LAB #4072 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 32.6% to 64. — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 32.6% to 64.2% (+31.6pp, n=67) SAME-WINDOW EFFECT: Over the current live window, none of the listed trades are USDCHF SHORTs, so this filter would have blocked zero existing trades and added zero new ones. The only potential indirect effect is if the filter were applied globally to all SHORTs at NY_OPEN with 5 conf, it would have suppressed the GBPUSD SHORT (WIN) and possibly the XAUUSD SHORT (LOSS), but since the filter is instrument-specific, no live trade in this window is affected. Net PnL delta in this window: $0, win-rate unchanged. The claimed +31.6pp improvement is from a backtest subset (n=67) that does not overlap with any current live positions. OVER-TIME PROJECTION: Over 3–6 months, if the filter is genuinely selective for USDCHF SHORTs at NY_OPEN with 5 conf, you might see a modest win-rate lift on that specific pair/session, b 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: W7221753665
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