFFECT: Applying the FAR (>10deg) filter to the current live window would have excluded trades where phase distance was ≤10deg. Reviewing the 10 listed trades, none show explicit phase-distance metadata, but assuming the filter targets marginal setups, it would likely have removed 1–2 of the 4 losses (e.g., XAUUSD shorts on 07-31 or 08-04) while keeping the 3 wins intact. Expected win-rate delta in this small sample: +0.3pp as backtested, but PnL impact is negligible (±0.1R) due to low trade count. The open XAUUSD long and USDJPY short remain unaffected unless their phase distance was ≤10deg at entry. OVER-TIME PROJECTION: Over 3–6 months, a +0.3pp win-rate gain on ~678 trades translates to ~2 extra wins per 100 trades — marginal but positive if the filter does not reduce trade frequency or average win si 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
2026-09-16
DOI
https://doi.org/10.5281/zenodo.22786890
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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LAB #2290 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.5% to 31.9% (+0. — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
preprint

LAB #2290 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.5% to 31.9% (+0. — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.5% to 31.9% (+0.3pp, n=678) SAME-WINDOW EFFECT: Applying the FAR (>10deg) filter to the current live window would have excluded trades where phase distance was ≤10deg. Reviewing the 10 listed trades, none show explicit phase-distance metadata, but assuming the filter targets marginal setups, it would likely have removed 1–2 of the 4 losses (e.g., XAUUSD shorts on 07-31 or 08-04) while keeping the 3 wins intact. Expected win-rate delta in this small sample: +0.3pp as backtested, but PnL impact is negligible (±0.1R) due to low trade count. The open XAUUSD long and USDJPY short remain unaffected unless their phase distance was ≤10deg at entry. OVER-TIME PROJECTION: Over 3–6 months, a +0.3pp win-rate gain on ~678 trades translates to ~2 extra wins per 100 trades — marginal but positive if the filter does not reduce trade frequency or average win si 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
Intelligence, Security, War Strategy
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