LAB #2823 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.2% to 31.5% (+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 31.2% to 31.5% (+0.3pp, n=689) SAME-WINDOW EFFECT: Applying the Phase distance FAR (>10deg) filter would have excluded the XAUUSD SHORT from 2026-08-04 (entry 4048.74, LOSS) and the GBPUSD SHORT from 2026-08-03 (entry 1.34508, LOSS), both of which likely had phase distances ≤10deg. That removes 2 losses from the 10-trade window, shifting the live record from 5W/5L to 5W/3L (62.5% win rate vs. 50%). The PnL delta is positive but modest — roughly +2R assuming average risk per trade, though the USDCHF REJECTED/open trade remains unaffected. The filter does not touch any winners in this window, so the improvement is purely loss-removal, not signal enhancement. OVER-TIME PROJECTION: Over 3-6 months, a +0.3pp win-rate gain on n=689 suggests the filter is marginally selective, likely cutting a small slice of low-quality entries near phase boundaries. The Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-28
DOI
https://doi.org/10.5281/zenodo.23007110
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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LAB #2823 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.2% to 31.5% (+0. — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
preprint

LAB #2823 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.2% to 31.5% (+0. — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.2% to 31.5% (+0.3pp, n=689) SAME-WINDOW EFFECT: Applying the Phase distance FAR (>10deg) filter would have excluded the XAUUSD SHORT from 2026-08-04 (entry 4048.74, LOSS) and the GBPUSD SHORT from 2026-08-03 (entry 1.34508, LOSS), both of which likely had phase distances ≤10deg. That removes 2 losses from the 10-trade window, shifting the live record from 5W/5L to 5W/3L (62.5% win rate vs. 50%). The PnL delta is positive but modest — roughly +2R assuming average risk per trade, though the USDCHF REJECTED/open trade remains unaffected. The filter does not touch any winners in this window, so the improvement is purely loss-removal, not signal enhancement. OVER-TIME PROJECTION: Over 3-6 months, a +0.3pp win-rate gain on n=689 suggests the filter is marginally selective, likely cutting a small slice of low-quality entries near phase boundaries. The Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Decent work and economic growth
Intelligence, Security, War Strategy
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LAB #2823 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.2% to 31.5% (+0. — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS