LAB #4120 NEUTRAL: LEDGER BENCH: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 32.6% to 33.5% ( — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Quarterly phase = MANIPULATION — improves win rate from 32.6% to 33.5% (+0.9pp, n=1463) SAME-WINDOW EFFECT: Applying the MANIPULATION-phase filter to the live window above would have blocked all trades except those in the NZDUSD SHORT (rizzy5m, 0.58252) and GBPUSD SHORT (rizzy5m, 1.34898) entries, assuming those timestamps fall within the defined phase. That removes 8 of 10 trades, including 3 losses and 1 win, leaving 1 win and 1 open — a raw win-rate shift from 2/8 closed (25%) to 1/1 closed (100%), but with a tiny sample. PnL delta is negligible in absolute terms, but the filter would have avoided the AUDUSD and GBPUSD losses from wkjudas entries, likely improving net PnL by a few dozen pips. However, the filter also kills the XAUUSD SHORT win candidate if it had been in a different phase, so the net effect is ambiguous. OVER-TIME PROJECTION: Over 3–6 months, a +0.9pp win-rate gain on n=1463 sugg Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com