LAB #4418 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON — improves win rate from 31.6% to 36.4% (+4.8pp, n=22) — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON — improves win rate from 31.6% to 36.4% (+4.8pp, n=22)
SAME-WINDOW EFFECT: Applying a LONDON-only session filter would have excluded all 10 listed trades, since every entry timestamp falls outside the canonical London window (07:00–16:00 UTC) — the earliest is 00:43 UTC (NZDUSD) and the latest is 13:08 UTC (GBPUSD). Of the 10, 4 are closed wins, 2 are closed losses, and 4 are open/rejected — so the filter would have removed a net positive sample (4W/2L on closed trades). The claimed +4.8pp win-rate improvement from n=22 is not corroborated here; in fact, this window shows LONDON-filter would have eliminated profitable trades, suggesting the backtest edge may be period-specific or driven by a different pair/session definition.
OVER-TIME PROJECTION: Over 3–6 months, a LONDON-only filter could reduce trade frequency by ~60–70% (given current entries span NY, Asia, and London overlaps).
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
- LAB #4176 NEUTRAL: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% (+9.9pp, n — E8 Intelligence Research
- 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
- LAB #4435 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.5% to — E8 Intelligence Research
- LAB #4494 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.6% to — E8 Intelligence Research
BibTeX
@misc{caldin20264418,
title = {{LAB #4418 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON — improves win rate from 31.6% to 36.4% (+4.8pp, n=22) — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23490638},
url = {https://zenodo.org/records/23490638},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4418 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON — improves win rate from 31.6% to 36.4% (+4.8pp, n=22) — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/20
PB - Zenodo
DO - 10.5281/zenodo.23490638
UR - https://zenodo.org/records/23490638
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON — improves win rate from 31.6% to 36.4% (+4.8pp, n=22) SAME-WINDOW EFFECT: Applying a LONDON-only session filter would have excluded all 10 listed trades, since every entry timestamp falls outside the canonical London window (07:00–16:00 UTC) — the earliest is 00:43 UTC (NZDUSD) and the latest is 13:08 UTC (GBPUSD). Of the 10, 4 are closed wins, 2 are closed losses, and 4 are open/rejected — so the filter would have removed a net positive sample (4W/2L on closed trades). The claimed +4.8pp win-rate improvement from n=22 is not corroborated here; in fact, this window shows LONDON-filter would have eliminated profitable trades, suggesting the backtest edge may be period-specific or driven by a different pair/session definition. OVER-TIME PROJECTION: Over 3–6 months, a LONDON-only filter could reduce trade frequency by ~60–70% (given current entries span NY, Asia, and London overlaps). Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -