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
- Andrew Stewart Caldin
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