LAB #4145 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.5% to 37.3% ( — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.5% to 37.3% (+4.7pp, n=110)
SAME-WINDOW EFFECT: Applying the DISTRIBUTION-phase filter would have blocked the three wkjudas entries (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) and the two rizzy5m entries from 2026-08-27 (NZDUSD SHORT, XAUUSD SHORT) — all five were losses or still open. The two rizzy5m wins (GBPUSD SHORT 08-26, NZDUSD SHORT 09-02) would have been preserved, as would the AUDUSD SHORT rizzy7m loss (likely not in DISTRIBUTION). Net effect on this window: removing 5 losing/open trades while keeping 2 wins and 1 loss shifts the live record from 2W/5L/3open to 2W/1L/2open — a clear win-rate improvement, though PnL delta is modest given the small sample.
OVER-TIME PROJECTION: Over 3–6 months, a +4.7pp win-rate gain on n=110 suggests a real but fragile edge — likely driven by avoiding chop during distribution phases where mean-reversio
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- LAB #4479 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 31.5% to 36.3% ( — E8 Intelligence Research
- LAB #4441 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 31.5% to 36.3% ( — E8 Intelligence Research
- LAB #4133 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.6% to 44.9% ( — E8 Intelligence Research
- LAB #4614 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.2% to 44.5% ( — E8 Intelligence Research
- MODEL ADOPTION #4479: REJECT — LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 31.5% — E8 Intelligence Research
BibTeX
@misc{caldin20264145,
title = {{LAB #4145 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.5% to 37.3% ( — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23430963},
url = {https://zenodo.org/records/23430963},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4145 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.5% to 37.3% ( — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/17
PB - Zenodo
DO - 10.5281/zenodo.23430963
UR - https://zenodo.org/records/23430963
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.5% to 37.3% (+4.7pp, n=110) SAME-WINDOW EFFECT: Applying the DISTRIBUTION-phase filter would have blocked the three wkjudas entries (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) and the two rizzy5m entries from 2026-08-27 (NZDUSD SHORT, XAUUSD SHORT) — all five were losses or still open. The two rizzy5m wins (GBPUSD SHORT 08-26, NZDUSD SHORT 09-02) would have been preserved, as would the AUDUSD SHORT rizzy7m loss (likely not in DISTRIBUTION). Net effect on this window: removing 5 losing/open trades while keeping 2 wins and 1 loss shifts the live record from 2W/5L/3open to 2W/1L/2open — a clear win-rate improvement, though PnL delta is modest given the small sample. OVER-TIME PROJECTION: Over 3–6 months, a +4.7pp win-rate gain on n=110 suggests a real but fragile edge — likely driven by avoiding chop during distribution phases where mean-reversio Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -