LAB #4387 HARMFUL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.6% to — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.6% to 66.7% (+35.1pp, n=6)
SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the USDCHF LONG (rizzy7m) — a winner — and would have had no direct effect on any other listed trade since none are USDCHF SHORTs at OFF_SESSION. The claimed +35.1pp win-rate improvement is based on n=6, which is statistically fragile; the actual PnL delta here would be negative (removing a confirmed win) with no compensating new entries. Net expected change: −1 win, no loss avoided, so win-rate would drop from 6/9 to 5/8 in this sample — the opposite of the backtest claim.
OVER-TIME PROJECTION: Over 3–6 months, this filter would likely reduce trade frequency on USDCHF SHORTs during off-session hours, but the 66.7% win rate on n=6 is indistinguishable from noise (95% CI roughly 22–96%). The risk is overfitting to a tiny, possib
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- 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
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- 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 #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{caldin20264387,
title = {{LAB #4387 HARMFUL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.6% to — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23465352},
url = {https://zenodo.org/records/23465352},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4387 HARMFUL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.6% to — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/19
PB - Zenodo
DO - 10.5281/zenodo.23465352
UR - https://zenodo.org/records/23465352
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 31.6% to 66.7% (+35.1pp, n=6) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the USDCHF LONG (rizzy7m) — a winner — and would have had no direct effect on any other listed trade since none are USDCHF SHORTs at OFF_SESSION. The claimed +35.1pp win-rate improvement is based on n=6, which is statistically fragile; the actual PnL delta here would be negative (removing a confirmed win) with no compensating new entries. Net expected change: −1 win, no loss avoided, so win-rate would drop from 6/9 to 5/8 in this sample — the opposite of the backtest claim. OVER-TIME PROJECTION: Over 3–6 months, this filter would likely reduce trade frequency on USDCHF SHORTs during off-session hours, but the 66.7% win rate on n=6 is indistinguishable from noise (95% CI roughly 22–96%). The risk is overfitting to a tiny, possib Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -