LAB #4155 NEUTRAL: LEDGER BENCH: Apply filter: NZDUSD LONG — improves win rate from 32.6% to 55.7% (+23.0pp, n=115) — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: NZDUSD LONG — improves win rate from 32.6% to 55.7% (+23.0pp, n=115) SAME-WINDOW EFFECT: Applying a NZDUSD LONG-only filter would have blocked 4 of the 5 NZDUSD trades in the window (all SHORTs), including 1 WIN and 2 LOSSES, leaving only the open SHORT (wkjudas) untouched. The blocked trades net out to roughly −1 win and −2 losses, which would have improved the window's raw win rate from 3/10 (30%) to 3/6 (50%) — but the single blocked WIN removes real PnL, so the net PnL delta is roughly flat to slightly negative, not the +23pp backtest suggests. The filter would also have blocked the AUDUSD SHORTs? No — those are separate pairs, so no effect there. The live window shows NZDUSD SHORTs are mixed (1W/2L/1open), so the LONG-only rule would have avoided the losses but sacrificed the one win, making the immediate effect neutral-to-slightly-negative on PnL. OVER-TIME PROJECTION: Over 3–6 months, a NZDUS 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: W7222827329
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