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

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
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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

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

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

Andrew Stewart Caldin
preprint en

Abstract

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

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