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 31.5% to 38.0% (+6.5pp, n=50) **SAME-WINDOW EFFECT:** Applying a BTCUSD LONG-only filter would have excluded all non-BTCUSD trades in the current window, meaning 9 of 10 trades would be blocked. The only BTCUSD trade present is none — so the filter would have produced zero trades, avoiding the 3 losses (EURUSD SHORT, GBPUSD LONG, and possibly the open XAUUSD SHORT if it closes negative) but also missing the 4 wins (USDCAD LONG, GBPUSD SHORT, USDCHF SHORT, USDJPY LONG). Net PnL impact: roughly flat to slightly positive if the losses outweigh wins, but the sample is too small to be reliable. Win rate would be undefined (0/0) in this window. **OVER-TIME PROJECTION:** Over 3–6 months, a BTCUSD LONG-only filter would drastically reduce trade frequency — likely by 80–90% — concentrating risk on a single instrument and direction. The backtested +6.5pp win-rate impro Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com