LAB #4138 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.1% (+3.6pp, n — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.1% (+3.6pp, n=360) SAME-WINDOW EFFECT: Applying the LONDON_OPEN filter to the current live window would have excluded all trades timestamped outside that session. Of the ten listed trades, only the GBPUSD SHORT (rizzy5m, 11:50+02:00) and possibly the AUDUSD SHORT (rizzy5m, 11:35+02:00) fall within a typical London open window (07:00–12:00 UTC+2), but the AUDUSD was REJECTED. The remaining eight trades (including all wkjudas entries and earlier rizzy5m entries) would have been blocked. Since the current window shows 2 wins, 5 losses, and 3 open/rejected, filtering would have removed most losses but also one win (NZDUSD SHORT at 10:20), yielding a net win rate improvement from ~20% to ~50% on the surviving two trades — but with only 2–3 trades, this is statistically meaningless and likely noise. OVER-TIME PROJECTION: Over 3–6 months, a +3.6pp 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.23409870
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
OCT
preprint

LAB #4138 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.1% (+3.6pp, n — E8 Intelligence Research

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

LAB #4138 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.1% (+3.6pp, n — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.1% (+3.6pp, n=360) SAME-WINDOW EFFECT: Applying the LONDON_OPEN filter to the current live window would have excluded all trades timestamped outside that session. Of the ten listed trades, only the GBPUSD SHORT (rizzy5m, 11:50+02:00) and possibly the AUDUSD SHORT (rizzy5m, 11:35+02:00) fall within a typical London open window (07:00–12:00 UTC+2), but the AUDUSD was REJECTED. The remaining eight trades (including all wkjudas entries and earlier rizzy5m entries) would have been blocked. Since the current window shows 2 wins, 5 losses, and 3 open/rejected, filtering would have removed most losses but also one win (NZDUSD SHORT at 10:20), yielding a net win rate improvement from ~20% to ~50% on the surviving two trades — but with only 2–3 trades, this is statistically meaningless and likely noise. OVER-TIME PROJECTION: Over 3–6 months, a +3.6pp 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
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.