LAB #2061 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.0% to 36.4% (+ — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.0% to 36.4% (+4.4pp, n=415) SAME-WINDOW EFFECT: Applying the phase-distance filter (≤2°) to the current live window would have removed the three XAUUSD SHORT losses (entries 4048.74, 4051.79, 4066.35) and likely the GBPUSD SHORT loss (1.34508) if their phase distances exceeded 2°. That removes 4 losses from 10 trades, flipping the window from 5W/5L to 5W/1L (if the open USDJPY SHORT wins) — a raw win-rate jump from ~50% to ~83% on this sample. PnL delta is strongly positive, but the sample is tiny and biased toward removing high-volatility gold shorts, which may have been the very trades that would have won in a different phase regime. OVER-TIME PROJECTION: Over 3–6 months, the filter will reduce trade count by roughly 20–30% (n=415 → ~300), but if the +4.4pp win-rate holds, net expectancy improves only if average win size doesn't shrink prop 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: W7212238915
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