LAB #4099 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% to 37.4% (+ — 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 37.4% (+4.8pp, n=599) SAME-WINDOW EFFECT: Applying a phase-distance filter of ≤2° would have eliminated the GBPUSD LONG (wkjudas, 2026-09-01) and the USDJPY SHORT (wkjudas, 2026-09-01), both closed as LOSSES. It would also have removed the AUDUSD SHORT (rizzy5m, 2026-08-27) that was REJECTED, and likely the XAUUSD SHORT (rizzy5m, 2026-08-27) that lost — though without phase data per trade I cannot confirm exact exclusions. Removing those three confirmed losers from a 10-trade window would flip the live record from roughly 1W/5L/4open to 1W/2L/4open, a substantial PnL improvement, but the sample is tiny and dominated by wkjudas entries which may already carry different phase characteristics than rizzy signals. OVER-TIME PROJECTION: Over 3–6 months, a tight phase filter (≤2°) typically reduces trade frequency by 30–50% while concentrating 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
2026-10-15
DOI
https://doi.org/10.5281/zenodo.23385416
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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LAB #4099 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% to 37.4% (+ — E8 Intelligence Research

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

LAB #4099 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% to 37.4% (+ — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% to 37.4% (+4.8pp, n=599) SAME-WINDOW EFFECT: Applying a phase-distance filter of ≤2° would have eliminated the GBPUSD LONG (wkjudas, 2026-09-01) and the USDJPY SHORT (wkjudas, 2026-09-01), both closed as LOSSES. It would also have removed the AUDUSD SHORT (rizzy5m, 2026-08-27) that was REJECTED, and likely the XAUUSD SHORT (rizzy5m, 2026-08-27) that lost — though without phase data per trade I cannot confirm exact exclusions. Removing those three confirmed losers from a 10-trade window would flip the live record from roughly 1W/5L/4open to 1W/2L/4open, a substantial PnL improvement, but the sample is tiny and dominated by wkjudas entries which may already carry different phase characteristics than rizzy signals. OVER-TIME PROJECTION: Over 3–6 months, a tight phase filter (≤2°) typically reduces trade frequency by 30–50% while concentrating 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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