LAB #4110 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.6% to 38.2% (+5.7pp, — 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 32.6% to 38.2% (+5.7pp, n=834) SAME-WINDOW EFFECT: Applying a minimum 6-confirmation filter to the current live window would have blocked the two `wkjudas` entries (GBPUSD LONG and USDJPY SHORT, both closed as LOSSES) and the `rizzy5m` NZDUSD SHORT from 2026-08-27 (CLOSED/LOSS), since those likely entered with fewer confirmations. It would also have blocked the AUDUSD SHORT marked REJECTED/open, which is consistent with the filter's intent. Removing three confirmed losses and one rejected trade from the window would shift the visible win rate from roughly 3/10 to 3/6 (50%) on remaining trades, a meaningful PnL improvement, though the sample is tiny and two trades remain open. OVER-TIME PROJECTION: Over 3–6 months, the +5.7pp win-rate gain from backtests (n=834) suggests the filter reduces low-quality entries that decay into losses, likely by forcing la 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: W7222122008
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