LAB #840 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.5% to 35.3% (+ — 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 31.5% to 35.3% (+3.7pp, n=391) **SAME-WINDOW EFFECT:** Applying the phase distance ≤2° filter to the current live window would have rejected the EURUSD SHORT (loss) and possibly the GBPUSD LONG (loss) if their phase distances exceeded 2°. The USDCAD LONG, GBPUSD SHORT (rizzy7m), USDCHF SHORT, and USDJPY LONG (all wins) would likely pass if their phase distances were tight. This could shift the window from 4 wins / 2 losses to 4 wins / 0 losses, improving win rate from ~67% to 100% on accepted trades, but the small sample (n=6) makes this fragile. PnL delta would be positive, roughly +1.5–2.0% on the rejected losers. **OVER-TIME PROJECTION:** Over 3–6 months, the +3.7pp win-rate improvement observed in backtests (n=391) suggests a modest but consistent edge, likely reducing drawdowns by filtering out noisy entries. However, the filter may als Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com