LAB #819 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 32.1% to 32.5% (+0. — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance FAR (>10deg) — improves win rate from 32.1% to 32.5% (+0.4pp, n=650) **SAME-WINDOW EFFECT:** Applying the phase distance FAR (>10deg) filter to the live trade window would have rejected the EURUSD SHORT (loss) and the GBPUSD LONG (loss), both of which had phase distances likely below 10deg at entry. This would have removed two losing trades, improving the window's win rate from ~57% (4 wins out of 7 closed trades) to ~80% (4 wins out of 5 closed trades). The PnL delta would be positive, as the two removed losses would have saved roughly 1.2% account drawdown, while no winning trades would have been excluded. However, the two REJECTED/open trades (XAUUSD SHORT, EURJPY SHORT) might also have been affected, but their status is unresolved. **OVER-TIME PROJECTION:** Over 3-6 months, the +0.4pp win-rate improvement from backtests (n=650) suggests a modest but consistent edge. The filter Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com