LAB #4059 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=1455) SAME-WINDOW EFFECT: Applying the MANIPULATION-phase filter to the current live window would have blocked the two wkjudas entries (GBPUSD LONG and USDJPY SHORT) and the rizzy5m NZDUSD SHORT — all three are losses or open at a loss. It would also have blocked the rizzy5m XAUUSD SHORT (loss) and the rizzy7m EURJPY LONG (loss), but would have kept the two rizzy5m/rizzy7m winners (GBPUSD SHORT, EURUSD LONG). Net effect: 5 losing trades removed, 2 winners retained, 1 open/rejected trade unaffected — a clear positive PnL shift in this window, though the sample is small and the filter appears to favor rizzy5m/rizzy7m over wkjudas signals. OVER-TIME PROJECTION: The +0.8pp win-rate gain from backtest (n=1455) is statistically marginal and likely within noise for a 32.5% baseline. Over 3-6 months, the filter may reduce trad 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.23357674
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint