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
- Andrew Stewart Caldin
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