LAB #3860 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.5% to 38.2% (+5.7pp, — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 6 — improves win rate from 32.5% to 38.2% (+5.7pp, n=808) SAME-WINDOW EFFECT: Applying a minimum 6-confirmation filter would have rejected the AUDUSD SHORT (currently open, unconfirmed) and likely the NZDUSD LONG (open, unconfirmed) — both are speculative entries with no confirmed direction. Among the 8 closed trades, 3 were wins (GBPUSD SHORT, EURUSD LONG, GBPUSD SHORT) and 5 were losses; the filter would not have altered those outcomes since they all had ≥6 confirmations at entry. The net PnL delta in this window would be roughly zero — the filter only removes unconfirmed trades, and the two open/rejected trades are not yet resolved, so no measurable win-rate improvement appears here. The backtested +5.7pp gain likely comes from filtering out low-conviction entries across a larger sample, not from this specific 10-trade window. OVER-TIME PROJECTION: Over 3-6 months, this filte 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.23229412
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint