LAB #4146 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.5% to 44.9% ( — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.5% to 44.9% (+12.3pp, n=136)
SAME-WINDOW EFFECT: Applying the ACCUMULATION-phase filter to the 10 live trades above would have blocked most entries, since the window spans early September 2026 — likely a DISTRIBUTION or MARKUP phase for most majors given the cluster of losses. Specifically, the three rizzy5m trades on 2026-09-02 (GBPUSD, NZDUSD, AUDUSD) and the wkjudas trades on 2026-09-01 would likely have been filtered out — that removes 2 losses, 1 win, and 1 open, leaving only the older August trades. Net effect on this tiny sample: win rate would shift from ~2/7 closed (28.6%) to maybe 1/3 (33%) if only the August rizzy5m GBPUSD win and XAUUSD loss survived — PnL delta is negligible (±0.2R) due to tiny n, but variance drops sharply.
OVER-TIME PROJECTION: Over 3-6 months, the filter would cut trade frequency by roughly 40-60% (since ACCU
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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BibTeX
@misc{caldin20264146,
title = {{LAB #4146 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.5% to 44.9% ( — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23430967},
url = {https://zenodo.org/records/23430967},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4146 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.5% to 44.9% ( — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/17
PB - Zenodo
DO - 10.5281/zenodo.23430967
UR - https://zenodo.org/records/23430967
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 32.5% to 44.9% (+12.3pp, n=136) SAME-WINDOW EFFECT: Applying the ACCUMULATION-phase filter to the 10 live trades above would have blocked most entries, since the window spans early September 2026 — likely a DISTRIBUTION or MARKUP phase for most majors given the cluster of losses. Specifically, the three rizzy5m trades on 2026-09-02 (GBPUSD, NZDUSD, AUDUSD) and the wkjudas trades on 2026-09-01 would likely have been filtered out — that removes 2 losses, 1 win, and 1 open, leaving only the older August trades. Net effect on this tiny sample: win rate would shift from ~2/7 closed (28.6%) to maybe 1/3 (33%) if only the August rizzy5m GBPUSD win and XAUUSD loss survived — PnL delta is negligible (±0.2R) due to tiny n, but variance drops sharply. OVER-TIME PROJECTION: Over 3-6 months, the filter would cut trade frequency by roughly 40-60% (since ACCU Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -