LAB #909 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.7% 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 31.7% to 35.3% (+3.6pp, n=391) **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 EURUSD SHORT loss (−1.0R) would be avoided, improving the window's net PnL by roughly +1.0R. The win rate in this small sample would shift from ~57% (4 wins, 3 losses, 3 rejects) to ~67% (4 wins, 2 losses, 4 rejects), but the sample is too small for statistical significance. The filter would not have affected the winning trades (USDCAD, GBPUSD SHORT, USDCHF, USDJPY) if they already met the tight phase condition. **OVER-TIME PROJECTION:** Over 3–6 months, a tight phase distance filter (≤2°) is expected to improve win rate by ~3–4 percentage points as seen in the backtest, but with a trade count reduction of roughly 15– Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com