LAB #289 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ LONDON_OPEN with 5 conf — improves win rate from 32.3% to — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ LONDON_OPEN with 5 conf — improves win rate from 32.3% to 62.5% (+30.2pp, n=16) SAME-WINDOW EFFECT: Over the current live trade window, the USDCHF SHORT @ LONDON_OPEN with 5 conf filter would have directly affected the USDCHF SHORT via rizzy5m that closed as a WIN at 0.81212. That trade entered at 09:05, which is within the London Open window (typically 08:00-10:00 UTC), so it would have been captured. The win rate improvement from 32.3% to 62.5% on n=16 suggests this filter would have turned a losing or marginal trade into a win, but since the actual trade already won, the PnL delta is neutral for this specific window. No other trades in the list are USDCHF SHORT, so the filter would not have altered any other outcomes here. OVER-TIME PROJECTION: Over 3-6 months, applying this filter would likely increase win rate significantly for USDCHF SHORT trades at London Open, but the small sa Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com