LAB #2918 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=1427) SAME-WINDOW EFFECT: Applying a minimum of 5 confirmations would have filtered out the two rejected/open trades (USDCHF SHORT at 10:30 and the second GBPUSD SHORT at 10:10) if they had fewer than 5 confirmations at entry — but based on the live log, both were either rejected or closed as wins, so the filter would have removed one win (GBPUSD) and one open/rejected trade, leaving the remaining 8 trades intact. Net effect on this window: win rate would shift from 5W/4L (55.6%) to 4W/4L (50%) if the open trade is excluded, or 4W/5L (44.4%) if counted as a loss — a slight negative delta, not the +1.6pp backtest suggests, because the sample is tiny and the filter removes a winner. PnL delta is roughly −0.5R to −1R depending on the open trade's fate, so no immediate edge is visible here. OVER-TIME PROJECTION: Over 3–6 months, a 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
2026-09-30
DOI
https://doi.org/10.5281/zenodo.23052599
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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LAB #2918 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.1% to 32.7% (+1.6pp, — E8 Intelligence Research

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

LAB #2918 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.1% to 32.7% (+1.6pp, — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

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=1427) SAME-WINDOW EFFECT: Applying a minimum of 5 confirmations would have filtered out the two rejected/open trades (USDCHF SHORT at 10:30 and the second GBPUSD SHORT at 10:10) if they had fewer than 5 confirmations at entry — but based on the live log, both were either rejected or closed as wins, so the filter would have removed one win (GBPUSD) and one open/rejected trade, leaving the remaining 8 trades intact. Net effect on this window: win rate would shift from 5W/4L (55.6%) to 4W/4L (50%) if the open trade is excluded, or 4W/5L (44.4%) if counted as a loss — a slight negative delta, not the +1.6pp backtest suggests, because the sample is tiny and the filter removes a winner. PnL delta is roughly −0.5R to −1R depending on the open trade's fate, so no immediate edge is visible here. OVER-TIME PROJECTION: Over 3–6 months, a Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
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