LAB #3946 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 32.5% to 33.3% ( — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 32.5% to 33.3% (+0.8pp, n=1437) SAME-WINDOW EFFECT: Applying the MANIPULATION phase filter to the current live window would have blocked the two rizzy5m SHORTs on NZDUSD (LOSS) and XAUUSD (LOSS), and likely the rizzy7m EURJPY LONG (LOSS) and USDCHF LONG (LOSS) if their quarterly phase matched. That removes 4 losses from 10 trades, flipping the window from 2W/6L/2open to 2W/2L/2open — a raw win-rate jump from ~25% to 50% on closed trades. PnL delta is strongly positive, roughly +4R to +6R depending on position sizing, but the sample is tiny and the filter would also have blocked the GBPUSD WIN if that trade fell in a MANIPULATION phase — need to check timestamps against phase calendar. OVER-TIME PROJECTION: Over 3–6 months, a +0.8pp win-rate gain on n=1437 is statistically marginal (z≈1.1, not significant at 95%). The filter likely reduces trade Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com