{
  "abstract": "IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n=379)\n\nSAME-WINDOW EFFECT: Applying a LONDON_OPEN-only filter (roughly 08:00–12:00 UTC) would have excluded all 10 live trades listed, since every entry timestamp falls outside that window (earliest 02:43, latest 15:08). That means zero trades would have fired — eliminating the 4 wins, 3 losses, and 3 open/rejected positions. Net PnL delta is indeterminate but likely negative in absolute terms (you forfeit the 4 wins), though win rate would mathematically rise to 0/0 — undefined, not 34.8%. The backtest improvement (+3.3pp) is not observable in this window because no trade qualifies; the filter is effectively a gate that stops all current activity.\n\nOVER-TIME PROJECTION: Over 3–6 months, restricting to LONDON_OPEN will drastically cut trade frequency — likely by 70–90% given your current entries cluster in Asian and early NY sessi\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/es19gw09952jf.bib",
  "cited_by": 0,
  "doi": "10.5281/zenodo.23525885",
  "fulltext_url": null,
  "id": "es19gw09952jf",
  "issns": [],
  "landing_url": "https://zenodo.org/records/23525885",
  "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": "2026-10-21",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/es19gw09952jf.ris",
  "sources": [
    {
      "first_seen": "2026-11-04T12:21:53Z",
      "native_id": "23525885",
      "source": "zenodo",
      "url": "https://zenodo.org/records/23525885"
    }
  ],
  "subjects": [],
  "title": "LAB #4462 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n — E8 Intelligence Research",
  "title_text": "LAB #4462 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n — E8 Intelligence Research",
  "type": "preprint",
  "updated_at": "2026-11-04T12:21:53Z",
  "url": "https://research.draconitic.com/paper/es19gw09952jf",
  "venue": "Zenodo",
  "versions": []
}