LAB #1975 NEUTRAL: LEDGER BENCH: Apply filter: ETHUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.0% to 80. — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: ETHUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.0% to 80.0% (+48.0pp, n=5) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the two XAUUSD SHORTs (both losses) and the EURJPY SHORT (a win), plus the GBPUSD SHORT (loss). That removes 1 win and 3 losses from the 9 trades shown, shifting the window from 4W/5L to 3W/2L — a raw win-rate improvement from 44% to 60%, but with a smaller sample and a net PnL change that depends on the magnitude of the removed losses vs. the removed win. The claimed +48pp is not reproducible here; the filter's benefit is real but overstated on this tiny, mixed window. OVER-TIME PROJECTION: Over 3–6 months, a 6-conf NY_OPEN SHORT-only filter on ETHUSD could plausibly raise win rate if the edge is structural (e.g., Asian-session momentum fading at NY open), but n=5 is statistically meaningless — the 95% confidence interval on 4/5 w 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: W7211998201
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