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
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = NY_OPEN — improves win rate from 31.5% to 38.1% (+6.6pp, n=805)
SAME-WINDOW EFFECT: Applying the NY_OPEN filter would have excluded all 10 live trades listed, as every entry timestamp falls between 09:56 and 15:08 +02:00 — which corresponds to London/early NY overlap, not the defined NY_OPEN session (typically 14:30–21:00 +02:00). The filter would have removed 4 winners (USDCHF, USDCAD, GBPUSD, NZDUSD) and 2 losers (AUDUSD SHORT, GBPUSD LONG) — netting out to a loss of +2 wins and -2 losses, leaving only the 2 remaining losers (USDJPY, AUDUSD LONG) and 2 rejected/open trades. Expected PnL delta is negative: you would have forfeited roughly +4R of realized gains while avoiding only -2R of losses, a net -2R hit in this window. The backtest improvement (+6.6pp) appears to be a session-mislabeling artifact — your live entries are not actually in NY_OPEN.
OVER-TIME PROJECTION: Over 3-6 months,
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- LAB #4387 HARMFUL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.6% to — E8 Intelligence Research
- 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 #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
BibTeX
@misc{caldin20264599,
title = {{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}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23587183},
url = {https://zenodo.org/records/23587183},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - 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
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/23
PB - Zenodo
DO - 10.5281/zenodo.23587183
UR - https://zenodo.org/records/23587183
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = NY_OPEN — improves win rate from 31.5% to 38.1% (+6.6pp, n=805) SAME-WINDOW EFFECT: Applying the NY_OPEN filter would have excluded all 10 live trades listed, as every entry timestamp falls between 09:56 and 15:08 +02:00 — which corresponds to London/early NY overlap, not the defined NY_OPEN session (typically 14:30–21:00 +02:00). The filter would have removed 4 winners (USDCHF, USDCAD, GBPUSD, NZDUSD) and 2 losers (AUDUSD SHORT, GBPUSD LONG) — netting out to a loss of +2 wins and -2 losses, leaving only the 2 remaining losers (USDJPY, AUDUSD LONG) and 2 rejected/open trades. Expected PnL delta is negative: you would have forfeited roughly +4R of realized gains while avoiding only -2R of losses, a net -2R hit in this window. The backtest improvement (+6.6pp) appears to be a session-mislabeling artifact — your live entries are not actually in NY_OPEN. OVER-TIME PROJECTION: Over 3-6 months, Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -