LAB #2891 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.1% to 35.8% (+ — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.1% to 35.8% (+4.7pp, n=452) SAME-WINDOW EFFECT: Applying the phase-distance TIGHT (≤2°) filter to the current live window would have removed the two LOSS trades (XAUUSD SHORT 4048.74 and USDJPY SHORT 157.883) and likely the GBPUSD SHORT 1.34508 loss, as those entries show wider phase dispersion in the backtest cohort. That leaves 7 trades with 5 wins and 2 losses (the rejected USDCHF stays out), shifting the window win rate from 60% (6/10) to ~71% (5/7). PnL delta is positive but modest — removing losers saves roughly 2R, while the filter also removes one winner (AUDUSD LONG) if its phase distance was >2°, netting maybe +0.5R to +1.5R over this window. OVER-TIME PROJECTION: Over 3–6 months, a +4.7pp win-rate gain on n=452 suggests the filter is selecting for higher-conviction setups, but the sample is small and the gain may be concentrated in 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
- 2026-09-30
- DOI
- https://doi.org/10.5281/zenodo.23052343
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint