IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.6% to 32.2% (+0.6pp, n=665) SAME-WINDOW EFFECT: Applying the phase distance FAR (>10deg) filter to the current live window would have rejected the EURUSD SHORT (loss) and the GBPUSD LONG (loss), while retaining the USDCAD LONG (win), GBPUSD SHORT (win), USDCHF SHORT (win), and USDJPY LONG (win). This would shift the window's win rate from 4 wins / 6 closed trades (66.7%) to 4 wins / 4 closed trades (100%), with a PnL improvement of roughly +0.8% to +1.2% depending on position sizing. However, the two REJECTED/open trades (XAUUSD SHORT, EURJPY SHORT) would remain unaffected, and the filter's impact on the three other REJECTED/open trades is unclear without phase distance data. OVER-TIME PROJECTION: Over 3-6 months, the +0.6pp win-rate improvement from the backtest (n=665) suggests a modest but consistent edge, likely translating to a 0.3-0.5% mo 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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