LAB #2118 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.7% (+1.6pp, — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.7% (+1.6pp, n=1355) SAME-WINDOW EFFECT: Applying a minimum-5-confirmation filter would have eliminated the three XAUUSD SHORT entries (all rizzy5m, all losses) and the GBPUSD SHORT loss, since those likely triggered on fewer than 5 confirmations. That removes 4 losses from the 10-trade window, leaving 3 wins, 1 open, and 2 losses — a raw win rate shift from ~33% to ~60% on closed trades. However, it would also have removed the AUDUSD LONG win (rizzy7m) if that signal had low confirmations, so the net PnL delta is positive but not as dramatic as the win-rate suggests — roughly +2.5R to +3R on this window, assuming the open USDJPY trade is unaffected. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate gain from a confirmation filter typically comes at the cost of fewer trades and later entries, which can reduce total PnL if the filtered 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: W7212418041
Cites:
Cited by:
Related to: