LAB #2688 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.0% to 31.3% (+0. — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.0% to 31.3% (+0.4pp, n=693) SAME-WINDOW EFFECT: Applying the FAR (>10deg) filter to the current live window would have excluded the two XAUUSD trades (LONG at 4270.17 and SHORT at 4048.74) and the AUDUSD LONG at 0.70264, assuming their phase distances fell below the threshold. Of the 10 listed trades, 3 would be removed; the remaining 7 include 4 wins and 3 losses, shifting the raw win rate from 5/10 (50%) to 4/7 (57%). The PnL delta is ambiguous — the XAUUSD LONG was a win, so removing it lowers gross profit, but the XAUUSD SHORT was a loss, so net effect is roughly neutral to slightly negative in absolute terms, though win-rate improves on a smaller sample. OVER-TIME PROJECTION: Over 3-6 months, a +0.4pp win-rate improvement on n=693 suggests a real but marginal edge, likely driven by filtering out high-phase-distance entries that correlate w 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
- 2026-09-25
- DOI
- https://doi.org/10.5281/zenodo.22951788
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint