LAB #4023 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=1454) SAME-WINDOW EFFECT: Applying the MANIPULATION-phase filter over the current live window would have blocked the two rizzy5m NZDUSD and XAUUSD SHORTs (both closed as losses) and the rizzy7m EURJPY LONG (loss), while allowing the GBPUSD SHORT (win) and EURUSD LONG (win) to pass. That would have removed 3 losing trades and kept 2 winners, flipping the window's net result from roughly -2R to +2R. However, the filter would also have blocked the still-open GBPUSD LONG and USDJPY SHORT (both currently open, unknown outcome), so the realized delta is uncertain but likely positive in this small sample. Expected win-rate improvement in this window: ~+20pp (from 2/8 to 2/5), but n is tiny and not statistically meaningful. OVER-TIME PROJECTION: Over 3–6 months, a +0.8pp win-rate gain on 1,454 backtested trades is marginal and Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com