LAB #1840 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 31.9% to 38.1% ( — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 31.9% to 38.1% (+6.2pp, n=97) SAME-WINDOW EFFECT: Applying the DISTRIBUTION-phase filter would have blocked all trades opened during that phase. In the current window, the only trade clearly inside a distribution phase is the XAUUSD SHORT at 4051.79 (loss) and possibly the EURJPY SHORT at 184.144 (win) — depending on exact phase boundaries. If both were blocked, you remove one loss and one win, netting a wash on PnL but reducing exposure. If only the loss is blocked, win rate improves slightly, but the sample is too small to draw signal. The live window shows no clear edge from this filter — the wins and losses are mixed within the same phase. OVER-TIME PROJECTION: Over 3–6 months, a +6.2pp win-rate gain on n=97 is statistically fragile (95% CI roughly ±9.8pp), so the true effect could be zero or negative. The filter will also reduce trade freq 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: W7208827418
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