{
  "abstract": "IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = NY_OPEN — improves win rate from 31.5% to 38.1% (+6.6pp, n=805)\n\nSAME-WINDOW EFFECT: Applying the NY_OPEN filter would have excluded all 10 live trades listed, as every entry timestamp falls between 09:56 and 15:08 +02:00 — which corresponds to London/early NY overlap, not the defined NY_OPEN session (typically 14:30–21:00 +02:00). The filter would have removed 4 winners (USDCHF, USDCAD, GBPUSD, NZDUSD) and 2 losers (AUDUSD SHORT, GBPUSD LONG) — netting out to a loss of +2 wins and -2 losses, leaving only the 2 remaining losers (USDJPY, AUDUSD LONG) and 2 rejected/open trades. Expected PnL delta is negative: you would have forfeited roughly +4R of realized gains while avoiding only -2R of losses, a net -2R hit in this window. The backtest improvement (+6.6pp) appears to be a session-mislabeling artifact — your live entries are not actually in NY_OPEN.\n\nOVER-TIME PROJECTION: Over 3-6 months,\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/6hmnj41esasnx.bib",
  "cited_by": 0,
  "doi": "10.5281/zenodo.23587183",
  "fulltext_url": null,
  "id": "6hmnj41esasnx",
  "issns": [],
  "landing_url": "https://zenodo.org/records/23587183",
  "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/6hmnj41esasnx.ris",
  "sources": [
    {
      "first_seen": "2026-11-06T12:21:51Z",
      "native_id": "23587183",
      "source": "zenodo",
      "url": "https://zenodo.org/records/23587183"
    }
  ],
  "subjects": [],
  "title": "LAB #4599 HARMFUL: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.5% to 38.1% (+6.6pp, n=805 — E8 Intelligence Research",
  "title_text": "LAB #4599 HARMFUL: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.5% to 38.1% (+6.6pp, n=805 — E8 Intelligence Research",
  "type": "preprint",
  "updated_at": "2026-11-06T12:21:51Z",
  "url": "https://research.draconitic.com/paper/6hmnj41esasnx",
  "venue": "Zenodo",
  "versions": []
}