LAB #1260 HARMFUL: LEDGER BENCH: Apply filter: XAUUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 31.5% to 80. — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 31.5% to 80.0% (+48.5pp, n=5) SAME-WINDOW EFFECT: Over the current trade window, this filter would have blocked the XAUUSD SHORT via rizzy5m that was rejected anyway (entry=4100.865 at 2026-07-23 09:35), so no live trade would have been affected. The filter is untested on the other open/rejected XAUUSD entries in this window since none match the NY_OPEN + 6 conf criteria. Win-rate delta is zero for this specific window, but the claimed +48.5pp improvement (n=5) suggests a fragile small-sample artifact — likely overfit to a specific market regime. OVER-TIME PROJECTION: Over 3-6 months, this filter would likely degrade overall performance because it forces a narrow, time-constrained entry on a single pair with high confidence, reducing opportunity set drastically. The 80% win rate on n=5 is statistically meaningless — real win rate likely rev Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Author: Caldin, Andrew Stewart
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W7203893677
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