LAB #2380 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.2% to 31.9% ( — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-18
DOI
https://doi.org/10.5281/zenodo.22824034
Primary Topic
Competitive and Knowledge Intelligence
Type
preprint
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preprint

LAB #2380 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.2% to 31.9% ( — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Competitive and Knowledge Intelligence
preprint

LAB #2380 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.2% to 31.9% ( — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.2% to 31.9% (+0.7pp, n=1079) SAME-WINDOW EFFECT: Applying the MANIPULATION-phase filter to the 10 live trades above would have excluded trades outside that quarterly phase. Based on the backtest delta (+0.7pp), roughly 2–3 of these trades would likely be filtered out, but the specific outcomes are mixed (4 wins, 6 losses). The expected PnL change is negligible — likely within ±0.2R — because the filter's edge is marginal and the sample is tiny. No clear improvement or degradation is visible in this window. OVER-TIME PROJECTION: Over 3–6 months, a +0.7pp win-rate gain on ~1,000 trades translates to roughly 7 extra wins, but with no stated impact on average win/loss size or trade frequency. The risk is overfitting to a quarterly label that may not persist — market regimes shift, and "MANIPULATION" phases are not a stable structural feature. If 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
Competitive and Knowledge Intelligence
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