LAB #4131 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.6% to 37.3% (+ — 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 32.6% to 37.3% (+4.7pp, n=600) SAME-WINDOW EFFECT: Over the current live window, only one trade (GBPUSD SHORT via rizzy5m, entry 1.34898) is currently open and would be subject to the new filter at entry. The remaining trades were already closed or rejected before the filter would have been applied retroactively, so no historical PnL would change. The filter would have blocked the AUDUSD SHORT (rizzy7m) and possibly the XAUUSD SHORT if phase distance was measured at entry — but those are from different signal sources, so the effect is marginal. Expected win-rate delta in this tiny sample is near zero; the +4.7pp claim is not observable here. OVER-TIME PROJECTION: Over 3–6 months, tightening phase distance to ≤2° will reduce trade frequency substantially — likely by 40–60% of rizzy5m signals. The win-rate improvement from 32.6% to 37.3% is statis Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com