LAB #2095 PROMISING: LEDGER BENCH: Apply filter: XAUUSD SHORT — improves win rate from 32.0% to 55.2% (+23.1pp, n=29) — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD SHORT — improves win rate from 32.0% to 55.2% (+23.1pp, n=29) SAME-WINDOW EFFECT: Applying the XAUUSD SHORT filter would have blocked the three XAUUSD SHORT trades in the window (entries at 4048.74, 4051.79, 4066.35), all of which closed as LOSSES. Removing those three losses from the 10-trade window would shift the record from 5W/5L to 5W/2L (71.4% win rate), a +21.4pp improvement. PnL delta is positive but modest — the three blocked trades were likely small losses, so the net gain is roughly +1.5R to +2.5R, not a game-changer. OVER-TIME PROJECTION: Over 3–6 months, the filter's value depends on whether the 55.2% win rate (n=29) is stable or a lucky artifact of a specific gold regime (e.g., strong USD or risk-off). The risk is overfitting to a short sample — XAUUSD SHORT may have been favorable only during a narrow volatility cluster, and the filter could block profitable long-side gold trad 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: W7212355824
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