{"id":"https://openalex.org/W7224516278","doi":"https://doi.org/10.5281/zenodo.23756074","title":"LAB #4804 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 \u2014 improves win rate from 31.8% to 33.3% (+1.5pp, \u2014 E8 Intelligence Research","display_name":"LAB #4804 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 \u2014 improves win rate from 31.8% to 33.3% (+1.5pp, \u2014 E8 Intelligence Research","publication_year":2026,"publication_date":"2026-10-29","ids":{"openalex":"https://openalex.org/W7224516278","doi":"https://doi.org/10.5281/zenodo.23756074"},"language":"en","primary_location":{"id":"doi:10.5281/zenodo.23756074","doi":"https://doi.org/10.5281/zenodo.23756074","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23756074","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.23756074","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5153285007","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/A5153285007"],"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.8955000042915344,"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"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.8955000042915344,"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/T11326","display_name":"Stock Market Forecasting Methods","score":0.08609999716281891,"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/T11918","display_name":"Forecasting Techniques and Applications","score":0.003000000026077032,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/trading-strategy-backtesting","display_name":"trading strategy backtesting","score":0.6240000128746033},{"id":"https://openalex.org/keywords/win-rate","display_name":"win rate","score":0.7680000066757202},{"id":"https://openalex.org/keywords/forex-trading","display_name":"foreign exchange trading","score":0.4950000047683716},{"id":"https://openalex.org/keywords/live-trading-model","display_name":"live trading model","score":0.3400000035762787}],"concepts":[{"id":"https://openalex.org/C2778689934","wikidata":"https://www.wikidata.org/wiki/Q1313396","display_name":"Headline","level":2,"score":0.6865000128746033},{"id":"https://openalex.org/C139002025","wikidata":"https://www.wikidata.org/wiki/Q3001212","display_name":"Lift (data mining)","level":2,"score":0.5196999907493591},{"id":"https://openalex.org/C106131492","wikidata":"https://www.wikidata.org/wiki/Q3072260","display_name":"Filter (signal processing)","level":2,"score":0.4934999942779541},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.44780001044273376},{"id":"https://openalex.org/C2778751112","wikidata":"https://www.wikidata.org/wiki/Q835016","display_name":"Window (computing)","level":2,"score":0.4242999851703644},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.41659998893737793},{"id":"https://openalex.org/C162307627","wikidata":"https://www.wikidata.org/wiki/Q204833","display_name":"Enhanced Data Rates for GSM Evolution","level":2,"score":0.4000000059604645},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.3984000086784363},{"id":"https://openalex.org/C13736549","wikidata":"https://www.wikidata.org/wiki/Q4489420","display_name":"Industrial engineering","level":1,"score":0.3416999876499176},{"id":"https://openalex.org/C99821215","wikidata":"https://www.wikidata.org/wiki/Q1136583","display_name":"Swap (finance)","level":2,"score":0.3345000147819519},{"id":"https://openalex.org/C21547014","wikidata":"https://www.wikidata.org/wiki/Q1423657","display_name":"Operations management","level":1,"score":0.2980000078678131},{"id":"https://openalex.org/C44154836","wikidata":"https://www.wikidata.org/wiki/Q45045","display_name":"Simulation","level":1,"score":0.296999990940094},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2849999964237213},{"id":"https://openalex.org/C12725497","wikidata":"https://www.wikidata.org/wiki/Q810247","display_name":"Baseline (sea)","level":2,"score":0.28220000863075256},{"id":"https://openalex.org/C119546897","wikidata":"https://www.wikidata.org/wiki/Q1432170","display_name":"Win-win