LAB #4166 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.6% to 45.2% ( — 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 45.2% (+12.6pp, n=135) SAME-WINDOW EFFECT: Applying the ACCUMULATION-phase filter to the 10 live trades above would have blocked most entries, since the majority occurred during distribution or transition phases (based on typical quarterly cycle timing around September). Specifically, the three rizzy5m GBPUSD/NZDUSD wins and the two wkjudas losses would likely have been filtered out, leaving roughly 2-3 trades — net effect roughly neutral on win rate but a sharp reduction in trade count and total PnL (likely negative, as the wins were larger than the losses). The backtest's +12.6pp improvement appears driven by avoiding choppy distribution-phase noise, but this window shows the filter also removes profitable momentum shorts during late-cycle rallies. OVER-TIME PROJECTION: Over 3-6 months, the filter could genuinely raise win rate by 8- 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: W7222894273
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