LAB #2869 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.1% to 31.3% (+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 31.1% to 31.3% (+0.2pp, n=693) SAME-WINDOW EFFECT: Applying the FAR (>10deg) filter to the 10 live trades above would have removed the three rizzy5m entries with the smallest phase distance. Specifically, the GBPUSD SHORT at 1.34461 (10:10) and the XAUUSD SHORT at 4051.79 (07-31) both show phase distances likely below 10deg given their proximity to prior entries; the USDJPY SHORT via wkjudas is a different strategy and would not be filtered. Removing the two rizzy5m losers (XAUUSD 4051.79 LOSS, GBPUSD 1.34508 LOSS) would flip the window from 5W/4L to 5W/2L, a +0.3pp win-rate improvement and roughly +0.8R net PnL gain. The rejected USDCHF trade remains unaffected, so no live PnL is lost. OVER-TIME PROJECTION: Over 3-6 months, this filter should shave off the lowest-quality rizzy5m entries that cluster near prior signals, where phase distance is sma 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.23052012
Primary Topic
Wireless Signal Modulation Classification
Type
preprint
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LAB #2869 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.1% to 31.3% (+0. — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Wireless Signal Modulation Classification
preprint

LAB #2869 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.1% to 31.3% (+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 31.1% to 31.3% (+0.2pp, n=693) SAME-WINDOW EFFECT: Applying the FAR (>10deg) filter to the 10 live trades above would have removed the three rizzy5m entries with the smallest phase distance. Specifically, the GBPUSD SHORT at 1.34461 (10:10) and the XAUUSD SHORT at 4051.79 (07-31) both show phase distances likely below 10deg given their proximity to prior entries; the USDJPY SHORT via wkjudas is a different strategy and would not be filtered. Removing the two rizzy5m losers (XAUUSD 4051.79 LOSS, GBPUSD 1.34508 LOSS) would flip the window from 5W/4L to 5W/2L, a +0.3pp win-rate improvement and roughly +0.8R net PnL gain. The rejected USDCHF trade remains unaffected, so no live PnL is lost. OVER-TIME PROJECTION: Over 3-6 months, this filter should shave off the lowest-quality rizzy5m entries that cluster near prior signals, where phase distance is sma 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
Wireless Signal Modulation Classification
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