LAB #4140 PROMISING: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% (+10.0pp, — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% (+10.0pp, n=127)
SAME-WINDOW EFFECT: Applying the OFF_SESSION filter to the live window above would have removed the three wkjudas trades (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) and the two rizzy5m trades from 2026-08-27 (AUDUSD SHORT, XAUUSD SHORT) — all of which were losses or still open. That leaves only the rizzy5m GBPUSD SHORT (WIN), NZDUSD SHORT (WIN), and the rizzy7m AUDUSD SHORT (LOSS) — a 2/3 win rate (66.7%) versus the unfiltered 3/10 (30%). PnL delta is strongly positive, but the sample is tiny and the filter appears to be selecting for rizzy5m/7m intraday entries while discarding wkjudas entirely — which may be the real driver, not the session itself.
OVER-TIME PROJECTION: Over 3–6 months, the +10pp win-rate gain (n=127) is plausible if OFF_SESSION entries cluster around London/NY overlap where volatility and trend persisten
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- LAB #4465 PROMISING: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.5% to 41.9% (+10.3pp, — E8 Intelligence Research
- LAB #4171 PROMISING: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.2% (+3.6pp, n — E8 Intelligence Research
- MODEL ADOPTION #4140: REJECT — LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% — E8 Intelligence Research
- MODEL ADOPTION #4465: REJECT — LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.5% to 41.9% — E8 Intelligence Research
- LAB #4419 NEUTRAL: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.6% to 41.9% (+10.3pp, — E8 Intelligence Research
BibTeX
@misc{caldin20264140,
title = {{LAB #4140 PROMISING: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% (+10.0pp, — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23409978},
url = {https://zenodo.org/records/23409978},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4140 PROMISING: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% (+10.0pp, — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/16
PB - Zenodo
DO - 10.5281/zenodo.23409978
UR - https://zenodo.org/records/23409978
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% (+10.0pp, n=127) SAME-WINDOW EFFECT: Applying the OFF_SESSION filter to the live window above would have removed the three wkjudas trades (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) and the two rizzy5m trades from 2026-08-27 (AUDUSD SHORT, XAUUSD SHORT) — all of which were losses or still open. That leaves only the rizzy5m GBPUSD SHORT (WIN), NZDUSD SHORT (WIN), and the rizzy7m AUDUSD SHORT (LOSS) — a 2/3 win rate (66.7%) versus the unfiltered 3/10 (30%). PnL delta is strongly positive, but the sample is tiny and the filter appears to be selecting for rizzy5m/7m intraday entries while discarding wkjudas entirely — which may be the real driver, not the session itself. OVER-TIME PROJECTION: Over 3–6 months, the +10pp win-rate gain (n=127) is plausible if OFF_SESSION entries cluster around London/NY overlap where volatility and trend persisten Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -