LAB #1885 NEUTRAL: LEDGER BENCH: Apply filter: NZDUSD SHORT — improves win rate from 31.9% to 33.7% (+1.7pp, n=101) — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: NZDUSD SHORT — improves win rate from 31.9% to 33.7% (+1.7pp, n=101) SAME-WINDOW EFFECT: Applying the NZDUSD SHORT filter would have excluded zero of the 10 listed live trades (none are NZDUSD), so the immediate window shows no PnL or win-rate change. The +1.7pp win-rate improvement is derived from a separate backtest sample (n=101), not from this live set — meaning the filter's effect here is invisible. If the filter had been active, the only difference would be a hypothetical reduction in future NZDUSD SHORT entries, none of which occurred in this window. Thus, no measurable delta in this specific trade list. OVER-TIME PROJECTION: Over 3–6 months, a +1.7pp win-rate gain on NZDUSD SHORTs (from 31.9% to 33.7%) is marginal and likely within noise for n=101. The risk is overfitting to a short, possibly regime-specific sample — NZDUSD has been trending lower recently, so the filter may simply capture a 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: W7210273159
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