LAB #2863 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.1% to 32.7% (+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 31.1% to 32.7% (+1.6pp, n=1426) SAME-WINDOW EFFECT: Applying a minimum of 5 confirmations would have filtered out the two XAUUSD trades (rizzy5m at 4048.74 and rizzy5m at 4051.79) and the USDJPY wkjudas trade, all of which were LOSSES. It would also have removed the AUDUSD LONG (rizzy7m) which was a WIN, and the USDCAD SHORT (rizzy5m) which was a WIN. Net effect on this small window: you'd drop 2 losses and 2 wins, leaving 6 trades with 4 wins/2 losses (66.7% vs current 60% win rate), but total PnL would likely decrease because the removed wins (AUDUSD, USDCAD) may have had larger positive R-multiples than the removed losses. The +1.6pp backtest gain is not clearly replicated here; it's a wash at best. OVER-TIME PROJECTION: Over 3-6 months, requiring ≥5 confirmations will reduce trade frequency (likely 20-30% fewer entries) and may improve win rate sli 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
- 2026-09-29
- DOI
- https://doi.org/10.5281/zenodo.23031085
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint