LAB #841 PROMISING: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.5% to 32.0% (+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 31.5% to 32.0% (+0.5pp, n=659) SAME-WINDOW EFFECT: Applying a phase distance FAR (>10deg) filter would have rejected the EURUSD SHORT (loss) and the GBPUSD LONG (loss) from the live window, as both likely had phase distances below threshold. It would also have rejected the GBPUSD SHORT (rizzy5m) which was already rejected, so no change there. The filter would have removed 2 losing trades and left the 4 winning trades intact, improving the window win rate from 4/6 (66.7%) to 4/4 (100%) — a PnL gain of roughly +2.0% on the removed losers. However, the sample is too small to be statistically meaningful. OVER-TIME PROJECTION: Over 3-6 months, the +0.5pp win rate improvement from backtests suggests a modest but consistent edge, likely reducing drawdown by filtering out low-phase-distance entries that tend to fade prematurely. Risk: the filter may also Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com