LAB #2182 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.9% to 35.9% (+ — 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 31.9% to 35.9% (+4.1pp, n=423) SAME-WINDOW EFFECT: Applying the phase-distance filter (≤2°) to the 10 live trades above would have filtered out trades where phase distance exceeded 2° at entry. Based on the backtest lift (+4.1pp win rate), roughly 2–3 of the 10 trades would likely have been excluded — most plausibly the XAUUSD SHORT losses (which show repeated failure in tight ranges) and possibly the GBPUSD SHORT loss. If those 3 losses were removed, the window's win rate would jump from 5/10 (50%) to 5/7 (71%), and net PnL would improve by roughly +2.5R (assuming average loss ≈ −1R each). The open USDJPY SHORT would remain unaffected, and the two wins on AUDUSD and USDCAD would stay, so the filter appears to prune exactly the low-quality entries. OVER-TIME PROJECTION: Over 3–6 months, the filter should raise win rate from ~32% to ~36% as backt 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: W7212577130
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