Demonstrates that applying a minimum confirmation filter improves win rate in trading strategies, suggesting better signal reliability.
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 5 — improves win rate from 31.5% to 33.1% (+1.6pp, n=1315) SAME-WINDOW EFFECT: Applying a minimum of 5 confirmations would have rejected the EURUSD SHORT (rizzy, 1 entry signal) and the GBPUSD LONG (wkjudas, likely low confirmation count), both of which closed as losses. It would also have rejected the GBPUSD SHORT (rizzy5m) and EURJPY SHORT (fade_h4) which remain open/rejected, removing uncertainty. The net effect on this small sample would be removing 2 known losses and 2 ambiguous trades, likely improving the win rate by ~2-3pp and PnL by roughly +0.5-1.0R over the window. OVER-TIME PROJECTION: Over 3-6 months, this filter should reduce noise from low-conviction signals, lifting win rate from ~31.5% toward 33% as backtest suggests. However, it will also reject some winning trades that happen to have few confirmations, capping upside and potentially reducing total trade count 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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