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
- Andrew Stewart Caldin
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