Algorithmic backtest demonstrates increased win rates for Asian session gold trades using confluence filters, indicating potential strategy gains despite small-sample risk.
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 31.7% to 66.7% (+35.0pp, n=21) SAME-WINDOW EFFECT: Over the current live trade window, this filter would have blocked the XAUUSD SHORT via rizzy5m (entry=4100.865, rejected/open) since it targets LONG only during Asian session. No other XAUUSD trades are present in the window, so the direct impact is zero PnL change. However, the filter would have prevented any hypothetical XAUUSD LONG entries during Asian hours, which based on the backtest improvement (31.7% to 66.7% win rate) suggests a net positive if such trades had been taken — but with n=21, the sample is too small to guarantee replication. OVER-TIME PROJECTION: Over 3-6 months, applying this filter could significantly improve XAUUSD LONG performance during Asian session, potentially raising win rate from ~32% to ~67% if the pattern holds. Risk is high: the 21-trade sample is statistical 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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