{
  "abstract": "IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON — improves win rate from 32.5% to 38.1% (+5.5pp, n=21)\n\nSAME-WINDOW EFFECT: Applying the LONDON session filter to the live window above would have excluded the two wkjudas trades from 2026-09-01 (GBPUSD LONG and USDJPY SHORT, both losses) and the AUDUSD SHORT via rizzy7m (loss), while retaining the NZDUSD SHORT win and the GBPUSD SHORT win. That removes 3 losses and keeps 2 wins, shifting the live window from 2W/5L (28.6%) to 2W/2L (50%) — a +21.4pp improvement, though on a tiny n=4. PnL delta is positive but dominated by avoiding the three losing trades, not by adding new winners.\n\nOVER-TIME PROJECTION: Over 3-6 months, the LONDON filter would likely raise win rate modestly (as backtest suggests) but the real risk is overfitting to a 21-trade sample — the +5.5pp could be noise, especially since LONDON sessions often have higher volatility and wider spreads, which may degrade risk-rew\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/a4hfs39ssfax6.bib",
  "cited_by": 0,
  "doi": "10.5281/zenodo.23431154",
  "fulltext_url": null,
  "id": "a4hfs39ssfax6",
  "issns": [],
  "landing_url": "https://zenodo.org/records/23431154",
  "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": "2026-10-17",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/a4hfs39ssfax6.ris",
  "sources": [
    {
      "first_seen": "2026-10-31T12:22:03Z",
      "native_id": "23431154",
      "source": "zenodo",
      "url": "https://zenodo.org/records/23431154"
    }
  ],
  "subjects": [],
  "title": "LAB #4152 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON — improves win rate from 32.5% to 38.1% (+5.5pp, n=21) — E8 Intelligence Research",
  "title_text": "LAB #4152 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON — improves win rate from 32.5% to 38.1% (+5.5pp, n=21) — E8 Intelligence Research",
  "type": "preprint",
  "updated_at": "2026-10-31T12:22:03Z",
  "url": "https://research.draconitic.com/paper/a4hfs39ssfax6",
  "venue": "Zenodo",
  "versions": []
}