{
  "abstract": "IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = NY_OPEN — improves win rate from 31.6% to 38.3% (+6.7pp, n=802)\n\nSAME-WINDOW EFFECT: Applying the NY_OPEN filter to the live window above would have excluded all 10 trades, as every entry timestamp falls outside the NY_OPEN session (all are between 09:56 and 15:08 +02:00, which maps to London/early NY overlap but not the defined NY_OPEN bucket). This would have eliminated the 4 wins and 2 losses currently closed, plus the 4 rejected/open trades, yielding zero realized PnL for the window. The backtested +6.7pp win-rate gain is not observable here because the sample is entirely out-of-filter; the filter would have prevented all activity, not improved selectivity within it.\n\nOVER-TIME PROJECTION: Over 3–6 months, this filter would likely reduce trade frequency substantially (possibly 40–60% of signals dropped), concentrating entries into a narrower liquidity window. The +6.7pp win-rate improvem\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/ckbrnrrpn95me.bib",
  "cited_by": 0,
  "doi": "10.5281/zenodo.23587090",
  "fulltext_url": null,
  "id": "ckbrnrrpn95me",
  "issns": [],
  "landing_url": "https://zenodo.org/records/23587090",
  "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/ckbrnrrpn95me.ris",
  "sources": [
    {
      "first_seen": "2026-11-06T12:21:52Z",
      "native_id": "23587090",
      "source": "zenodo",
      "url": "https://zenodo.org/records/23587090"
    }
  ],
  "subjects": [],
  "title": "LAB #4589 NEUTRAL: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.6% to 38.3% (+6.7pp, n=802 — E8 Intelligence Research",
  "title_text": "LAB #4589 NEUTRAL: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.6% to 38.3% (+6.7pp, n=802 — E8 Intelligence Research",
  "type": "preprint",
  "updated_at": "2026-11-06T12:21:52Z",
  "url": "https://research.draconitic.com/paper/ckbrnrrpn95me",
  "venue": "Zenodo",
  "versions": []
}