LAB #4182 HARMFUL: LEDGER BENCH: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 32.6% to — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 32.6% to 80.0% (+47.4pp, n=5)
SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked all USDCHF LONG entries — none of the listed trades are USDCHF, so zero trades would be affected. The claimed +47.4pp win-rate improvement comes from only 5 backtest samples, which is statistically meaningless (95% CI roughly ±40pp). Expected PnL delta in this window: $0, with no change to the 4 wins and 6 losses shown. The filter is untested against the actual currency pairs and strategies that generated these live results.
OVER-TIME PROJECTION: Over 3–6 months, applying a filter based on n=5 will likely regress toward the base rate — the 32.6% win rate is more plausible for USDCHF LONG at London open given market microstructure. The filter may accidentally block profitable USDCHF trades during trending London sessions, reducing
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- 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 #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
- 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{caldin20264182,
title = {{LAB #4182 HARMFUL: LEDGER BENCH: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 32.6% to — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23447055},
url = {https://zenodo.org/records/23447055},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4182 HARMFUL: LEDGER BENCH: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 32.6% to — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/18
PB - Zenodo
DO - 10.5281/zenodo.23447055
UR - https://zenodo.org/records/23447055
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 32.6% to 80.0% (+47.4pp, n=5) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked all USDCHF LONG entries — none of the listed trades are USDCHF, so zero trades would be affected. The claimed +47.4pp win-rate improvement comes from only 5 backtest samples, which is statistically meaningless (95% CI roughly ±40pp). Expected PnL delta in this window: $0, with no change to the 4 wins and 6 losses shown. The filter is untested against the actual currency pairs and strategies that generated these live results. OVER-TIME PROJECTION: Over 3–6 months, applying a filter based on n=5 will likely regress toward the base rate — the 32.6% win rate is more plausible for USDCHF LONG at London open given market microstructure. The filter may accidentally block profitable USDCHF trades during trending London sessions, reducing Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -