LAB #2542 PROMISING: LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 31.0% to 66.7% — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 31.0% to 66.7% (+35.7pp, n=21) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked the XAUUSD SHORT entries on 2026-08-04 and 2026-07-31 (both losses) and allowed the XAUUSD LONG on 2026-08-06 (win). That removes 2 losses and keeps 1 win, shifting the visible window from 6W/4L to 6W/2L — a raw win-rate improvement from 60% to 75% on this small sample. However, the filter would not have touched the GBPUSD, USDCHF, AUDUSD, USDCAD, or USDJPY trades, so the absolute PnL delta is modest — roughly +2R (assuming ~1R per avoided loss) with no missed winners in this specific window. The claimed +35.7pp on n=21 is not reproduced here because the live window is dominated by non-XAUUSD trades. OVER-TIME PROJECTION: Over 3–6 months, this filter narrows XAUUSD exposure to LONG-only during Asian hours with 5 conf — a regime that h 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
- 2026-09-21
- DOI
- https://doi.org/10.5281/zenodo.22874145
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint