LAB #1093 PROMISING: LEDGER BENCH: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 31.7% to 44.2% ( — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = ACCUMULATION — improves win rate from 31.7% to 44.2% (+12.5pp, n=120) SAME-WINDOW EFFECT: Applying the ACCUMULATION phase filter would have excluded all trades opened outside that quarterly phase. In the current window, trades from July 21-28 fall in Q3 2026, which is typically a DISTRIBUTION phase for most major pairs. This would have rejected the USDJPY SHORT, NZDUSD LONG, EURUSD SHORT, USDCAD LONG, GBPUSD SHORT, XAUUSD SHORT, EURJPY SHORT, USDCHF SHORT, AUDUSD SHORT, and USDJPY LONG — effectively nullifying the entire window. The result would be zero trades, avoiding the one loss (EURUSD SHORT) but also missing three wins (USDCAD, GBPUSD, USDCHF, USDJPY LONG), yielding a net PnL delta of approximately -0.8% to -1.2% relative to the actual mixed outcome. OVER-TIME PROJECTION: Over 3-6 months, the filter would reduce trade frequency by roughly 60-70% since only one quarter per yea Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com