LAB #2614 HARMFUL: LEDGER BENCH: Apply filter: Session = LONDON — improves win rate from 31.0% to 31.2% (+0.2pp, n=16) — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON — improves win rate from 31.0% to 31.2% (+0.2pp, n=16) SAME-WINDOW EFFECT: Applying the LONDON session filter to the current live window would have excluded the 10:10 and 10:30 entries (both GBPUSD and USDCHF), but those are outside the strict London session (08:00–16:30 UTC+2? Actually 10:10–11:35 are within London). Rechecking timestamps: all entries fall between 10:10 and 11:35 UTC+2, which is 08:10–09:35 UTC — that is the tail of the Asian session, not London. So the filter would have excluded **all 10 trades** in this window, removing 6 wins and 4 losses — net PnL delta is zero (no trades taken), but win rate becomes undefined (0/0). The claimed +0.2pp improvement is statistically meaningless at n=16, and the live window shows the filter would have killed all activity, not improved it. OVER-TIME PROJECTION: Over 3–6 months, a London-only filter would drastically reduce trade fr 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.22930982
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint