LAB #4612 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.2% to 36.9% ( — 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 32.2% to 36.9% (+4.7pp, n=111)
SAME-WINDOW EFFECT: Applying the DISTRIBUTION-phase filter over the current live window would have rejected the 3 open/rejected trades (USDCHF LONG, EURJPY SHORT, AUDUSD LONG) — all currently unresolved. Among the 7 closed trades, 4 were wins and 3 were losses; if the filter had removed any of those, the win rate would shift. Given the backtest delta (+4.7pp), the filter likely removes low-quality entries during accumulation/markup phases, but in this small window it would only affect the 3 open trades — none of which have resolved, so no definitive PnL delta can be claimed. The closed-trade win rate (4/7 = 57%) is already above the filtered backtest rate, suggesting the filter may not improve this particular sample.
OVER-TIME PROJECTION: Over 3–6 months, a DISTRIBUTION-phase-only filter could meaningfully reduce
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
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BibTeX
@misc{caldin20264612,
title = {{LAB #4612 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.2% to 36.9% ( — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23587284},
url = {https://zenodo.org/records/23587284},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4612 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.2% to 36.9% ( — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/23
PB - Zenodo
DO - 10.5281/zenodo.23587284
UR - https://zenodo.org/records/23587284
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.2% to 36.9% (+4.7pp, n=111) SAME-WINDOW EFFECT: Applying the DISTRIBUTION-phase filter over the current live window would have rejected the 3 open/rejected trades (USDCHF LONG, EURJPY SHORT, AUDUSD LONG) — all currently unresolved. Among the 7 closed trades, 4 were wins and 3 were losses; if the filter had removed any of those, the win rate would shift. Given the backtest delta (+4.7pp), the filter likely removes low-quality entries during accumulation/markup phases, but in this small window it would only affect the 3 open trades — none of which have resolved, so no definitive PnL delta can be claimed. The closed-trade win rate (4/7 = 57%) is already above the filtered backtest rate, suggesting the filter may not improve this particular sample. OVER-TIME PROJECTION: Over 3–6 months, a DISTRIBUTION-phase-only filter could meaningfully reduce Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -