LAB #651 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 32.1% to 33.8 — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 32.1% to 33.8% (+1.7pp, n=151) SAME-WINDOW EFFECT: Over the current live trade window, applying a phase distance filter of 5-10 degrees would have rejected several trades that were already closed as wins or losses, specifically those with phase distances outside this narrow band. The USDCAD LONG, GBPUSD SHORT, USDCHF SHORT, and USDJPY LONG — all closed as wins — would likely have been filtered out if their phase distances fell outside 5-10°, potentially reducing the win count and PnL. Conversely, the GBPUSD LONG loss might also have been excluded, but the net effect on this small sample is ambiguous and could slightly lower the win rate given the high proportion of wins in the window. OVER-TIME PROJECTION: Over 3-6 months, this moderate phase distance filter may yield a modest +1.7pp win rate improvement as suggested by the backtest, but the Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com