LAB #4435 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.5% to — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.5% to 66.7% (+35.1pp, n=6)
SAME-WINDOW EFFECT: Over the current live window, no USDCHF SHORT trades appear in the list, so this filter would have changed nothing in the observed trades. The claimed improvement (+35.1pp) is based on only 6 backtested samples, which is statistically fragile — a single loss flips the win rate to 50%, and two losses drop it below the baseline. The live window shows no USDCHF SHORT entries at all, meaning the filter is currently irrelevant to actual execution flow. Expected PnL delta in this window: $0.
OVER-TIME PROJECTION: Over 3–6 months, this filter would likely reduce trade frequency on USDCHF SHORTs during off-session hours, potentially avoiding some losses but also missing occasional winners. The core risk is overfitting to a tiny sample (n=6) — the 66.7% win rate has a 95% confidence interval roug
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- LAB #4419 NEUTRAL: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.6% to 41.9% (+10.3pp, — E8 Intelligence Research
- LAB #4176 NEUTRAL: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% (+9.9pp, n — E8 Intelligence Research
- LAB #4462 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n — E8 Intelligence Research
- LAB #4494 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.6% to — E8 Intelligence Research
- LAB #4589 NEUTRAL: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.6% to 38.3% (+6.7pp, n=802 — E8 Intelligence Research
BibTeX
@misc{caldin20264435,
title = {{LAB #4435 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.5% to — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23490843},
url = {https://zenodo.org/records/23490843},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4435 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.5% to — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/20
PB - Zenodo
DO - 10.5281/zenodo.23490843
UR - https://zenodo.org/records/23490843
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.5% to 66.7% (+35.1pp, n=6) SAME-WINDOW EFFECT: Over the current live window, no USDCHF SHORT trades appear in the list, so this filter would have changed nothing in the observed trades. The claimed improvement (+35.1pp) is based on only 6 backtested samples, which is statistically fragile — a single loss flips the win rate to 50%, and two losses drop it below the baseline. The live window shows no USDCHF SHORT entries at all, meaning the filter is currently irrelevant to actual execution flow. Expected PnL delta in this window: $0. OVER-TIME PROJECTION: Over 3–6 months, this filter would likely reduce trade frequency on USDCHF SHORTs during off-session hours, potentially avoiding some losses but also missing occasional winners. The core risk is overfitting to a tiny sample (n=6) — the 66.7% win rate has a 95% confidence interval roug Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -