LAB #2393 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31.1% to 32.5 — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31.1% to 32.5% (+1.4pp, n=163) SAME-WINDOW EFFECT: Applying the MODERATE phase-distance filter (5–10°) would have excluded trades entering outside that band. In the current 10-trade window, entries cluster around 10:10–11:35 and 09:55–18:00; without phase timestamps per trade, I estimate 3–4 of the 10 trades would be filtered out. The excluded set likely includes at least one loss (e.g., XAUUSD SHORT 4051.79 or USDJPY SHORT), but also risks removing a win (e.g., EURJPY LONG). Net effect on this tiny sample is ambiguous — win rate could shift ±10pp, but the +1.4pp backtest gain is not visible here due to small n and mixed outcomes. OVER-TIME PROJECTION: Over 3–6 months, a +1.4pp win-rate improvement on ~163 trades suggests roughly +2–3 additional wins per 100 trades. However, the filter also reduces trade frequency (likely 15–25% fewer signal 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
- 2026-09-18
- DOI
- https://doi.org/10.5281/zenodo.22824588
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint