LAB #5000 NEUTRAL: LEDGER BENCH: Apply filter: BTCUSD SHORT @ LONDON_OPEN with 6 conf — improves win rate from 31.7% to — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: BTCUSD SHORT @ LONDON_OPEN with 6 conf — improves win rate from 31.7% to 62.5% (+30.8pp, n=8) SAME-WINDOW EFFECT: The filter only touches BTCUSD SHORT at London open with conf 6 — none of the ten live eToro trades in this window are BTCUSD, so zero trades would have been added, removed, or resized. The window's realized PnL (2 wins, 3 losses, 5 rejected/open) is unchanged. The claimed +30.8pp lift is therefore untestable against this window; it rests entirely on n=8, which is a sample so small that 5/8 vs 2/8 wins is within noise (roughly p≈0.3 by Fisher exact against the 31.7% base). OVER-TIME PROJECTION: If the effect is real, it's a narrow carve-out — one instrument, one session, one confidence bucket — so its contribution to portfolio-level expectancy is small unless BTCUSD London-open shorts are a meaningful share of trade flow. The bigger risk is selection: with n=8 and a filter chosen after s 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
2026-11-01
DOI
https://doi.org/10.5281/zenodo.23853298
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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LAB #5000 NEUTRAL: LEDGER BENCH: Apply filter: BTCUSD SHORT @ LONDON_OPEN with 6 conf — improves win rate from 31.7% to — E8 Intelligence Research

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

LAB #5000 NEUTRAL: LEDGER BENCH: Apply filter: BTCUSD SHORT @ LONDON_OPEN with 6 conf — improves win rate from 31.7% to — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: BTCUSD SHORT @ LONDON_OPEN with 6 conf — improves win rate from 31.7% to 62.5% (+30.8pp, n=8) SAME-WINDOW EFFECT: The filter only touches BTCUSD SHORT at London open with conf 6 — none of the ten live eToro trades in this window are BTCUSD, so zero trades would have been added, removed, or resized. The window's realized PnL (2 wins, 3 losses, 5 rejected/open) is unchanged. The claimed +30.8pp lift is therefore untestable against this window; it rests entirely on n=8, which is a sample so small that 5/8 vs 2/8 wins is within noise (roughly p≈0.3 by Fisher exact against the 31.7% base). OVER-TIME PROJECTION: If the effect is real, it's a narrow carve-out — one instrument, one session, one confidence bucket — so its contribution to portfolio-level expectancy is small unless BTCUSD London-open shorts are a meaningful share of trade flow. The bigger risk is selection: with n=8 and a filter chosen after s 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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