{
  "abstract": "IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = OFF_SESSION — improves win rate from 31.6% to 41.9% (+10.3pp, n=129)\n\nSAME-WINDOW EFFECT: Applying the OFF_SESSION filter would have excluded all trades in the current window, as every entry timestamp falls within standard trading sessions (02:43–15:08 +02:00). The live window shows 4 wins, 3 losses, and 3 open/rejected — a raw win rate of 57% on closed trades, which is already above the unfiltered backtest baseline. If the filter had been live, zero trades would have fired, eliminating both the 4 wins and the 3 losses — net PnL delta would be roughly flat to slightly negative (forgone profits exceed avoided losses). The filter's claimed +10.3pp edge does not manifest here because no OFF_SESSION trades exist in this sample; the window is too small and session-homogeneous to validate.\n\nOVER-TIME PROJECTION: Over 3–6 months, the filter would likely reduce trade frequency by 60–80% (most signal\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/dvz6tycx0sxfv.bib",
  "cited_by": 0,
  "doi": "10.5281/zenodo.23490642",
  "fulltext_url": null,
  "id": "dvz6tycx0sxfv",
  "issns": [],
  "landing_url": "https://zenodo.org/records/23490642",
  "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": "2026-10-20",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/dvz6tycx0sxfv.ris",
  "sources": [
    {
      "first_seen": "2026-11-03T12:21:27Z",
      "native_id": "23490642",
      "source": "zenodo",
      "url": "https://zenodo.org/records/23490642"
    }
  ],
  "subjects": [],
  "title": "LAB #4419 NEUTRAL: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.6% to 41.9% (+10.3pp, — E8 Intelligence Research",
  "title_text": "LAB #4419 NEUTRAL: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.6% to 41.9% (+10.3pp, — E8 Intelligence Research",
  "type": "preprint",
  "updated_at": "2026-11-03T12:21:27Z",
  "url": "https://research.draconitic.com/paper/dvz6tycx0sxfv",
  "venue": "Zenodo",
  "versions": []
}