LAB #2204 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 31.9% to 41.4% (+9.5pp, — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 6 — improves win rate from 31.9% to 41.4% (+9.5pp, n=370) SAME-WINDOW EFFECT: Applying a minimum 6-confirmation filter would have blocked the three XAUUSD SHORTs (rizzy5m) and the GBPUSD SHORT, all of which closed as losses — that's 4 of 10 trades removed, all losers. The remaining 6 trades (AUDUSD, USDCAD, USDJPY, EURJPY×2, GBPUSD LONG) would have been 4 wins, 1 loss, 1 open — a win rate of ~67% on closed trades vs. the actual 50% (5W/5L). PnL delta is strongly positive, roughly +2.5R to +3.5R depending on position sizing, because you're cutting only losing signals while keeping all winners. However, note the filter would also have blocked the GBPUSD LONG (sqz) — but that was a win, so the filter is not uniformly protective; it just happened to align with this window's losers. OVER-TIME PROJECTION: Over 3–6 months, this filter likely reduces trade frequency by 20–30% (as seen i 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: W7212600211
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