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
- Andrew Stewart Caldin
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