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
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.23358819
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint