Quantitative analysis reveals improved trade win rates using tight phase distance filters, suggesting enhanced model precision despite small-window sensitivity.
IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.0% to 36.6% (+4.6pp, n=407) SAME-WINDOW EFFECT: Applying the phase-distance filter (≤2°) would have excluded the two XAUUSD SHORT losses (entries at 4051.79 and 4066.35) if their phase distance exceeded the threshold — both were rizzy5m entries in a tight window, likely high-phase-drift. It would also likely have excluded the EURJPY SHORT win (184.144) if its phase distance was >2°, reducing the win count by one but removing two losses. Net effect on this small window: win rate would improve from 3/8 (37.5%) to 3/6 (50%) if only the two XAUUSD losses are filtered, or drop to 2/6 (33%) if the EURJPY win is also filtered — so the live delta is highly sensitive to which trades actually trip the filter. The backtest's +4.6pp is plausible but not guaranteed here; the window is too small to confirm. OVER-TIME PROJECTION: Over 3–6 months, a tight ph 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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