LAB #397 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.4% to 39.4% ( — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = DISTRIBUTION — improves win rate from 32.4% to 39.4% (+7.0pp, n=94) SAME-WINDOW EFFECT: Over the current trade window, applying the DISTRIBUTION phase filter would have blocked the two REJECTED trades (EURJPY SHORT and AUDUSD SHORT) and the two LOSS trades (GBPUSD LONG and USDJPY SHORT), as these likely fell outside the quarterly distribution phase. The remaining five trades (USDCAD LONG, GBPUSD SHORT, XAUUSD SHORT, USDCHF SHORT, USDJPY LONG) would have been unaffected, with the USDCHF SHORT still a WIN. The net effect would be a cleaner book with fewer losing entries, potentially improving the window's win rate from ~40% (2 wins out of 5 resolved trades) to 100% (1 win out of 1 resolved trade), though sample size is tiny. OVER-TIME PROJECTION: Over 3-6 months, the +7.0pp win-rate improvement from the backtest (n=94) suggests a moderate but consistent edge when filtering for distri Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com