LAB #2334 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 31.6% to 40.3% (+8.7pp, — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 6 — improves win rate from 31.6% to 40.3% (+8.7pp, n=380) SAME-WINDOW EFFECT: Applying a minimum of 6 confirmations would have filtered out all trades sourced from `rizzy5m` and `wkjudas` (which use fewer confirmations), leaving only the 4 trades from `rizzy7m` and `rizzy`. Of those, 3 were wins (XAUUSD LONG, AUDUSD LONG, EURJPY LONG) and 1 was a loss (USDJPY SHORT) — a 75% win rate vs. the current 50% (5W/5L). PnL delta is positive but modest: you'd have avoided 3 losses and 1 win, netting roughly +2 wins worth of profit, though the sample is tiny and the filtered set is dominated by a single signal source. OVER-TIME PROJECTION: Over 3–6 months, the +8.7pp win-rate gain in backtests likely holds if the edge comes from genuinely higher-quality setups (fewer false breakouts). However, the risk is severe: you'll cut trade frequency dramatically (likely 40–60% fewer trades), which 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
- 2026-09-17
- DOI
- https://doi.org/10.5281/zenodo.22805823
- Primary Topic
- Competitive and Knowledge Intelligence
- Type
- preprint