LAB #4018 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 32.5% to 33.3% ( — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 32.5% to 33.3% (+0.8pp, n=1453) SAME-WINDOW EFFECT: Applying the MANIPULATION-phase filter to the current live window would have blocked the two open GBPUSD LONG and USDJPY SHORT trades (both wkjudas, both entered during a manipulation phase if the filter is active). It would also have blocked the CLOSED/open NZDUSD SHORT (wkjudas) and the REJECTED/open AUDUSD SHORT (rizzy5m) — but those were already rejected or closed, so net effect is limited. The only clear win that would have been removed is the GBPUSD SHORT (rizzy5m, 2026-08-26) — a WIN — while the two open trades remain unresolved. Expected PnL delta is roughly neutral-to-slightly-negative in this tiny sample, since you'd be cutting one confirmed winner and holding two unproven opens. OVER-TIME PROJECTION: Over 3–6 months, a +0.8pp win-rate gain (32.5%→33.3%) is statistically marginal (n= 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
- 2026-10-12
- DOI
- https://doi.org/10.5281/zenodo.23310295
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint