LAB #348 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 32.4% to 64. — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 32.4% to 64.2% (+31.8pp, n=67) SAME-WINDOW EFFECT: Over the current trade window, applying the USDCHF SHORT @ NY_OPEN with 5 conf filter would have directly affected the USDCHF SHORT via rizzy5m entry at 0.81212 on 2026-07-22 09:05 — this trade was already a WIN, so no delta there. However, it would have blocked any other USDCHF SHORT entries that might have occurred outside NY_OPEN or with lower confidence, potentially reducing false signals. The net PnL impact on this specific window is neutral, as the only relevant trade already won, but the filter would have prevented any future USDCHF SHORT entries outside the specified condition, which could have avoided losses. The win-rate improvement from 32.4% to 64.2% is statistically significant (n=67) but requires replication in live conditions. OVER-TIME PROJECTION: Over 3-6 months, this filte Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com