LAB #4133 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.6% to 44.9% ( — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.6% to 44.9% (+12.3pp, n=136) SAME-WINDOW EFFECT: Applying the ACCUMULATION-phase filter over the current 10-trade window would have blocked most entries, as the majority (GBPUSD, NZDUSD, AUDUSD, XAUUSD shorts) were initiated during non-accumulation phases (likely distribution or decline). Only the two GBPUSD trades (rizzy5m and wkjudas) might survive if their timestamps align with accumulation, but both are currently open/loss — net effect would be avoiding 6-7 losing/rejected trades, likely flipping the window from roughly 2W/6L to 2W/1L, a PnL improvement of +2-3R. However, the filter would also kill the one clear winner (NZDUSD rizzy5m win) if that phase wasn't accumulation, so the realized delta is uncertain but directionally positive. OVER-TIME PROJECTION: Over 3-6 months, a +12.3pp win-rate gain from a single phase filter suggests the 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: W7222429967
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