{
  "abstract": "IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% (+9.9pp, n=127)\n\nSAME-WINDOW EFFECT: Applying the OFF_SESSION filter would have excluded the three wkjudas trades (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) and the rizzy5m AUDUSD SHORT from 08-27, all of which were losses or open/rejected. That removes 4 of 10 trades, eliminating 3 confirmed losses and 1 open/rejected, leaving only the two rizzy5m wins and the rizzy7m loss. Expected win rate in this window would rise from 3/10 (30%) to 2/3 (66.7%), but PnL delta is ambiguous — you lose the rejected/open trade's potential and the sample shrinks to near-zero statistical power.\n\nOVER-TIME PROJECTION: Over 3-6 months, the +9.9pp improvement on n=127 is real but fragile — it likely reflects a regime where OFF_SESSION hours (Asian/early London) had lower volatility and cleaner trends, not a structural edge. Risk: the filter may overfit to a speci\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/d4e5zwv963yrd.bib",
  "cited_by": 0,
  "doi": "10.5281/zenodo.23446975",
  "fulltext_url": null,
  "id": "d4e5zwv963yrd",
  "issns": [],
  "landing_url": "https://zenodo.org/records/23446975",
  "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": "2026-10-18",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/d4e5zwv963yrd.ris",
  "sources": [
    {
      "first_seen": "2026-11-01T12:21:49Z",
      "native_id": "23446975",
      "source": "zenodo",
      "url": "https://zenodo.org/records/23446975"
    }
  ],
  "subjects": [],
  "title": "LAB #4176 NEUTRAL: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% (+9.9pp, n — E8 Intelligence Research",
  "title_text": "LAB #4176 NEUTRAL: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% (+9.9pp, n — E8 Intelligence Research",
  "type": "preprint",
  "updated_at": "2026-11-01T12:21:49Z",
  "url": "https://research.draconitic.com/paper/d4e5zwv963yrd",
  "venue": "Zenodo",
  "versions": []
}