LAB #1898 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 32.0% to 33.3 — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 32.0% to 33.3% (+1.4pp, n=156) SAME-WINDOW EFFECT: Applying a MODERATE phase-distance filter (5–10°) would have excluded trades entering outside that band. In the current window, the two XAUUSD shorts (entries at 11:20 and 09:55) and the EURJPY short at 10:35 likely fall outside this band based on typical phase timing, but without phase data per trade I can only estimate. If those three were excluded, you remove 2 losses and 1 win — net PnL improves slightly (losses −2, win −1), but win rate on remaining trades rises from 3/10 to 3/7 (42.9% vs 30%). The rejected USDJPY trade would remain excluded, so no change there. Overall, the filter would have trimmed losing trades more than winners in this small sample, but the sample is too noisy to confirm the +1.4pp backtest edge. OVER-TIME PROJECTION: Over 3–6 months, a moderate phase filter could r 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: W7210277248
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