LAB #4086 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 32.5% to 33.4% ( — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 32.5% to 33.4% (+0.8pp, n=1457) SAME-WINDOW EFFECT: Applying the MANIPULATION-phase filter to the 10 live trades above would have blocked most entries, as the timestamps cluster in late-August/early-September — likely outside the quarterly manipulation window (typically month-end/quarter-end). Specifically, the two wkjudas trades on 2026-09-01 (GBPUSD long, USDJPY short) and the rizzy5m cluster on 2026-08-27 would likely be filtered out. Of those, three closed as losses and one remains open (NZDUSD short via rizzy5m), so removing them would have avoided roughly 3 losses and 1 open position — a clear PnL improvement. However, the two wins (GBPUSD short on 08-26, EURUSD long on 08-25) fall outside the filter window and would remain, so the net effect is positive but modest — likely +0.5–1.0% PnL over this small sample. OVER-TIME PROJECTION: Over 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: W7222294630
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