LAB #3871 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.5% to 34.0% (+1.5pp, — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 5 — improves win rate from 32.5% to 34.0% (+1.5pp, n=1800) SAME-WINDOW EFFECT: Applying a minimum 5-confirmation filter would have excluded the AUDUSD SHORT (currently open/rejected) and the NZDUSD LONG (wkjudas, open), as both likely lacked sufficient confirmations at entry. Among the remaining 8 closed trades, the win rate would shift from 3 wins/7 losses (30%) to 3 wins/5 losses (37.5%) — a +7.5pp improvement, but driven entirely by removing two losing trades (NZDUSD LONG open, AUDUSD SHORT unknown). The PnL delta is positive but small, roughly +0.4R if the excluded trades were losses, and neutral if either was a winner. The backtest's +1.5pp gain is directionally consistent but overstated in this tiny sample. OVER-TIME PROJECTION: Over 3–6 months, a 5-confirmation filter should reduce false entries during choppy, low-conviction regimes, likely lifting win rate by 1–2pp as ba 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
- 2026-10-08
- DOI
- https://doi.org/10.5281/zenodo.23229736
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint