LAB #4116 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% (+31.5pp, n=67) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the USDCHF SHORT trades only if they were taken at NY_OPEN with 5 conf — but no USDCHF trades appear in the live list, so zero direct impact on these 10 trades. The filter's claimed +31.5pp win-rate improvement (n=67) is statistically fragile — a 95% confidence interval around that delta spans roughly ±12pp, meaning the true effect could be as low as +19pp or as high as +44pp. If applied retroactively to the window, it would not have altered any open or closed positions, so PnL delta is $0. The only indirect effect would be a reduction in future USDCHF SHORT entries during NY hours, which may have avoided some of the 311 losses in the GTX setup — but none of those losses are visible in this specific trade list. OVER-TIME PROJECTIO 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: W7222143751
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