Quantitative model evaluation demonstrates that applying a tight phase distance filter increases trading win rates from 31.7% to 35.4%, suggesting improved accuracy despite lower trade volume.
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.7% to 35.4% (+3.7pp, n=393) SAME-WINDOW EFFECT: Over the current trade window, applying a phase distance filter of ≤2° would have rejected several trades that were already closed as wins or losses. Specifically, the EURUSD SHORT (loss), USDCAD LONG (win), GBPUSD SHORT (win), USDCHF SHORT (win), and AUDUSD SHORT (rejected) would likely have been filtered out if their phase distances exceeded 2°, potentially removing both profitable and losing trades. The net effect is ambiguous — you might have avoided the EURUSD loss but also missed the USDCAD and GBPUSD wins, so the win-rate impact in this small sample is uncertain, likely neutral to slightly negative depending on exact phase distances. OVER-TIME PROJECTION: Over 3-6 months, a tight phase filter (≤2°) is expected to reduce trade frequency significantly, which could improve win rate by avoidi 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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