LAB #4168 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD LONG — improves win rate from 32.6% to 55.4% (+22.8pp, n=83) — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG — improves win rate from 32.6% to 55.4% (+22.8pp, n=83) SAME-WINDOW EFFECT: Over the current live window, no XAUUSD trades appear in the list, so this filter would have changed nothing in the actual executed trades shown. The only XAUUSD trade listed is a SHORT (via rizzy5m, entry 4598.79, closed as LOSS) — your filter is for LONG only, so it would not have blocked or altered that losing short. Therefore, the claimed +22.8pp win-rate improvement is not observable in this window; the live PnL delta is zero. The filter's benefit, if real, must come from a different historical subset not represented here. OVER-TIME PROJECTION: Over 3–6 months, restricting to XAUUSD LONG would drastically reduce trade frequency — XAUUSD longs are a narrow slice of your multi-pair engine. The win-rate jump from 32.6% to 55.4% on n=83 is statistically fragile (standard error ~5.5pp, so the true effect could be 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
2026-10-18
DOI
https://doi.org/10.5281/zenodo.23446733
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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LAB #4168 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD LONG — improves win rate from 32.6% to 55.4% (+22.8pp, n=83) — E8 Intelligence Research

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

LAB #4168 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD LONG — improves win rate from 32.6% to 55.4% (+22.8pp, n=83) — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG — improves win rate from 32.6% to 55.4% (+22.8pp, n=83) SAME-WINDOW EFFECT: Over the current live window, no XAUUSD trades appear in the list, so this filter would have changed nothing in the actual executed trades shown. The only XAUUSD trade listed is a SHORT (via rizzy5m, entry 4598.79, closed as LOSS) — your filter is for LONG only, so it would not have blocked or altered that losing short. Therefore, the claimed +22.8pp win-rate improvement is not observable in this window; the live PnL delta is zero. The filter's benefit, if real, must come from a different historical subset not represented here. OVER-TIME PROJECTION: Over 3–6 months, restricting to XAUUSD LONG would drastically reduce trade frequency — XAUUSD longs are a narrow slice of your multi-pair engine. The win-rate jump from 32.6% to 55.4% on n=83 is statistically fragile (standard error ~5.5pp, so the true effect could be 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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