LAB #4171 PROMISING: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.2% (+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 36.2% (+3.6pp, n=356) SAME-WINDOW EFFECT: Applying the LONDON_OPEN filter to the current live window would have excluded the three wkjudas trades (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) and the two rizzy5m trades from 08-27 (AUDUSD, NZDUSD, XAUUSD) that fell outside London hours. Of the remaining trades (GBPUSD SHORT 09-02, NZDUSD SHORT 09-02, AUDUSD SHORT 09-02, GBPUSD SHORT 08-26), you'd have kept 2 wins and 2 losses — a 50% win rate on the surviving subset versus the unfiltered 3W/5L (37.5%). PnL delta is roughly neutral here because the excluded losses (wkjudas trio) are offset by excluded wins (XAUUSD loss is excluded, but so is the AUDUSD win from 09-02? — actually that one stays). Net effect: you'd have avoided 3 losses and 1 win, improving win rate but not materially changing total PnL in this small sample. OVER-TIME PROJECTION: Over 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
- 2026-10-18
- DOI
- https://doi.org/10.5281/zenodo.23446842
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint