LAB #4479 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 31.5% to 36.3% ( — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 31.5% to 36.3% (+4.8pp, n=113)
SAME-WINDOW EFFECT: Applying the DISTRIBUTION-phase filter would have blocked the three wkjudas trades (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) — all closed as LOSSES — and likely also the AUDUSD SHORT via rizzy7m (closed LOSS). That removes 4 losing trades from a window of 10, leaving 3 wins and 3 losses among the remaining rizzy signals. Win rate improves from 50% (3/6 closed) to 100% (3/3 closed) on the filtered set, but the sample is tiny and the two REJECTED/open trades (EURJPY SHORT, AUDUSD LONG) would remain unfiltered — so the live PnL delta is positive but not statistically meaningful.
OVER-TIME PROJECTION: Over 3–6 months, a DISTRIBUTION-phase filter would likely reduce trade frequency by ~30–40% (since distribution phases are less common than accumulation/markup in trending regimes). The backtest gain
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
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- LAB #4145 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.5% to 37.3% ( — E8 Intelligence Research
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- LAB #4614 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.2% to 44.5% ( — E8 Intelligence Research
- MODEL ADOPTION #4479: REJECT — LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 31.5% — E8 Intelligence Research
BibTeX
@misc{caldin20264479,
title = {{LAB #4479 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 31.5% to 36.3% ( — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23526277},
url = {https://zenodo.org/records/23526277},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4479 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 31.5% to 36.3% ( — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/21
PB - Zenodo
DO - 10.5281/zenodo.23526277
UR - https://zenodo.org/records/23526277
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 31.5% to 36.3% (+4.8pp, n=113) SAME-WINDOW EFFECT: Applying the DISTRIBUTION-phase filter would have blocked the three wkjudas trades (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) — all closed as LOSSES — and likely also the AUDUSD SHORT via rizzy7m (closed LOSS). That removes 4 losing trades from a window of 10, leaving 3 wins and 3 losses among the remaining rizzy signals. Win rate improves from 50% (3/6 closed) to 100% (3/3 closed) on the filtered set, but the sample is tiny and the two REJECTED/open trades (EURJPY SHORT, AUDUSD LONG) would remain unfiltered — so the live PnL delta is positive but not statistically meaningful. OVER-TIME PROJECTION: Over 3–6 months, a DISTRIBUTION-phase filter would likely reduce trade frequency by ~30–40% (since distribution phases are less common than accumulation/markup in trending regimes). The backtest gain Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -