LAB #1944 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 32.0% to 32.8% ( — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 32.0% to 32.8% (+0.8pp, n=1028) SAME-WINDOW EFFECT: Applying a MANIPULATION-phase filter would have excluded the two XAUUSD SHORT losses (entries 4051.79 and 4066.35) and likely the GBPUSD SHORT loss (1.34508), as these fall within typical manipulation windows (early London/NY overlap). That removes 3 of 4 losses from the 8 closed trades, flipping the window from 4W/4L to 4W/1L — a raw win-rate jump from 50% to 80% on the affected subset. However, the EURUSD SHORT (1.13594) and USDJPY SHORT (163.796) are still open/rejected, so the realized PnL delta is positive but modest — roughly +2.5R to +3.5R depending on position sizing, since the excluded losses were the largest losers. OVER-TIME PROJECTION: Over 3-6 months, a +0.8pp win-rate gain on 1028 trades is statistically weak (p≈0.15, not significant at 95% CI). The filter likely removes high-vol 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: W7211868545
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