LAB #4934 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.7% to 32.6% ( — E8 Intelligence Research
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.7% to 32.6% (+0.8pp, n=1563) SAME-WINDOW EFFECT: The filter keys on "Quarterly phase = MANIPULATION," which is a calendar/regime label, not a per-trade signal — so it either gates the whole window or none of it. The live window (2026-09-03 to 2026-09-11) shows 4 closed trades: 2 losses (EURUSD, XAUUSD, AUDUSD — actually 3 losses) and 2 wins (USDCHF, USDCAD), i.e. ~40% on a tiny sample, plus 5 rejected/open. If the window falls inside a MANIPULATION phase, the filter would have suppressed the three SHORT losses (EURUSD, XAUUSD, AUDUSD) — a real PnL save — but also the two USDCHF/USDCAD wins, netting roughly flat-to-slightly-positive on n=5. That is statistically meaningless; the +0.8pp claim comes from n=1563, not from anything observable here. OVER-TIME PROJECTION: A +0.8pp win-rate lift on a 31.7% base is a ~2.5% relative improvement — well 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
- 2026-10-31
- DOI
- https://doi.org/10.5281/zenodo.23830719
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint