LAB #4093 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% (+0.2pp, n=201) SAME-WINDOW EFFECT: Applying a MODERATE phase-distance filter (5–10°) to the current live window would have excluded trades whose entry phase fell outside that band. Reviewing the listed trades, most entries cluster near extremes (e.g., GBPUSD LONG at 1.35301, USDJPY SHORT at 160.187) — likely outside the 5–10° band, so 6–7 of the 10 trades would have been filtered out. The remaining 3–4 trades (e.g., EURUSD LONG, GBPUSD SHORT) include both wins and losses, so the net PnL delta is ambiguous — possibly slightly positive if the filtered losses (NZDUSD SHORT, XAUUSD SHORT) are removed, but the sample is too small to confirm. Expected win-rate shift in this window: roughly +0 to +5 percentage points, but with high variance due to n≈10. OVER-TIME PROJECTION: Over 3–6 months, the +0.2pp improvement from n=201 backtes 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: W7222318840
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