LAB #2308 NEUTRAL: LEDGER BENCH: Apply filter: SOLUSD LONG — improves win rate from 31.5% to 32.7% (+1.2pp, n=52) — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: SOLUSD LONG — improves win rate from 31.5% to 32.7% (+1.2pp, n=52) SAME-WINDOW EFFECT: Applying a SOLUSD LONG-only filter would have zero effect on the current live window, as none of the 10 listed trades involve SOLUSD. The filter is symbol-specific, so it cannot alter outcomes for XAUUSD, AUDUSD, USDCAD, USDJPY, GBPUSD, or EURJPY trades. Therefore, the claimed +1.2pp win-rate improvement (31.5%→32.7%, n=52) is irrelevant to this window — it would not change a single open or closed position. The only hypothetical impact would be if the engine had generated SOLUSD LONG signals in this period, but none appear in the provided data. OVER-TIME PROJECTION: Over 3-6 months, a SOLUSD LONG-only filter could add marginal value if SOLUSD exhibits persistent bullish momentum in the engine's signal universe. However, the sample (n=52) is small, and a +1.2pp win-rate gain is within noise for a single-asset filte 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.22805494
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint