LAB #4804 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.8% to 33.3% (+1.5pp, — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 5 — improves win rate from 31.8% to 33.3% (+1.5pp, n=1942) SAME-WINDOW EFFECT: The filter would only bite on trades with fewer than 5 confirmations, and the live window shows 10 trades of which 4 were already REJECTED (NZDUSD, GBPUSD, EURUSD 7m, USDCHF, EURJPY — 5 actually). Of the 5 that executed, 2 won (USDCHF 09-04, USDCAD 09-03) and 2 lost (XAUUSD, AUDUSD), with EURUSD still open. If any of the winners had <5 confirmations, the filter would have removed them and *lowered* realized PnL despite the headline win-rate bump. With n=5 executed trades, the window is far too small to confirm the +1.5pp edge — it's noise-dominated. OVER-TIME PROJECTION: A +1.5pp win-rate lift on n=1942 is statistically marginal (roughly 1.3 sigma depending on baseline variance) and likely within the confidence band of the backtest itself. Over 3-6 months, the filter will cut trade count, and if the r 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
2026-10-29
DOI
https://doi.org/10.5281/zenodo.23756074
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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LAB #4804 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.8% to 33.3% (+1.5pp, — E8 Intelligence Research

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

LAB #4804 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 31.8% to 33.3% (+1.5pp, — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 5 — improves win rate from 31.8% to 33.3% (+1.5pp, n=1942) SAME-WINDOW EFFECT: The filter would only bite on trades with fewer than 5 confirmations, and the live window shows 10 trades of which 4 were already REJECTED (NZDUSD, GBPUSD, EURUSD 7m, USDCHF, EURJPY — 5 actually). Of the 5 that executed, 2 won (USDCHF 09-04, USDCAD 09-03) and 2 lost (XAUUSD, AUDUSD), with EURUSD still open. If any of the winners had <5 confirmations, the filter would have removed them and *lowered* realized PnL despite the headline win-rate bump. With n=5 executed trades, the window is far too small to confirm the +1.5pp edge — it's noise-dominated. OVER-TIME PROJECTION: A +1.5pp win-rate lift on n=1942 is statistically marginal (roughly 1.3 sigma depending on baseline variance) and likely within the confidence band of the backtest itself. Over 3-6 months, the filter will cut trade count, and if the r 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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