LAB #4575 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.6% to 32.3% ( — E8 Intelligence Research

@misc{caldin20264575,
  title = {{LAB #4575 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.6% to 32.3% ( — E8 Intelligence Research}},
  author = {Andrew Stewart Caldin},
  howpublished = {Zenodo},
  year = {2026},
  month = oct,
  doi = {10.5281/zenodo.23586988},
  url = {https://zenodo.org/records/23586988},
  note = {CC BY 4.0},
}

TY  - UNPB
TI  - LAB #4575 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.6% to 32.3% ( — E8 Intelligence Research
AU  - Andrew Stewart Caldin
PY  - 2026
DA  - 2026/10/23
PB  - Zenodo
DO  - 10.5281/zenodo.23586988
UR  - https://zenodo.org/records/23586988
AB  - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.6% to 32.3% (+0.8pp, n=1543)  SAME-WINDOW EFFECT: Applying the MANIPULATION-phase filter to the current live window would have excluded the three wkjudas trades (GBPUSD LONG, USDJPY SHORT, GBPUSD LONG) — all losses — and the two rizzy5m REJECTED/open trades (EURJPY SHORT, AUDUSD LONG) which are not yet resolved. Of the remaining five rizzy7m/rizzy5m trades, four are wins and one is a loss, yielding a 4/5 = 80% win rate versus the current 5/9 = 55.6% (excluding the two rejected/open). PnL impact is positive but small in absolute terms: removing three losses and two unresolved trades would have converted the window from roughly −0.4R to +1.2R, a net gain of ~1.6R. However, the filter also removes two potentially profitable open positions (EURJPY SHORT, AUDUSD LONG) whose outcomes are unknown, so the realized delta is uncertain until those close.  Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER  -