LAB #4075 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.6% to 66.7% — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.6% to 66.7% (+34.1pp, n=21) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked all XAUUSD SHORT entries (rizzy5m at 4598.79, CLOSED/LOSS) and any XAUUSD LONG candidates — but no XAUUSD LONG trades appear in the live list, so the immediate impact is nil on realized PnL. The only XAUUSD trade present is a SHORT loss, which the filter would have excluded, turning that -1R into 0R — a small positive delta. However, the filter does not address the broader bleeding across GBPUSD, USDJPY, NZDUSD, and EURJPY losses; it only removes one losing XAUUSD SHORT while adding no new LONGs in this window. Net same-window effect: +1 avoided loss, but no win-rate improvement demonstrated because the filter's target condition (XAUUSD LONG @ ASIAN with 5 conf) never triggered. OVER-TIME PROJECTION: Over 3-6 months, the filter's 66.7 Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

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Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-10-14
DOI
https://doi.org/10.5281/zenodo.23358819
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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preprint

LAB #4075 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.6% to 66.7% — E8 Intelligence Research

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

LAB #4075 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.6% to 66.7% — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.6% to 66.7% (+34.1pp, n=21) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked all XAUUSD SHORT entries (rizzy5m at 4598.79, CLOSED/LOSS) and any XAUUSD LONG candidates — but no XAUUSD LONG trades appear in the live list, so the immediate impact is nil on realized PnL. The only XAUUSD trade present is a SHORT loss, which the filter would have excluded, turning that -1R into 0R — a small positive delta. However, the filter does not address the broader bleeding across GBPUSD, USDJPY, NZDUSD, and EURJPY losses; it only removes one losing XAUUSD SHORT while adding no new LONGs in this window. Net same-window effect: +1 avoided loss, but no win-rate improvement demonstrated because the filter's target condition (XAUUSD LONG @ ASIAN with 5 conf) never triggered. OVER-TIME PROJECTION: Over 3-6 months, the filter's 66.7 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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