LAB #4439 HARMFUL: LEDGER BENCH: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.5% to 85.7 — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.5% to 85.7% (+54.2pp, n=28)
SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked the NZDUSD SHORT entries (rizzy5m at 0.58252 and wkjudas at 0.59214) — both were wins, so applying a LONG-only filter would have removed two profitable trades. It would also have blocked the AUDUSD LONG (rizzy7m, rejected/open) and possibly the GBPUSD LONG (wkjudas, loss), but no NZDUSD LONG existed in this window to benefit from the filter. Net effect: the filter would have removed 2 wins and 1 loss, reducing total PnL slightly (win rate would drop from ~5/8 to ~3/6 in this small sample), contradicting the backtest's direction.
OVER-TIME PROJECTION: The claimed +54.2pp win-rate improvement on n=28 is statistically fragile — a 95% confidence interval around 85.7% spans roughly 67–96%, and the baseline of 31.5% likely comes from a di
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- LAB #4182 HARMFUL: LEDGER BENCH: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 32.6% to — E8 Intelligence Research
- LAB #4480 HARMFUL: LEDGER BENCH: Apply filter: NZDUSD LONG — improves win rate from 31.5% to 55.6% (+24.0pp, n=117) — E8 Intelligence Research
- LAB #4506 HARMFUL: LEDGER BENCH: Apply filter: NZDUSD SHORT — improves win rate from 31.6% to 33.8% (+2.2pp, n=133) — E8 Intelligence Research
- LAB #4599 HARMFUL: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.5% to 38.1% (+6.6pp, n=805 — E8 Intelligence Research
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BibTeX
@misc{caldin20264439,
title = {{LAB #4439 HARMFUL: LEDGER BENCH: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.5% to 85.7 — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23490934},
url = {https://zenodo.org/records/23490934},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4439 HARMFUL: LEDGER BENCH: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.5% to 85.7 — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/20
PB - Zenodo
DO - 10.5281/zenodo.23490934
UR - https://zenodo.org/records/23490934
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.5% to 85.7% (+54.2pp, n=28) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked the NZDUSD SHORT entries (rizzy5m at 0.58252 and wkjudas at 0.59214) — both were wins, so applying a LONG-only filter would have removed two profitable trades. It would also have blocked the AUDUSD LONG (rizzy7m, rejected/open) and possibly the GBPUSD LONG (wkjudas, loss), but no NZDUSD LONG existed in this window to benefit from the filter. Net effect: the filter would have removed 2 wins and 1 loss, reducing total PnL slightly (win rate would drop from ~5/8 to ~3/6 in this small sample), contradicting the backtest's direction. OVER-TIME PROJECTION: The claimed +54.2pp win-rate improvement on n=28 is statistically fragile — a 95% confidence interval around 85.7% spans roughly 67–96%, and the baseline of 31.5% likely comes from a di Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -