LAB #300 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 6 conf — improves win rate from 32.3% to 65. — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ NY_OPEN with 6 conf — improves win rate from 32.3% to 65.5% (+33.2pp, n=29) **SAME-WINDOW EFFECT:** Over the current live trade window, applying the USDCHF SHORT @ NY_OPEN with 6 conf filter would have directly affected the USDCHF SHORT via rizzy5m (entry=0.81212, closed WIN). That trade was already a winner, so the filter would not have blocked it — but it would have prevented any USDCHF SHORT entries outside NY_OPEN or below 6 conf. No other trades in the window are USDCHF SHORT, so net PnL impact is neutral to slightly positive (no false rejections, no missed winners). The win-rate improvement from 32.3% to 65.5% is based on n=29, which is small but statistically suggestive. **OVER-TIME PROJECTION:** Over 3-6 months, this filter could meaningfully lift USDCHF SHORT win rate if the NY_OPEN + 6 conf condition captures a genuine intraday pattern (e.g., liquidity-driven reversals). Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com