LAB #4064 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=822) SAME-WINDOW EFFECT: Applying a minimum 6-confirmation filter would have eliminated the two `wkjudas` entries (GBPUSD LONG and USDJPY SHORT) that both closed as losses, and likely the NZDUSD SHORT (still open) if it had fewer than 6 confirmations at entry. That removes 2–3 losing trades from the 10 shown, which alone would shift the live win rate from ~20% (2 wins/10) to ~33% (2 wins/7–8) — directionally consistent with your backtest but with a much smaller sample. The `rizzy5m` and `rizzy7m` trades appear unaffected, so the PnL delta is positive but modest — roughly +0.5R to +1.0R over this window, not the +5.7pp headline. OVER-TIME PROJECTION: Over 3–6 months, the filter should reduce low-conviction entries that fire before price structure confirms, likely lifting win rate by 3–6pp as your backtest suggests — but the ris 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
2026-10-14
DOI
https://doi.org/10.5281/zenodo.23357901
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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LAB #4064 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.5% to 38.2% (+5.7pp, — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
preprint

LAB #4064 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.5% to 38.2% (+5.7pp, — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

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=822) SAME-WINDOW EFFECT: Applying a minimum 6-confirmation filter would have eliminated the two `wkjudas` entries (GBPUSD LONG and USDJPY SHORT) that both closed as losses, and likely the NZDUSD SHORT (still open) if it had fewer than 6 confirmations at entry. That removes 2–3 losing trades from the 10 shown, which alone would shift the live win rate from ~20% (2 wins/10) to ~33% (2 wins/7–8) — directionally consistent with your backtest but with a much smaller sample. The `rizzy5m` and `rizzy7m` trades appear unaffected, so the PnL delta is positive but modest — roughly +0.5R to +1.0R over this window, not the +5.7pp headline. OVER-TIME PROJECTION: Over 3–6 months, the filter should reduce low-conviction entries that fire before price structure confirms, likely lifting win rate by 3–6pp as your backtest suggests — but the ris Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
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