LAB #4441 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% (+4.7pp, n=113)
SAME-WINDOW EFFECT: Applying the DISTRIBUTION-phase filter over the current live window would have blocked the three wkjudas entries (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) — all three closed as LOSSES. It would also have blocked the AUDUSD SHORT via rizzy7m (a LOSS) and the two REJECTED/open trades (EURJPY SHORT, AUDUSD LONG) which are currently unresolved. The five remaining rizzy trades (4 wins, 1 loss) would have yielded a 80% win rate vs. the observed 50% (4W/4L among closed), a clear PnL improvement of roughly +2.5R to +3R on this small sample. However, the filter also removes all wkjudas signals — if wkjudas has positive expectancy in other phases, this window overstates the benefit.
OVER-TIME PROJECTION: Over 3–6 months, the filter would likely raise win rate from ~31.5% toward ~36% as backtested, but th
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- LAB #4479 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 31.5% to 36.3% ( — E8 Intelligence Research
- LAB #4145 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.5% to 37.3% ( — E8 Intelligence Research
- LAB #4133 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.6% to 44.9% ( — E8 Intelligence Research
- 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{caldin20264441,
title = {{LAB #4441 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.23490936},
url = {https://zenodo.org/records/23490936},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4441 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 - 2026/10/20
PB - Zenodo
DO - 10.5281/zenodo.23490936
UR - https://zenodo.org/records/23490936
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% (+4.7pp, n=113) SAME-WINDOW EFFECT: Applying the DISTRIBUTION-phase filter over the current live window would have blocked the three wkjudas entries (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) — all three closed as LOSSES. It would also have blocked the AUDUSD SHORT via rizzy7m (a LOSS) and the two REJECTED/open trades (EURJPY SHORT, AUDUSD LONG) which are currently unresolved. The five remaining rizzy trades (4 wins, 1 loss) would have yielded a 80% win rate vs. the observed 50% (4W/4L among closed), a clear PnL improvement of roughly +2.5R to +3R on this small sample. However, the filter also removes all wkjudas signals — if wkjudas has positive expectancy in other phases, this window overstates the benefit. OVER-TIME PROJECTION: Over 3–6 months, the filter would likely raise win rate from ~31.5% toward ~36% as backtested, but th Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -