LAB #4058 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.5% to 37.6% (+ — 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 37.6% (+5.1pp, n=595) SAME-WINDOW EFFECT: Applying the phase-distance filter (≤2°) to the current live window would have blocked the two most recent wkjudas entries (GBPUSD LONG at 1.35301 and USDJPY SHORT at 160.187) — both closed as losses. It would also likely have rejected the NZDUSD SHORT via wkjudas (0.59214) and possibly the AUDUSD SHORT via rizzy5m, depending on their phase distances. Removing those losses from the window flips the net result from roughly −2.5R to approximately +1.2R (based on the two confirmed wins remaining and the two confirmed losses removed). The expected win-rate delta in this small sample is consistent with the backtest (+5pp), but the PnL improvement is driven more by avoiding two large losers than by adding winners. OVER-TIME PROJECTION: Over 3–6 months, a tight phase filter (≤2°) will reduce trade freq 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: W7221781758
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