LAB #3934 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.5% to 37.6% (+ — 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 37.6% (+5.1pp, n=591) SAME-WINDOW EFFECT: Applying a phase-distance filter of ≤2° would have excluded the two most recent rizzy5m shorts (AUDUSD, NZDUSD) and likely the XAUUSD short, all of which were losses or still open/rejected. It would also have removed the GBPUSD rizzy5m win, so the net effect on this small window is ambiguous — you'd lose one win and three losses, leaving a slightly positive tilt but with too few trades to be meaningful. Expected PnL delta is roughly +0.2R to +0.5R, but the sample is too small to validate the +5.1pp claim. OVER-TIME PROJECTION: Over 3–6 months, a tight phase filter will reduce trade frequency substantially (likely 30–50% fewer entries), which can improve win rate but may also cut total profit if the removed trades include large winners. The risk is overfitting to a specific market regime — phase Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com