LAB #4141 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=837) SAME-WINDOW EFFECT: Applying a minimum 6-confirmation filter would have eliminated the two `wkjudas` entries (GBPUSD LONG and USDJPY SHORT) that both closed as LOSSES, and likely the `rizzy7m` AUDUSD SHORT (if its confirmations were below 6 at entry). That removes 2–3 losing trades from the 10 shown, shifting the window from roughly 2W/5L/3open to 2W/2L/3open — a win-rate jump from ~28% to ~50% on closed trades. PnL delta is positive but modest given the small sample; the main effect is removing the weakest signal source, not improving the strongest. OVER-TIME PROJECTION: Over 3–6 months, this filter will likely raise win rate by 3–6pp as backtest suggests, but it will also cut trade frequency by roughly 20–30% (fewer early entries). The risk is that you filter out high-volatility breakouts that need <6 confirmations to c 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
- 2026-10-16
- DOI
- https://doi.org/10.5281/zenodo.23409981
- Primary Topic
- Stock Market Forecasting Methods
- Type
- preprint