{
  "abstract": "IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n=382)\n\nSAME-WINDOW EFFECT: Applying the LONDON_OPEN filter to the current live window would have excluded all 10 trades shown, since none carry timestamps within a typical London open session (e.g., 08:00–10:00 UTC). The three closed wins (USDCHF, USDCAD, GBPUSD, NZDUSD) all occurred between 10:20 and 11:50 +02:00, which is after the London open proper, so the filter would have removed them entirely. This would have flipped the window from 4W/2L (plus 4 open/rejected) to zero trades — a catastrophic PnL loss in this specific sample, not an improvement. The backtest's +3.3pp win-rate gain appears to be an artifact of a different session definition or a narrow sample (n=382) that does not generalize to this live set.\n\nOVER-TIME PROJECTION: Over 3–6 months, a strict LONDON_OPEN filter risks eliminating high-quality early-morning mome\n\nAuthor: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com",
  "abstract_shown": true,
  "affiliations": [
    "Independent Researcher, United Kingdom"
  ],
  "article_type": null,
  "arxiv": null,
  "author_total": 1,
  "authors": [
    {
      "affs": [
        0
      ],
      "name": "Andrew Stewart Caldin"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/4bn0m3026cntg.bib",
  "cited_by": 0,
  "doi": "10.5281/zenodo.23587063",
  "fulltext_url": null,
  "id": "4bn0m3026cntg",
  "issns": [],
  "landing_url": "https://zenodo.org/records/23587063",
  "language": "eng",
  "licence": "CC-BY-4.0",
  "licence_label": "CC BY 4.0",
  "licence_source": "article",
  "licence_url": "https://creativecommons.org/licenses/by/4.0/",
  "metadata_licence": null,
  "native_subjects": [],
  "openalex": null,
  "pdf_url": null,
  "pmcid": null,
  "pmid": null,
  "published": "2026-10-23",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/4bn0m3026cntg.ris",
  "sources": [
    {
      "first_seen": "2026-11-06T12:21:53Z",
      "native_id": "23587063",
      "source": "zenodo",
      "url": "https://zenodo.org/records/23587063"
    }
  ],
  "subjects": [],
  "title": "LAB #4584 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n — E8 Intelligence Research",
  "title_text": "LAB #4584 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n — E8 Intelligence Research",
  "type": "preprint",
  "updated_at": "2026-11-06T12:21:53Z",
  "url": "https://research.draconitic.com/paper/4bn0m3026cntg",
  "venue": "Zenodo",
  "versions": []
}