LAB #1131 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.7% to 32.3% ( — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 31.7% to 32.3% (+0.6pp, n=1013) **SAME-WINDOW EFFECT:** Applying the MANIPULATION phase filter over the current trade window would have rejected the EURUSD SHORT via rizzy5m (entry 1.13594, still open) and the EURUSD SHORT via rizzy (entry 1.13704, closed as loss). Both trades occurred in a non-MANIPULATION quarterly phase (Q3 2026). Removing them would have eliminated one loss and one unknown outcome, likely improving the live win rate by ~1–2pp in this small sample. The USDJPY SHORT via wkjudas (rejected) and NZDUSD LONG (rejected) would remain unaffected as they were already rejected. Net PnL delta: small positive, roughly +0.3–0.5% on the window. **OVER-TIME PROJECTION:** Over 3–6 months, the +0.6pp win-rate improvement from backtests suggests a modest but consistent edge. However, the filter may reduce trade frequency by ~5–10%, potent Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com