LAB #4076 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 32.6% to — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 32.6% to 66.7% (+34.1pp, n=6) SAME-WINDOW EFFECT: Over the current live window, no USDCHF SHORT trades were taken by any engine, so this filter would have changed nothing in the observed trades. The claimed +34.1pp win-rate improvement is derived from only 6 backtest samples — statistically fragile, with a 95% confidence interval roughly spanning from ~22% to ~95% win rate. PnL delta in this window would be zero, as the filter neither adds nor removes any existing positions. The only indirect effect would be a false sense of validation if you mistake this tiny sample for a robust edge. OVER-TIME PROJECTION: Over 3–6 months, this filter would likely produce a near-zero net effect on overall equity, because USDCHF SHORT off-session setups are rare (likely <1–2 per month given your engine cadence). With n=6, the observed 66.7% win rate is 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: W7221801704
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