LAB #2808 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.0% to 32.6% (+1.6pp, — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 5 — improves win rate from 31.0% to 32.6% (+1.6pp, n=1416) SAME-WINDOW EFFECT: Over the 10 live trades shown, applying a minimum-5-confirmations filter would have affected only the entries triggered by rizzy5m signals, since rizzy7m and wkjudas already imply higher confirmation counts. The two GBPUSD shorts (1.34407, 1.34461) and the XAUUSD short (4048.74) and long (4270.17) would need to be checked against their actual confirmation counts at entry — but based on the backtest delta (+1.6pp), you'd expect roughly 1–2 of the 4 rizzy5m trades to be filtered out. If the filtered trades were the two losses (XAUUSD short, GBPUSD short on 08-03), win rate in this window would jump from 6/10 to 6/8 (75%), and PnL would improve by avoiding those losses. If a winner got filtered instead, the effect could be neutral or slightly negative — so the immediate impact is uncertain but directional 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
- 2026-09-28
- DOI
- https://doi.org/10.5281/zenodo.23006946
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint