LAB #2618 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 7 — improves win rate from 31.0% to 40.0% (+9.0pp, — 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 40.0% (+9.0pp, n=10) SAME-WINDOW EFFECT: Applying a minimum of 7 confirmations would have filtered out all 10 live trades shown, since none of them list a confirmation count (and the engine's default is likely lower). This means the entire window would have been flat — no wins, no losses, no PnL. The backtest's +9.0pp win-rate gain is not visible here because the live sample is too small and lacks confirmation metadata; the only honest delta is a reduction in exposure, not a proven edge. OVER-TIME PROJECTION: Over 3–6 months, a strict 7-confirmation filter will likely cut trade frequency dramatically (perhaps 50–70%), which can inflate win rate by cherry-picking only the highest-conviction setups. However, this also risks missing the bulk of profitable trades that rely on speed over confirmation, especially in fast-moving FX pairs like GBPUSD 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
- 2026-09-24
- DOI
- https://doi.org/10.5281/zenodo.22931064
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint