LAB #4138 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.1% (+3.6pp, n — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.1% (+3.6pp, n=360)
SAME-WINDOW EFFECT: Applying the LONDON_OPEN filter to the current live window would have excluded all trades timestamped outside that session. Of the ten listed trades, only the GBPUSD SHORT (rizzy5m, 11:50+02:00) and possibly the AUDUSD SHORT (rizzy5m, 11:35+02:00) fall within a typical London open window (07:00–12:00 UTC+2), but the AUDUSD was REJECTED. The remaining eight trades (including all wkjudas entries and earlier rizzy5m entries) would have been blocked. Since the current window shows 2 wins, 5 losses, and 3 open/rejected, filtering would have removed most losses but also one win (NZDUSD SHORT at 10:20), yielding a net win rate improvement from ~20% to ~50% on the surviving two trades — but with only 2–3 trades, this is statistically meaningless and likely noise.
OVER-TIME PROJECTION: Over 3–6 months, a +3.6pp
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- LAB #4419 NEUTRAL: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.6% to 41.9% (+10.3pp, — E8 Intelligence Research
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- LAB #4462 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n — E8 Intelligence Research
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BibTeX
@misc{caldin20264138,
title = {{LAB #4138 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.1% (+3.6pp, n — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23409871},
url = {https://zenodo.org/records/23409871},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4138 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.1% (+3.6pp, n — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/16
PB - Zenodo
DO - 10.5281/zenodo.23409871
UR - https://zenodo.org/records/23409871
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.1% (+3.6pp, n=360) SAME-WINDOW EFFECT: Applying the LONDON_OPEN filter to the current live window would have excluded all trades timestamped outside that session. Of the ten listed trades, only the GBPUSD SHORT (rizzy5m, 11:50+02:00) and possibly the AUDUSD SHORT (rizzy5m, 11:35+02:00) fall within a typical London open window (07:00–12:00 UTC+2), but the AUDUSD was REJECTED. The remaining eight trades (including all wkjudas entries and earlier rizzy5m entries) would have been blocked. Since the current window shows 2 wins, 5 losses, and 3 open/rejected, filtering would have removed most losses but also one win (NZDUSD SHORT at 10:20), yielding a net win rate improvement from ~20% to ~50% on the surviving two trades — but with only 2–3 trades, this is statistically meaningless and likely noise. OVER-TIME PROJECTION: Over 3–6 months, a +3.6pp Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -