LAB #2525 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 7 — improves win rate from 31.0% to 36.4% (+5.3pp, — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 7 — improves win rate from 31.0% to 36.4% (+5.3pp, n=11) SAME-WINDOW EFFECT: Applying a minimum-confirmation filter of ≥7 would have removed the two lowest-conviction entries in this window: the XAUUSD SHORT (rizzy5m, 4048.74, LOSS) and the USDJPY SHORT (wkjudas, 157.883, LOSS). That removes 2 losses from 10 trades, shifting the live record from 6W/4L (60%) to 6W/2L (75%) — a +15pp win-rate delta on this tiny sample. However, the filter would also have removed the GBPUSD SHORT at 1.34508 (LOSS) if that trade had fewer than 7 confirmations, but the backtest suggests it would have been kept — net effect is a clear PnL improvement on this window, but n=10 is far too small to trust. OVER-TIME PROJECTION: Over 3–6 months, a ≥7 confirmation filter will likely reduce trade frequency by 20–40% while improving win rate by 4–6pp, as seen in your backtest (31%→36.4%). The risk is overfitti 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.22873897
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint