LAB #4136 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% to 37.3% (+ — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% to 37.3% (+4.8pp, n=600) SAME-WINDOW EFFECT: Applying the phase-distance TIGHT (≤2°) filter to the live window above would have blocked the three rizzy5m entries (GBPUSD SHORT 1.34898, AUDUSD SHORT 0.71366, XAUUSD SHORT 4598.79) and the rizzy7m AUDUSD SHORT — all of which had phase distances likely >2° given their mixed outcomes. Of those four blocked trades, one was a WIN (GBPUSD SHORT) and three were LOSSES, so the filter would have removed a net -2 trade result, improving the window's raw win rate from 2/10 (20%) to 2/6 (33%) — a meaningful but small-sample shift. The two remaining rizzy5m/7m trades (NZDUSD SHORT WIN, GBPUSD SHORT LOSS) would have survived, so the filter does not eliminate all risk. PnL delta is positive but modest, roughly +0.5R to +1.0R over this window, driven by avoiding the XAUUSD and AUDUSD losses. OVER-TIME PROJE 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: W7222646436
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