LAB #4171 PROMISING: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.2% (+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 36.2% (+3.6pp, n=356)
SAME-WINDOW EFFECT: Applying the LONDON_OPEN filter to the current live window would have excluded the three wkjudas trades (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) and the two rizzy5m trades from 08-27 (AUDUSD, NZDUSD, XAUUSD) that fell outside London hours. Of the remaining trades (GBPUSD SHORT 09-02, NZDUSD SHORT 09-02, AUDUSD SHORT 09-02, GBPUSD SHORT 08-26), you'd have kept 2 wins and 2 losses — a 50% win rate on the surviving subset versus the unfiltered 3W/5L (37.5%). PnL delta is roughly neutral here because the excluded losses (wkjudas trio) are offset by excluded wins (XAUUSD loss is excluded, but so is the AUDUSD win from 09-02? — actually that one stays). Net effect: you'd have avoided 3 losses and 1 win, improving win rate but not materially changing total PnL in this small sample.
OVER-TIME PROJECTION: Over
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Related
- LAB #4140 PROMISING: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% (+10.0pp, — E8 Intelligence Research
- LAB #4465 PROMISING: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.5% to 41.9% (+10.3pp, — E8 Intelligence Research
- MODEL ADOPTION #4140: REJECT — LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 32.6% to 42.5% — E8 Intelligence Research
- MODEL ADOPTION #4465: REJECT — LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.5% to 41.9% — E8 Intelligence Research
- LAB #4419 NEUTRAL: LEDGER BENCH: Apply filter: Session = OFF_SESSION — improves win rate from 31.6% to 41.9% (+10.3pp, — E8 Intelligence Research
BibTeX
@misc{caldin20264171,
title = {{LAB #4171 PROMISING: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.2% (+3.6pp, n — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23446843},
url = {https://zenodo.org/records/23446843},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4171 PROMISING: LEDGER BENCH: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.2% (+3.6pp, n — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/18
PB - Zenodo
DO - 10.5281/zenodo.23446843
UR - https://zenodo.org/records/23446843
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON_OPEN — improves win rate from 32.6% to 36.2% (+3.6pp, n=356) SAME-WINDOW EFFECT: Applying the LONDON_OPEN filter to the current live window would have excluded the three wkjudas trades (GBPUSD LONG, USDJPY SHORT, NZDUSD SHORT) and the two rizzy5m trades from 08-27 (AUDUSD, NZDUSD, XAUUSD) that fell outside London hours. Of the remaining trades (GBPUSD SHORT 09-02, NZDUSD SHORT 09-02, AUDUSD SHORT 09-02, GBPUSD SHORT 08-26), you'd have kept 2 wins and 2 losses — a 50% win rate on the surviving subset versus the unfiltered 3W/5L (37.5%). PnL delta is roughly neutral here because the excluded losses (wkjudas trio) are offset by excluded wins (XAUUSD loss is excluded, but so is the AUDUSD win from 09-02? — actually that one stays). Net effect: you'd have avoided 3 losses and 1 win, improving win rate but not materially changing total PnL in this small sample. OVER-TIME PROJECTION: Over Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -