LAB #1024 NEUTRAL: LEDGER BENCH: Apply filter: BTCUSD LONG — improves win rate from 31.5% to 38.0% (+6.5pp, n=50) — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: BTCUSD LONG — improves win rate from 31.6% to 38.0% (+6.4pp, n=50) SAME-WINDOW EFFECT: Applying a BTCUSD LONG filter would have no direct effect on the current live trade window, as none of the 10 listed trades involve BTCUSD. The filter would not alter any existing positions, win/loss outcomes, or PnL. The +6.4pp win-rate improvement from backtests is not testable against this specific window, so the immediate delta is zero. OVER-TIME PROJECTION: Over 3-6 months, the filter could improve overall win rate by 2-4pp if BTCUSD LONG setups continue to outperform the baseline, but the effect is diluted because BTCUSD trades represent a small fraction of total volume. Risk includes overfitting to a specific market regime (e.g., trending BTCUSD) that may reverse, causing the filter to become detrimental. Additionally, the small sample size (n=50) in the backtest raises concerns about statistical significan Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com