LAB #1822 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 31.9% to 64. — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 31.9% to 64.2% (+32.2pp, n=67) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the two XAUUSD SHORT rizzy5m entries (both losses) and the EURJPY SHORT rizzy5m entry (a win). That removes 3 trades: 2 losses and 1 win. Net PnL delta is positive (removing 2 losses outweighs removing 1 win), and win rate on the remaining 7 trades would rise from 4/10 (40%) to 4/7 (57.1%). However, the filter would not have touched the EURJPY LONG, GBPUSD LONGs, or the rejected USDJPY/NZDUSD entries, so the overall directional impact is modest but favorable. OVER-TIME PROJECTION: Over 3–6 months, this filter would likely reduce trade frequency on USDCHF SHORTs at NY open, cutting out a large chunk of low-quality setups. The backtest claims a +32pp win-rate jump on n=67, which is statistically meaningful but not overwhelming — the 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: W7208757483
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