LAB #1876 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.6% (+1.6pp, — E8 Intelligence Research

Q: What does this research mean for the field?

Applying a minimum of 5 confirmations to the trading model improves the win rate from 32.0% to 33.6% but reduces trade frequency and has an ambiguous effect on net profitability. Novelty: ClaimNovelty.INCREMENTAL. Consensus alignment: ConsensusAlignment.NEUTRAL.

Andrew Stewart Caldin

doi:10.5281/zenodo.22469857

September 6, 2026Open Access

LAB #1876 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.6% (+1.6pp, — E8 Intelligence Research

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Key Points

To evaluate whether applying a minimum threshold of five confirmations improves win rates and overall profitability in both historical backtests and live trading models.
Retrospective evaluation of backtest performance on historical trades (n=1348).
Counterfactual analysis of recent live execution windows (XAUUSD and EURJPY positions) under a five-confirmation entry filter.
Three-to-six-month forward projection modeling of expected trade frequency changes.
The minimum five-confirmation filter increased historical backtest win rate from 32.0% to 33.6% (+1.6 percentage points, n=1348).
Live sample filtering removed two losses and one win, altering the live record from 4W/4L (50.0%) to 3W/2L (60.0%), though net profit-and-loss impact remained ambiguous.
Forward modeling projects an overall trade frequency reduction of 15% to 25% over a 3-to-6-month window.

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Implication

Backtest analysis demonstrates increased win rates under a minimum confirmation threshold in algorithmic trading, suggesting uncertain net profitability due to trade frequency loss.

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Cite This Study

Andrew Stewart Caldin (2026) studied this question.

synapsesocial.com/papers/6a9fd76758e84d0ff5b4613c https://doi.org/10.5281/zenodo.22469857

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LAB #1876 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.6% (+1.6pp, — E8 Intelligence Research

Key Points

No abstract yet

Implication

Discussion

Cite This Study

LAB #1876 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.0% to 33.6% (+1.6pp, — E8 Intelligence Research

Key Points

No abstract yet

Implication

Discussion

Cite This Study

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