{"id":"https://openalex.org/W7222812349","doi":"https://doi.org/10.5281/zenodo.23431469","title":"LAB #4161 NEUTRAL: LEDGER BENCH: Apply filter: ETHUSD SHORT @ NY_OPEN with 6 conf \u2014 improves win rate from 32.6% to 63. \u2014 E8 Intelligence Research","display_name":"LAB #4161 NEUTRAL: LEDGER BENCH: Apply filter: ETHUSD SHORT @ NY_OPEN with 6 conf \u2014 improves win rate from 32.6% to 63. \u2014 E8 Intelligence Research","publication_year":2026,"publication_date":"2026-10-17","ids":{"openalex":"https://openalex.org/W7222812349","doi":"https://doi.org/10.5281/zenodo.23431469"},"language":"en","primary_location":{"id":"doi:10.5281/zenodo.23431469","doi":"https://doi.org/10.5281/zenodo.23431469","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23431469","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"volume":null,"type":"preprint","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.5281/zenodo.23431469","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5158599967","display_name":"Andrew Stewart Caldin","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Caldin, Andrew Stewart","raw_affiliation_strings":["Independent Researcher, United Kingdom"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Independent Researcher, United Kingdom","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5158599967"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.7172999978065491,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.7172999978065491,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.27079999446868896,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.0034000000450760126,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/trading-filter","display_name":"trading filter","score":0.656000018119812},{"id":"https://openalex.org/keywords/win-rate","display_name":"win rate","score":0.8299999833106995},{"id":"https://openalex.org/keywords/same-window-effect","display_name":"same-window effect","score":0.6940000057220459},{"id":"https://openalex.org/keywords/cryptocurrency-trading","display_name":"cryptocurrency trading","score":0.5410000085830688},{"id":"https://openalex.org/keywords/gbpusd","display_name":"GBPUSD","score":0.6039999723434448},{"id":"https://openalex.org/keywords/nzdusd","display_name":"NZDUSD","score":0.9909999966621399},{"id":"https://openalex.org/keywords/xauusd","display_name":"XAUUSD","score":0.9940000176429749}],"concepts":[{"id":"https://openalex.org/C2781162219","wikidata":"https://www.wikidata.org/wiki/Q26250693","display_name":"Replicate","level":2,"score":0.5720999836921692},{"id":"https://openalex.org/C181622380","wikidata":"https://www.wikidata.org/wiki/Q26911","display_name":"Profit (economics)","level":2,"score":0.5180000066757202},{"id":"https://openalex.org/C2778751112","wikidata":"https://www.wikidata.org/wiki/Q835016","display_name":"Window (computing)","level":2,"score":0.5105999708175659},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.503000020980835},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.44429999589920044},{"id":"https://openalex.org/C198531522","wikidata":"https://www.wikidata.org/wiki/Q485146","display_name":"Sample (material)","level":2,"score":0.43939998745918274},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.4059000015258789},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.38260000944137573},{"id":"https://openalex.org/C13736549","wikidata":"https://www.wikidata.org/wiki/Q4489420","display_name":"Industrial engineering","level":1,"score":0.34549999237060547},{"id":"https://openalex.org/C119546897","wikidata":"https://www.wikidata.org/wiki/Q1432170","display_name":"Win-win game","level":2,"score":0.31299999356269836},{"id":"https://openalex.org/C91302708","wikidata":"https://www.wikidata.org/wiki/Q2732056","display_name":"Ledger","level":2,"score":0.31209999322891235},{"id":"https://openalex.org/C132964779","wikidata":"https://www.wikidata.org/wiki/Q2110223","display_name":"Raw data","level":2,"score":0.2662999927997589},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.26489999890327454},{"id":"https://openalex.org/C21547014","wikidata":"https://www.wikidata.org/wiki/Q1423657","display_name":"Operations management","level":1,"score":0.2646999955177307},{"id":"https://openalex.org/C100716732","wikidata":"https://www.wikidata.org/wiki/Q570938","display_name":"Net profit","level":3,"score":0.2639999985694885}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.5281/zenodo.23431469","doi":"https://doi.org/10.5281/zenodo.23431469","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23431469","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"},{"id":"doi:10.5281/zenodo.23431470","doi":"https://doi.org/10.5281/zenodo.23431470","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23431470","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.5281/zenodo.23431469","doi":"https://doi.org/10.5281/zenodo.23431469","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23431469","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"IDEA:":[0],"Adjustment":[1],"made":[2],"to":[3,27,36,97,106],"the":[4,10,37,44,68,93,118,126,176],"live":[5,39],"model":[6],"\u2014":[7,21,99],"verify":[8],"against":[9],"backtests:":[11],"Apply":[12],"filter:":[13],"ETHUSD":[14],"SHORT":[15,47],"@":[16],"NY_OPEN":[17,60,164],"with":[18,109,166],"6":[19],"conf":[20],"improves":[22],"win":[23],"rate":[24],"from":[25,95,104],"32.6%":[26],"63.6%":[28],"(+31.0pp,":[29],"n=11)":[30],"SAME-WINDOW":[31],"EFFECT:":[32],"Applying":[33],"this":[34,150],"filter":[35,151],"current":[38],"window":[40,94],"would":[41,64,84,152],"have":[42,66,85],"blocked":[43],"three":[45],"rizzy5m":[46],"entries":[48],"on":[49,163],"GBPUSD":[50],"(WIN),":[51],"NZDUSD":[52],"(LOSS),":[53],"and":[54,89,113,139],"XAUUSD":[55],"(LOSS)":[56],"that":[57,77],"occurred":[58],"at":[59,137],"times,":[61],"but":[62,108],"it":[63],"not":[65,141],"touched":[67],"wkjudas":[69],"or":[70],"rizzy7m":[71],"trades":[72],"since":[73],"they":[74],"fired":[75],"outside":[76],"exact":[78],"session/conf":[79],"band.":[80],"Net":[81],"effect:":[82],"you":[83],"removed":[86,119,128],"1":[87],"WIN":[88,120],"2":[90],"LOSSES,":[91],"shifting":[92],"2W/3L":[96],"1W/1L":[98],"a":[100,110],"raw":[101],"win-rate":[102],"improvement":[103],"40%":[105],"50%,":[107],"smaller":[111],"sample":[112],"no":[114],"PnL":[115],"gain":[116],"because":[117],"likely":[121,153],"carried":[122],"more":[123],"profit":[124],"than":[125],"two":[127],"LOSSES":[129],"combined.":[130],"The":[131],"+31pp":[132],"claim":[133],"is":[134],"statistically":[135],"fragile":[136],"n=11":[138],"does":[140],"replicate":[142],"cleanly":[143],"here.":[144],"OVER-TIME":[145],"PROJECTION:":[146],"Over":[147],"3-6":[148],"months,":[149],"reduce":[154],"total":[155],"trade":[156],"count":[157],"by":[158],"20-30%":[159],"while":[160],"concentrating":[161],"only":[162],"SHORTs":[165],"Author:":[167],"Andrew":[168],"Stewart":[169],"Caldin,":[170],"Independent":[171],"Researcher,":[172],"UK.":[173],"Part":[174],"of":[175],"E8":[177],"Intelligence":[178],"Research":[179],"series.":[180],"Platform:":[181],"e8intelligence.com":[182]},"counts_by_year":[],"updated_date":"2026-10-19T09:35:57.686232","created_date":"2026-10-18T00:00:00"}
