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

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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
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LAB #2393 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31.1% to 32.5 — E8 Intelligence Research

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

LAB #2393 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31.1% to 32.5 — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

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

Zenodo (CERN European Organization for Nuclear Research)
Decent work and economic growth
Intelligence, Security, War Strategy
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