LAB #4504 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 31.6% to 44.2% ( — 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 31.6% to 44.2% (+12.6pp, n=138)
**SAME-WINDOW EFFECT:** Applying the ACCUMULATION-phase filter to the current live window would have rejected all trades from 2026-09-01 through 2026-09-02 (wkjudas and early rizzy entries), since those fall outside the filter's defined phase. That removes 3 losses (GBPUSD L, USDJPY L, NZDUSD L) and 2 wins (GBPUSD W, NZDUSD W) from the 2026-09-02 batch, plus the AUDUSD LOSS on 09-02. The remaining 09-03/09-04 trades (EURJPY, USDCAD, AUDUSD, USDCHF) would stay — yielding 2 wins, 1 open/rejected, 1 loss. Net effect: win rate in this small sample improves from 4/8 (50%) to 2/4 (50%) — no real delta, but PnL improves because the removed losses outweigh removed wins. The filter would not have saved the 09-01 losses entirely — it would have avoided them, but also missed the 09-02 wins, so the immediate edge is margina
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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BibTeX
@misc{caldin20264504,
title = {{LAB #4504 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 31.6% to 44.2% ( — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23553627},
url = {https://zenodo.org/records/23553627},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4504 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 31.6% to 44.2% ( — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/22
PB - Zenodo
DO - 10.5281/zenodo.23553627
UR - https://zenodo.org/records/23553627
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 31.6% to 44.2% (+12.6pp, n=138) **SAME-WINDOW EFFECT:** Applying the ACCUMULATION-phase filter to the current live window would have rejected all trades from 2026-09-01 through 2026-09-02 (wkjudas and early rizzy entries), since those fall outside the filter's defined phase. That removes 3 losses (GBPUSD L, USDJPY L, NZDUSD L) and 2 wins (GBPUSD W, NZDUSD W) from the 2026-09-02 batch, plus the AUDUSD LOSS on 09-02. The remaining 09-03/09-04 trades (EURJPY, USDCAD, AUDUSD, USDCHF) would stay — yielding 2 wins, 1 open/rejected, 1 loss. Net effect: win rate in this small sample improves from 4/8 (50%) to 2/4 (50%) — no real delta, but PnL improves because the removed losses outweigh removed wins. The filter would not have saved the 09-01 losses entirely — it would have avoided them, but also missed the 09-02 wins, so the immediate edge is margina Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -