LAB #4584 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n=382)
SAME-WINDOW EFFECT: Applying the LONDON_OPEN filter to the current live window would have excluded all 10 trades shown, since none carry timestamps within a typical London open session (e.g., 08:00–10:00 UTC). The three closed wins (USDCHF, USDCAD, GBPUSD, NZDUSD) all occurred between 10:20 and 11:50 +02:00, which is after the London open proper, so the filter would have removed them entirely. This would have flipped the window from 4W/2L (plus 4 open/rejected) to zero trades — a catastrophic PnL loss in this specific sample, not an improvement. The backtest's +3.3pp win-rate gain appears to be an artifact of a different session definition or a narrow sample (n=382) that does not generalize to this live set.
OVER-TIME PROJECTION: Over 3–6 months, a strict LONDON_OPEN filter risks eliminating high-quality early-morning mome
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 #4435 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.5% to — 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
BibTeX
@misc{caldin20264584,
title = {{LAB #4584 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23587063},
url = {https://zenodo.org/records/23587063},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4584 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/23
PB - Zenodo
DO - 10.5281/zenodo.23587063
UR - https://zenodo.org/records/23587063
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n=382) SAME-WINDOW EFFECT: Applying the LONDON_OPEN filter to the current live window would have excluded all 10 trades shown, since none carry timestamps within a typical London open session (e.g., 08:00–10:00 UTC). The three closed wins (USDCHF, USDCAD, GBPUSD, NZDUSD) all occurred between 10:20 and 11:50 +02:00, which is after the London open proper, so the filter would have removed them entirely. This would have flipped the window from 4W/2L (plus 4 open/rejected) to zero trades — a catastrophic PnL loss in this specific sample, not an improvement. The backtest's +3.3pp win-rate gain appears to be an artifact of a different session definition or a narrow sample (n=382) that does not generalize to this live set. OVER-TIME PROJECTION: Over 3–6 months, a strict LONDON_OPEN filter risks eliminating high-quality early-morning mome Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -