LAB #4092 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% to 37.5% (+ — 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 32.6% to 37.5% (+4.9pp, n=597) SAME-WINDOW EFFECT: Applying the phase-distance TIGHT filter (≤2°) to the live window above would have filtered out trades with wider phase separation. Reviewing the listed entries, the two wkjudas GBPUSD and USDJPY losses (entries at 1.35301 and 160.187) and the rizzy5m NZDUSD loss (0.59416) likely carry phase distances >2° given their counter-trend timing; removing them would have eliminated 3 of 4 losses while retaining the two wins (GBPUSD SHORT, EURUSD LONG) and the open AUDUSD SHORT. Expected win rate in this window would jump from ~2/8 (25%) to ~2/5 (40%), with PnL delta positive by roughly +1.5R (avoiding three losing legs). However, the filter would also drop the EURJPY LONG loss (185.603), which is already a loss, so net effect is favorable but small-sample. OVER-TIME PROJECTION: Over 3–6 months, the +4.9 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: W7222124018
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