LAB #3976 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=1451) SAME-WINDOW EFFECT: Applying the MANIPULATION phase filter to the current 10-trade window would have blocked the two rizzy5m SHORTs (NZDUSD and XAUUSD) that both closed as LOSSES, and likely the EURJPY LONG (also a loss) if its entry fell in that phase. That removes 3 losing trades, leaving 7 trades with 2 wins — a raw win rate of ~28.6%, which is *worse* than the unfiltered 30% (3 wins/10). However, PnL impact is ambiguous: the two blocked losses (NZDUSD, XAUUSD) likely had negative R:R, so removing them could improve net PnL even if win rate drops. The open NZDUSD SHORT via wkjudas would remain, so no change there. Net effect: fewer trades, slightly better PnL per trade, but lower headline win rate — not a clear improvement in this small sample. OVER-TIME PROJECTION: Over 3–6 months, a +0.8pp win-rate gain (32. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com