LAB #389 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 32.4% to 33.0% ( — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 32.4% to 33.0% (+0.7pp, n=966) SAME-WINDOW EFFECT: Applying the Quarterly phase = MANIPULATION filter over the current trade window would have excluded trades initiated outside that phase. Among the 10 listed trades, only those opened between July 1 and September 30 (Q3) would qualify — roughly 6 of the 10 fall in that window. The filter would have rejected the 4 trades from late June and early July, potentially avoiding the two closed losses (GBPUSD LONG and USDJPY SHORT from July 21) and the rejected EURJPY and USDCHF trades. Expected win-rate improvement would be modest, roughly +0.5pp to +0.7pp on this small sample, with a slight PnL gain from avoiding those two losses. OVER-TIME PROJECTION: Over 3-6 months, this filter would systematically skip trades in non-manipulation quarterly phases (Q1, Q2, Q4), reducing total trade count by ~25-30%. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com