game","level":2,"score":0.28130000829696655},{"id":"https://openalex.org/C2777541363","wikidata":"https://www.wikidata.org/wiki/Q25110971","display_name":"Distributed ledger","level":3,"score":0.27790001034736633},{"id":"https://openalex.org/C23119410","wikidata":"https://www.wikidata.org/wiki/Q236908","display_name":"Six Sigma","level":3,"score":0.2694999873638153},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2687000036239624},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.26249998807907104},{"id":"https://openalex.org/C91302708","wikidata":"https://www.wikidata.org/wiki/Q2732056","display_name":"Ledger","level":2,"score":0.2597000002861023}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.5281/zenodo.23756074","doi":"https://doi.org/10.5281/zenodo.23756074","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23756074","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"},{"id":"doi:10.5281/zenodo.23756075","doi":"https://doi.org/10.5281/zenodo.23756075","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23756075","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"}],"best_oa_location":{"id":"doi:10.5281/zenodo.23756074","doi":"https://doi.org/10.5281/zenodo.23756074","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23756074","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":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7223404739","https://openalex.org/W7223447162","https://openalex.org/W7223298110","https://openalex.org/W7223337769","https://openalex.org/W7223031846","https://openalex.org/W7223016363","https://openalex.org/W7223228822","https://openalex.org/W7223202900","https://openalex.org/W7220982335","https://openalex.org/W7221534385"],"abstract_inverted_index":{"IDEA:":[0],"Adjustment":[1],"made":[2],"to":[3,24,117],"the":[4,10,43,65,87,92,103,111,119,146,150,156,164,175],"live":[5,44],"model":[6],"\u2014":[7,18,61,122],"verify":[8],"against":[9],"backtests:":[11],"Apply":[12],"filter:":[13],"Min":[14],"confirmations":[15],">=":[16],"5":[17,40,62,66],"improves":[19],"win":[20],"rate":[21],"from":[22],"31.8%":[23],"33.3%":[25],"(+1.5pp,":[26],"n=1942)":[27],"SAME-WINDOW":[28],"EFFECT:":[29],"The":[30],"filter":[31,93,157],"would":[32,94],"only":[33],"bite":[34],"on":[35,131,140],"trades":[36,48],"with":[37,80],"fewer":[38],"than":[39],"confirmations,":[41,91],"and":[42,75,98,143,162],"window":[45,112],"shows":[46],"10":[47],"of":[49,86,149,174],"which":[50],"4":[51],"were":[52],"already":[53],"REJECTED":[54],"(NZDUSD,":[55],"GBPUSD,":[56],"EURUSD":[57,81],"7m,":[58],"USDCHF,":[59],"EURJPY":[60],"actually).":[63],"Of":[64],"that":[67],"executed,":[68],"2":[69,76],"won":[70],"(USDCHF":[71],"09-04,":[72],"USDCAD":[73],"09-03)":[74],"lost":[77],"(XAUUSD,":[78],"AUDUSD),":[79],"still":[82],"open.":[83],"If":[84],"any":[85],"winners":[88],"had":[89],"<5":[90],"have":[95],"removed":[96],"them":[97],"*lowered*":[99],"realized":[100],"PnL":[101],"despite":[102],"headline":[104],"win-rate":[105,129],"bump.":[106],"With":[107],"n=5":[108],"executed":[109],"trades,":[110],"is":[113,133],"far":[114],"too":[115],"small":[116],"confirm":[118],"+1.5pp":[120,128],"edge":[121],"it's":[123],"noise-dominated.":[124],"OVER-TIME":[125],"PROJECTION:":[126],"A":[127],"lift":[130],"n=1942":[132],"statistically":[134],"marginal":[135],"(roughly":[136],"1.3":[137],"sigma":[138],"depending":[139],"baseline":[141],"variance)":[142],"likely":[144],"within":[145],"confidence":[147],"band":[148],"backtest":[151],"itself.":[152],"Over":[153],"3-6":[154],"months,":[155],"will":[158],"cut":[159],"trade":[160],"count,":[161],"if":[163],"r":[165],"Author:":[166],"Andrew":[167],"Stewart":[168],"Caldin,":[169],"Independent":[170],"Researcher,":[171],"UK.":[172],"Part":[173],"E8":[176],"Intelligence":[177],"Research":[178],"series.":[179],"Platform:":[180],"e8intelligence.com":[181]},"counts_by_year":[],"updated_date":"2026-10-31T12:09:11.096373","created_date":"2026-10-30T00:00:00"}