LAB #1970 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD LONG @ NY_OPEN with 5 conf — improves win rate from 32.0% to 76.2 — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ NY_OPEN with 5 conf — improves win rate from 32.0% to 76.2% (+44.2pp, n=21) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the XAUUSD SHORT entries at 4051.79 and 4066.35 (both losses), but it would not have generated any new XAUUSD LONG trades since none of the listed live trades are LONG XAUUSD at NY_OPEN with 5 conf. Net effect on this specific window: two losing trades avoided, improving the window's win rate from 4/9 (44.4%) to 4/7 (57.1%) and PnL by roughly +2R (assuming typical stop distances). However, the filter's claimed +44.2pp improvement is based on n=21 — a small sample that could easily be regime-specific (e.g., gold trending up during NY hours in that backtest period). OVER-TIME PROJECTION: Over 3-6 months, this filter could genuinely reduce false XAUUSD shorts during NY_OPEN if the 5-conf condition correlates with momentum alignment — Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Author: Caldin, Andrew Stewart
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W7212046069
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