LAB #4100 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 32.6% to 32.8 — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 32.6% to 32.8% (+0.3pp, n=201) SAME-WINDOW EFFECT: Applying a MODERATE phase-distance filter (5–10°) would have excluded trades entering outside that band. In the current window, the two wkjudas GBPUSD and USDJPY losses (entries 2026-09-01) and the rizzy5m NZDUSD loss (2026-08-27) likely fall outside the band, while the rizzy5m GBPUSD WIN (2026-08-26) may fall inside — but without phase data per trade, I estimate 2–3 of the 4 losses would be filtered, removing ~−2R of damage while keeping the single win. Net expected PnL delta over this window: roughly +1.5R to +2.5R, but win rate improvement is marginal (+0.3pp) and may be noise at n=201. OVER-TIME PROJECTION: Over 3–6 months, a +0.3pp win-rate gain on a 32.6% base is statistically fragile (p≈0.2–0.3 given n=201). The filter likely reduces trade frequency by 15–25%, which could lower total 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: W7222221119
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