LAB #4110 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.6% to 38.2% (+5.7pp, — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 6 — improves win rate from 32.6% to 38.2% (+5.7pp, n=834) SAME-WINDOW EFFECT: Applying a minimum 6-confirmation filter to the current live window would have blocked the two `wkjudas` entries (GBPUSD LONG and USDJPY SHORT, both closed as LOSSES) and the `rizzy5m` NZDUSD SHORT from 2026-08-27 (CLOSED/LOSS), since those likely entered with fewer confirmations. It would also have blocked the AUDUSD SHORT marked REJECTED/open, which is consistent with the filter's intent. Removing three confirmed losses and one rejected trade from the window would shift the visible win rate from roughly 3/10 to 3/6 (50%) on remaining trades, a meaningful PnL improvement, though the sample is tiny and two trades remain open. OVER-TIME PROJECTION: Over 3–6 months, the +5.7pp win-rate gain from backtests (n=834) suggests the filter reduces low-quality entries that decay into losses, likely by forcing la 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
- 2026-10-15
- DOI
- https://doi.org/10.5281/zenodo.23385717
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint