LAB #4118 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.6% to 66.7% — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.6% to 66.7% (+34.0pp, n=21) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the XAUUSD SHORT via rizzy5m (entry 4598.79, closed LOSS) — the only XAUUSD trade listed. It would not have affected any other open or closed positions, since all others are FX pairs. Removing that single loss from the window changes the live record from 2W/4L to 2W/3L, a win-rate shift from 33.3% to 40.0% — but with n=1 affected trade, the observed +34pp backtest gain is not replicated here; the PnL delta is roughly +1R (assuming standard risk), which is marginal and statistically meaningless. OVER-TIME PROJECTION: Over 3–6 months, the filter's value depends entirely on whether the 21-trade backtest sample is representative. XAUUSD Asian-session longs with 5 conf are rare (likely <5% of all signals), so even if the true 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: W7222286527
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