LAB #4133 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.6% to 44.9% ( — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.6% to 44.9% (+12.3pp, n=136)
SAME-WINDOW EFFECT: Applying the ACCUMULATION-phase filter over the current 10-trade window would have blocked most entries, as the majority (GBPUSD, NZDUSD, AUDUSD, XAUUSD shorts) were initiated during non-accumulation phases (likely distribution or decline). Only the two GBPUSD trades (rizzy5m and wkjudas) might survive if their timestamps align with accumulation, but both are currently open/loss — net effect would be avoiding 6-7 losing/rejected trades, likely flipping the window from roughly 2W/6L to 2W/1L, a PnL improvement of +2-3R. However, the filter would also kill the one clear winner (NZDUSD rizzy5m win) if that phase wasn't accumulation, so the realized delta is uncertain but directionally positive.
OVER-TIME PROJECTION: Over 3-6 months, a +12.3pp win-rate gain from a single phase filter suggests the
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- LAB #4614 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.2% to 44.5% ( — E8 Intelligence Research
- 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 #4145 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.5% to 37.3% ( — E8 Intelligence Research
- LAB #4166 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.6% to 45.2% ( — E8 Intelligence Research
BibTeX
@misc{caldin20264133,
title = {{LAB #4133 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.6% to 44.9% ( — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23409774},
url = {https://zenodo.org/records/23409774},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4133 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.6% to 44.9% ( — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/16
PB - Zenodo
DO - 10.5281/zenodo.23409774
UR - https://zenodo.org/records/23409774
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.6% to 44.9% (+12.3pp, n=136) SAME-WINDOW EFFECT: Applying the ACCUMULATION-phase filter over the current 10-trade window would have blocked most entries, as the majority (GBPUSD, NZDUSD, AUDUSD, XAUUSD shorts) were initiated during non-accumulation phases (likely distribution or decline). Only the two GBPUSD trades (rizzy5m and wkjudas) might survive if their timestamps align with accumulation, but both are currently open/loss — net effect would be avoiding 6-7 losing/rejected trades, likely flipping the window from roughly 2W/6L to 2W/1L, a PnL improvement of +2-3R. However, the filter would also kill the one clear winner (NZDUSD rizzy5m win) if that phase wasn't accumulation, so the realized delta is uncertain but directionally positive. OVER-TIME PROJECTION: Over 3-6 months, a +12.3pp win-rate gain from a single phase filter suggests the Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -