LAB #1271 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ LONDON_OPEN with 6 conf — improves win rate from 31.5% to — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ LONDON_OPEN with 6 conf — improves win rate from 31.5% to 100.0% (+68.5pp, n=5) SAME-WINDOW EFFECT: Over the current trade window, applying the USDCHF SHORT @ LONDON_OPEN with 6 conf filter would have affected only the one USDCHF trade listed (entry=0.81212 at 2026-07-22 09:05:00+02:00). That trade was already a CLOSED/WIN, so the filter would have been redundant in this specific instance — no PnL delta. However, the filter would have blocked any other USDCHF SHORT entries outside London open or with lower confidence, potentially avoiding a loss if one existed. With only one USDCHF trade in the window and it already winning, the net effect is neutral here. OVER-TIME PROJECTION: Over 3-6 months, this filter would likely reduce total USDCHF SHORT trade frequency significantly, as London open is a narrow window. The claimed 100% win rate on n=5 is statistically fragile — a single loss wo 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: W7203901727
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