LAB #358 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.4% to 66.7% — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.4% to 66.7% (+34.3pp, n=21) SAME-WINDOW EFFECT: Over the current live trade window, applying the XAUUSD LONG @ ASIAN with 5 conf filter would have had no direct impact, as none of the 10 listed trades involve XAUUSD. The filter only targets gold longs during Asian hours with a confidence threshold of 5, so the EURJPY, USDCHF, AUDUSD, USDJPY, GBPUSD, and NZDUSD trades remain unaffected. The win-rate improvement from 32.4% to 66.7% is based on a very small sample (n=21), which is statistically fragile and likely includes significant selection bias from the backtest period. The PnL delta from this filter in the current window would be zero, as no XAUUSD trades were triggered. OVER-TIME PROJECTION: Over 3-6 months, this filter could modestly improve overall win rate if XAUUSD LONG setups during Asian hours with 5 conf are genuinely high-probabi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com