LAB #4017 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.5% to 37.7% (+ — 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 32.5% to 37.7% (+5.2pp, n=594) SAME-WINDOW EFFECT: Applying a phase-distance filter of ≤2° would have filtered out most of the rizzy5m/rizzy7m entries shown above, as those entries cluster at wider phase offsets (e.g., AUDUSD SHORT at 0.71765, NZDUSD SHORT at 0.59416, XAUUSD SHORT at 4598.79 — all likely >2° from ideal phase). The wkjudas entries (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) appear phase-tight and would survive, meaning the live window would have seen fewer total trades but a higher proportion of wins (the two rizzy losses would be removed, while the rizzy WIN on GBPUSD SHORT might also be removed if its phase was >2°). Net PnL delta is uncertain: you'd avoid 2–3 losses but also potentially drop 1–2 wins, so the immediate win-rate improvement (+5.2pp) may not translate to higher absolute profit in this small sample. OVER-TIME PROJEC 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: W7221506602
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