MODEL ADOPTION #1822: REJECT — LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 31 — E8 Intelligence Research

Q: What does this research mean for the field?

Applying a New York open filter to USDCHF short trades is a fragile statistical artifact that decreases total profitability by 15-20% despite a marginal increase in win rate, and should therefore be rejected from the trading model. Novelty: ClaimNovelty.INCREMENTAL. Consensus alignment: ConsensusAlignment.NEUTRAL.

Andrew Stewart Caldin

doi:10.5281/zenodo.22294406

September 4, 2026Open Access

MODEL ADOPTION #1822: REJECT — LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 31 — E8 Intelligence Research

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Key Points

To evaluate whether implementing a New York open filter with five confirmations for USDCHF short positions delivers a genuine edge or merely an overfitted statistical artifact.
Assessed historical backtest performance on USDCHF short entries during the New York open (n=67).
Conducted forward live-window testing across 7 trades and calculated the net effect on total profit, trade frequency, and model-wide metrics.
The filter produced a +32 percentage point win-rate increase in backtesting on n=67 trades (95% CI ±11 percentage points), but forward projection showed only a +17 percentage point gain across 7 trades.
Model adoption was estimated to decrease total portfolio profit and loss by 15% to 20% due to diminished trade volume and missed trend captures, lifting overall system win rate by less than 2 percentage points.

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Implication

Quantitative evaluation demonstrates reduced overall profitability despite localized win-rate gains for USDCHF open filters, indicating the intervention is an overfitted statistical artifact.

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Cite This Study

Andrew Stewart Caldin (2026) studied this question.

synapsesocial.com/papers/6a9d1e4528139818eab210c9 https://doi.org/10.5281/zenodo.22294406

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MODEL ADOPTION #1822: REJECT — LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 31 — E8 Intelligence Research

Key Points

No abstract yet

Implication

Discussion

Cite This Study

MODEL ADOPTION #1822: REJECT — LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 31 — E8 Intelligence Research

Key Points

No abstract yet

Implication

Discussion

Cite This Study

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