Shows improved win rate in forex trading by applying a phase distance filter, suggesting enhanced strategy effectiveness.
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.5% to 35.3% (+3.8pp, n=391) SAME-WINDOW EFFECT: Applying a phase distance filter of ≤2° would have rejected trades with wider phase alignment, likely sparing the EURUSD SHORT loss (entry 1.13704) and possibly the GBPUSD LONG loss (entry 1.34135) if their phase distances exceeded the threshold. The USDCAD LONG, GBPUSD SHORT, USDCHF SHORT, and USDJPY LONG wins might still have passed if their phase distances were tight enough. Estimated win-rate improvement in this small window could be ~2-3pp, with PnL gain of roughly +0.5-1.0R, but the sample is too small for reliable delta. OVER-TIME PROJECTION: Over 3-6 months, the 3.8pp win-rate gain from the backtest (n=391) suggests genuine signal improvement by filtering out noisy entries with wide phase misalignment. Risk includes reduced trade frequency (potentially 10-15% fewer setups) and possible m Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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Andrew Stewart Caldin (2026) studied this question.
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