LAB #4185 HARMFUL: LEDGER BENCH: Apply filter: XAUUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.6% to 80. — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.6% to 80.0% (+47.4pp, n=5)
SAME-WINDOW EFFECT: Over the live window shown, this filter would have blocked the XAUUSD SHORT rizzy5m entry at 4598.79 (2026-08-27 09:15) — which was a CLOSED/LOSS. No other XAUUSD trades appear in the window, so the only direct effect is removing one losing trade. That would shift the live record from 3W/4L to 3W/3L, improving win rate from ~42.9% to 50.0% — but that's a single-trade artifact, not a systemic edge. The claimed +47.4pp on n=5 is statistically meaningless (95% CI roughly ±40pp), so the apparent boost is likely noise.
OVER-TIME PROJECTION: Over 3–6 months, this filter would cut XAUUSD SHORT entries at NY_OPEN with 6 conf — a narrow slice of the trade universe. If the true edge is zero, you'd expect regression to ~35–45% win rate, not 80%. The risk is overfitting to a tiny sample: 5 trades cannot
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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BibTeX
@misc{caldin20264185,
title = {{LAB #4185 HARMFUL: LEDGER BENCH: Apply filter: XAUUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.6% to 80. — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23447059},
url = {https://zenodo.org/records/23447059},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4185 HARMFUL: LEDGER BENCH: Apply filter: XAUUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.6% to 80. — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/18
PB - Zenodo
DO - 10.5281/zenodo.23447059
UR - https://zenodo.org/records/23447059
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.6% to 80.0% (+47.4pp, n=5) SAME-WINDOW EFFECT: Over the live window shown, this filter would have blocked the XAUUSD SHORT rizzy5m entry at 4598.79 (2026-08-27 09:15) — which was a CLOSED/LOSS. No other XAUUSD trades appear in the window, so the only direct effect is removing one losing trade. That would shift the live record from 3W/4L to 3W/3L, improving win rate from ~42.9% to 50.0% — but that's a single-trade artifact, not a systemic edge. The claimed +47.4pp on n=5 is statistically meaningless (95% CI roughly ±40pp), so the apparent boost is likely noise. OVER-TIME PROJECTION: Over 3–6 months, this filter would cut XAUUSD SHORT entries at NY_OPEN with 6 conf — a narrow slice of the trade universe. If the true edge is zero, you'd expect regression to ~35–45% win rate, not 80%. The risk is overfitting to a tiny sample: 5 trades cannot Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -