LAB #818 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.1% to 36.2% (+ — 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 36.2% (+4.2pp, n=378) **SAME-WINDOW EFFECT:** Applying a phase distance filter of ≤2° would have rejected the EURUSD SHORT (loss) and possibly the GBPUSD LONG (loss) if their phase distances exceeded the threshold. The USDCAD LONG, USDJPY LONG, and USDCHF SHORT (all wins) would likely pass, preserving gains. Net effect: removing two losses from a mixed window could shift the live win rate from ~50% to ~67% (4 wins, 2 losses), but the sample is too small to confirm statistical significance. **OVER-TIME PROJECTION:** Over 3–6 months, a tight phase filter may reduce trade frequency by 15–25% but improve win rate by 3–5pp, as seen in the backtest. Risk: overfitting to recent market structure—phase coherence can break during regime shifts (e.g., sudden volatility spikes), causing missed high-RR setups. The 4.2pp gain in n=378 is modest b Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com