LAB #4066 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% to 37.6% (+ — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% to 37.6% (+5.1pp, n=595) SAME-WINDOW EFFECT: Applying the phase-distance TIGHT (≤2°) filter to the current live window would have blocked the GBPUSD LONG (wkjudas, 1.35301) and USDJPY SHORT (wkjudas, 160.187) — both closed as losses — and likely the NZDUSD SHORT (wkjudas, 0.59214) still open. That removes 2–3 losing trades from a 10-trade window, shifting the observed win rate from 2/10 (20%) to roughly 2/7–2/8 (25–29%). The PnL delta is positive but modest, roughly +0.5R to +1.0R, since the blocked trades were not catastrophic. The filter does not appear to block any of the two winners (GBPUSD SHORT, EURUSD LONG), so it aligns directionally with the backtest claim. OVER-TIME PROJECTION: Over 3–6 months, a +5.1pp win-rate improvement on 595 samples suggests the filter is selecting for higher-probability phase alignments, but the gain is sm 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
- 2026-10-14
- DOI
- https://doi.org/10.5281/zenodo.23358249
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint