LAB #650 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.1% to 36.4% (+ — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.1% to 36.4% (+4.3pp, n=376) LAB EXPERIMENT #650: LEDGER BENCH **SAME-WINDOW EFFECT:** Applying phase distance TIGHT (≤2°) would have filtered out trades with wider phase alignment, likely rejecting several of the currently open/REJECTED entries (XAUUSD SHORT, EURJPY SHORT, AUDUSD SHORT, GBPUSD SHORT) if their phase distance exceeded 2°. Among the closed trades, USDCAD LONG, USDCHF SHORT, and USDJPY LONG (all wins) would likely pass the filter, while GBPUSD LONG (loss) might have been excluded if its phase distance was wide. This could have improved the closed-trade win rate from ~75% (6 wins, 1 loss) to potentially 100% if the loss was filtered, but the small sample (n=7 closed) makes the +4.3pp backtest gain plausible but not statistically robust here. **OVER-TIME PROJECTION:** Over 3-6 months, the TIGHT filter should reduce false signals f Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com