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
- 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 31.5% to 34.8% (+3.3pp, n=379)
SAME-WINDOW EFFECT: Applying a LONDON_OPEN-only filter (roughly 08:00–12:00 UTC) would have excluded all 10 live trades listed, since every entry timestamp falls outside that window (earliest 02:43, latest 15:08). That means zero trades would have fired — eliminating the 4 wins, 3 losses, and 3 open/rejected positions. Net PnL delta is indeterminate but likely negative in absolute terms (you forfeit the 4 wins), though win rate would mathematically rise to 0/0 — undefined, not 34.8%. The backtest improvement (+3.3pp) is not observable in this window because no trade qualifies; the filter is effectively a gate that stops all current activity.
OVER-TIME PROJECTION: Over 3–6 months, restricting to LONDON_OPEN will drastically cut trade frequency — likely by 70–90% given your current entries cluster in Asian and early NY sessi
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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BibTeX
@misc{caldin20264462,
title = {{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}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23525885},
url = {https://zenodo.org/records/23525885},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - 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
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/21
PB - Zenodo
DO - 10.5281/zenodo.23525885
UR - https://zenodo.org/records/23525885
AB - IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON_OPEN — improves win rate from 31.5% to 34.8% (+3.3pp, n=379) SAME-WINDOW EFFECT: Applying a LONDON_OPEN-only filter (roughly 08:00–12:00 UTC) would have excluded all 10 live trades listed, since every entry timestamp falls outside that window (earliest 02:43, latest 15:08). That means zero trades would have fired — eliminating the 4 wins, 3 losses, and 3 open/rejected positions. Net PnL delta is indeterminate but likely negative in absolute terms (you forfeit the 4 wins), though win rate would mathematically rise to 0/0 — undefined, not 34.8%. The backtest improvement (+3.3pp) is not observable in this window because no trade qualifies; the filter is effectively a gate that stops all current activity. OVER-TIME PROJECTION: Over 3–6 months, restricting to LONDON_OPEN will drastically cut trade frequency — likely by 70–90% given your current entries cluster in Asian and early NY sessi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -