LAB #4494 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.6% 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 31.6% to 66.7% (+35.0pp, 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 (+35.0pp win rate) is based on only n=6 backtest samples, which is statistically fragile — a single outcome flip changes the result by ~16.7pp. The live window shows no USDCHF SHORT entries at all, so the filter's immediate PnL delta is zero, but it would have suppressed any future USDCHF SHORTs during off-session with conf<6 — none occurred here. Net effect on the shown trades: nil.
OVER-TIME PROJECTION: Over 3–6 months, this filter would likely reduce trade frequency on USDCHF SHORTs during off-session, potentially cutting losses but also missing winners. The 31.6%→66.7% jump is suspiciously large for a single-condition filte
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
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BibTeX
@misc{caldin20264494,
title = {{LAB #4494 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.6% to — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23540170},
url = {https://zenodo.org/records/23540170},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4494 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.6% to — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/21
PB - Zenodo
DO - 10.5281/zenodo.23540170
UR - https://zenodo.org/records/23540170
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 31.6% to 66.7% (+35.0pp, 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 (+35.0pp win rate) is based on only n=6 backtest samples, which is statistically fragile — a single outcome flip changes the result by ~16.7pp. The live window shows no USDCHF SHORT entries at all, so the filter's immediate PnL delta is zero, but it would have suppressed any future USDCHF SHORTs during off-session with conf<6 — none occurred here. Net effect on the shown trades: nil. OVER-TIME PROJECTION: Over 3–6 months, this filter would likely reduce trade frequency on USDCHF SHORTs during off-session, potentially cutting losses but also missing winners. The 31.6%→66.7% jump is suspiciously large for a single-condition filte Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -