LAB #4465 PROMISING: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.5% to 41.9% (+10.3pp, — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = OFF_SESSION — improves win rate from 31.5% to 41.9% (+10.3pp, n=129)
SAME-WINDOW EFFECT: Applying the OFF_SESSION filter would have blocked the two wkjudas entries on 2026-09-01 (GBPUSD LONG at 15:08 and USDJPY SHORT at 14:36) — both closed as LOSSES, removing 2 losing trades from the 10-trade window. It would also have blocked the rizzy5m EURJPY SHORT at 11:35 (REJECTED/open) and the rizzy7m AUDUSD LONG at 09:56 (REJECTED/open), but those were not closed outcomes. Net effect on the closed set: 6 wins, 2 losses remain (75% win rate vs. current 60%), and PnL improves by removing two full losses — though the sample is too small to attribute the +10.3pp backtest gain to this window alone.
OVER-TIME PROJECTION: Over 3–6 months, the filter should reduce exposure during low-liquidity/off-session hours where spreads widen and false breakouts cluster — likely lifting win rate toward the 41.9% back
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- LAB #4140 PROMISING: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% (+10.0pp, — E8 Intelligence Research
- LAB #4171 PROMISING: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.2% (+3.6pp, n — E8 Intelligence Research
- MODEL ADOPTION #4140: REJECT — LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% — E8 Intelligence Research
- MODEL ADOPTION #4465: REJECT — LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.5% to 41.9% — E8 Intelligence Research
- LAB #4419 NEUTRAL: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.6% to 41.9% (+10.3pp, — E8 Intelligence Research
BibTeX
@misc{caldin20264465,
title = {{LAB #4465 PROMISING: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.5% to 41.9% (+10.3pp, — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23526010},
url = {https://zenodo.org/records/23526010},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4465 PROMISING: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.5% to 41.9% (+10.3pp, — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/21
PB - Zenodo
DO - 10.5281/zenodo.23526010
UR - https://zenodo.org/records/23526010
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = OFF_SESSION — improves win rate from 31.5% to 41.9% (+10.3pp, n=129) SAME-WINDOW EFFECT: Applying the OFF_SESSION filter would have blocked the two wkjudas entries on 2026-09-01 (GBPUSD LONG at 15:08 and USDJPY SHORT at 14:36) — both closed as LOSSES, removing 2 losing trades from the 10-trade window. It would also have blocked the rizzy5m EURJPY SHORT at 11:35 (REJECTED/open) and the rizzy7m AUDUSD LONG at 09:56 (REJECTED/open), but those were not closed outcomes. Net effect on the closed set: 6 wins, 2 losses remain (75% win rate vs. current 60%), and PnL improves by removing two full losses — though the sample is too small to attribute the +10.3pp backtest gain to this window alone. OVER-TIME PROJECTION: Over 3–6 months, the filter should reduce exposure during low-liquidity/off-session hours where spreads widen and false breakouts cluster — likely lifting win rate toward the 41.9% back Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -