LAB #4165 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.6% to 37.6% ( — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.6% to 37.6% (+5.0pp, n=109) SAME-WINDOW EFFECT: Applying the DISTRIBUTION-phase filter to the current 10-trade window would have blocked all trades opened on 2026-09-01 and 2026-09-02 (6 trades), since those dates fall in a likely DISTRIBUTION phase per your quarterly cycle. Of those blocked, 2 were wins (GBPUSD SHORT, NZDUSD SHORT) and 4 were losses/opens — netting a small positive effect (+2 wins removed, −4 losses removed, net PnL roughly +2R). The remaining 4 trades from late August (all rizzy5m/7m) would still stand, with 1 win and 3 losses, so the window win rate would rise from ~33% to ~25% (1/4) — actually worse in raw rate, but PnL improves because you cut the bigger losing cluster. Net expected delta: roughly +1.5R to +2.5R over this specific window, driven by avoiding the wkjudas cluster, not by the filter's general logic. OVER-TI 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: W7222869869
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