LAB #4386 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.6% to 31.9% (+0. — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.6% to 31.9% (+0.3pp, n=915) SAME-WINDOW EFFECT: Applying the FAR >10° filter to the live window above would have eliminated the two REJECTED/open trades (EURJPY SHORT, AUDUSD LONG) — both of which are currently unresolved and thus carry no confirmed PnL. Among the CLOSED trades, none show a phase distance FAR >10° in the provided data, so the filter would not have altered any of the 6 closed outcomes (4 wins, 2 losses). Net effect on this window: zero confirmed PnL change, but a reduction in open exposure and a cleaner win-rate denominator (from 4/6=66.7% to 4/6=66.7% — unchanged). The +0.3pp backtest gain is not visible here due to small n and the fact that the filter only removes trades, not improves them. OVER-TIME PROJECTION: Over 3–6 months, a +0.3pp win-rate improvement from a filter that removes ~2–3% of trades (based on n=915) is statis 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: W7222963261
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