LAB #3950 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.5% to 37.5% (+ — 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 32.5% to 37.5% (+5.0pp, n=592) SAME-WINDOW EFFECT: Applying the phase-distance TIGHT (≤2°) filter over the current live window would have removed the two rizzy5m SHORT entries on NZDUSD (0.59416) and XAUUSD (4598.79) — both closed as losses. It would also likely have excluded the EURJPY LONG (rizzy7m, 185.603) if its phase distance exceeded 2°, which was a loss. Net effect: removing 2–3 losing trades from 10 total, shifting the window from 2W/6L to roughly 2W/3–4L, a win-rate improvement of ~+15–20pp on the surviving subset, and a positive PnL delta of roughly +1.5R to +2.5R depending on position sizing. OVER-TIME PROJECTION: Over 3–6 months, the +5.0pp win-rate gain from the backtest (n=592) is plausible but likely overstated in live conditions because the filter reduces trade frequency (fewer setups pass). Expect a modest win-rate lift (2–4pp) Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com