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
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: NZDUSD LONG — improves win rate from 31.5% to 55.6% (+24.0pp, n=117)
SAME-WINDOW EFFECT: Applying a NZDUSD LONG-only filter would have blocked the two NZDUSD SHORT trades in the window (one CLOSED/WIN via rizzy5m, one CLOSED/open via wkjudas). That removes a confirmed winner and likely removes another profitable or breakeven trade, so the immediate effect is negative — you lose at least one win and possibly two. The other pairs (USDCHF, EURJPY, USDCAD, AUDUSD, GBPUSD, USDJPY) are unaffected, so the net PnL delta in this window is negative, not positive.
OVER-TIME PROJECTION: The backtest claims +24pp win rate on n=117, but that is a single-pair, single-direction slice — likely overfit to a specific regime (e.g., NZD strength period). Over 3–6 months, NZDUSD LONG may underperform if the kiwi weakens or if the filter simply removes SHORT trades that were actually profitable in other regimes. Risk: the
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- 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 #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 #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
- LAB #4387 HARMFUL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.6% to — E8 Intelligence Research
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BibTeX
@misc{caldin20264480,
title = {{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}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23526273},
url = {https://zenodo.org/records/23526273},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - 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
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/21
PB - Zenodo
DO - 10.5281/zenodo.23526273
UR - https://zenodo.org/records/23526273
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: NZDUSD LONG — improves win rate from 31.5% to 55.6% (+24.0pp, n=117) SAME-WINDOW EFFECT: Applying a NZDUSD LONG-only filter would have blocked the two NZDUSD SHORT trades in the window (one CLOSED/WIN via rizzy5m, one CLOSED/open via wkjudas). That removes a confirmed winner and likely removes another profitable or breakeven trade, so the immediate effect is negative — you lose at least one win and possibly two. The other pairs (USDCHF, EURJPY, USDCAD, AUDUSD, GBPUSD, USDJPY) are unaffected, so the net PnL delta in this window is negative, not positive. OVER-TIME PROJECTION: The backtest claims +24pp win rate on n=117, but that is a single-pair, single-direction slice — likely overfit to a specific regime (e.g., NZD strength period). Over 3–6 months, NZDUSD LONG may underperform if the kiwi weakens or if the filter simply removes SHORT trades that were actually profitable in other regimes. Risk: the Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -