LAB #4142 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.6% to 38.2% (+5.6pp, — 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% (+5.6pp, n=837) SAME-WINDOW EFFECT: Applying a minimum 6-confirmation filter would have eliminated the two rizzy5m LOSSES (AUDUSD 0.71366 and XAUUSD 4598.79) and the rizzy5m REJECTED trade (AUDUSD 0.71765), since those entries likely had fewer confirmations at trigger. It would also have removed the rizzy5m WIN (NZDUSD 0.58252) if that trade had <6 confirmations — but given the backtest shows a net +5.6pp win-rate gain, the filter likely removes more losers than winners. Over this 10-trade window, removing 2 losses and 1 rejected (plus possibly 1 win) would shift the live record from roughly 2W/5L/3open to ~1W/3L/3open — a modest PnL improvement, but not dramatic given the small sample. The key risk is that the filter also kills high-conviction quick entries that would have won, so the net delta here is uncertain but directionally positiv 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
2026-10-16
DOI
https://doi.org/10.5281/zenodo.23410071
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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LAB #4142 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.6% to 38.2% (+5.6pp, — E8 Intelligence Research

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

LAB #4142 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.6% to 38.2% (+5.6pp, — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

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% (+5.6pp, n=837) SAME-WINDOW EFFECT: Applying a minimum 6-confirmation filter would have eliminated the two rizzy5m LOSSES (AUDUSD 0.71366 and XAUUSD 4598.79) and the rizzy5m REJECTED trade (AUDUSD 0.71765), since those entries likely had fewer confirmations at trigger. It would also have removed the rizzy5m WIN (NZDUSD 0.58252) if that trade had <6 confirmations — but given the backtest shows a net +5.6pp win-rate gain, the filter likely removes more losers than winners. Over this 10-trade window, removing 2 losses and 1 rejected (plus possibly 1 win) would shift the live record from roughly 2W/5L/3open to ~1W/3L/3open — a modest PnL improvement, but not dramatic given the small sample. The key risk is that the filter also kills high-conviction quick entries that would have won, so the net delta here is uncertain but directionally positiv 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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