LAB #4782 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.8% to 32.8% ( — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.8% to 32.8% (+1.0pp, n=1569) SAME-WINDOW EFFECT: The filter would only gate entries whose quarterly phase is not MANIPULATION, so the affected set is the 10 live trades above — and the two closed losses (XAUUSD SHORT, AUDUSD SHORT) plus the USDCHF WIN are the only ones with resolved outcomes. A +1.0pp win-rate edge on n=1569 is statistically indistinguishable from noise (roughly 1.4 standard errors on a binomial of that size), so it is entirely plausible that zero of the 10 live trades would have flipped, and equally plausible that the filter would have blocked the USDCHF winner while leaving both losers untouched. Net expected delta over this window: essentially 0 trades changed, 0pp win-rate, 0 PnL — the sample is far too small to demonstrate the claimed effect. OVER-TIME PROJECTION: Over 3–6 months, a +1.0pp edge at ~30% base rate is with 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
- 2026-10-29
- DOI
- https://doi.org/10.5281/zenodo.23755809
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint