LAB #1094 NEUTRAL: LEDGER BENCH: Apply filter: EURUSD LONG — improves win rate from 31.7% to 36.4% (+4.7pp, n=44) — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: EURUSD LONG — improves win rate from 31.7% to 36.4% (+4.7pp, n=44) **SAME-WINDOW EFFECT:** Applying a EURUSD LONG filter would have blocked the EURUSD SHORT trade (rizzy, closed at a loss) and potentially allowed any EURUSD LONG signals that may have triggered during the window. Since no EURUSD LONG trades appear in the live list, the only direct impact is avoiding the loss from the SHORT trade, improving the win rate by removing one loss from the denominator. The net PnL delta would be positive by the amount of that loss (approximately -1R turned to 0), but the win-rate improvement is overstated because the sample size is tiny and the filter's effect is mostly removing a single losing trade rather than adding winners. **OVER-TIME PROJECTION:** Over 3-6 months, a +4.7pp win-rate improvement on EURUSD LONG (n=44) suggests moderate edge, but the sample is small and may be period-specific. Risk inc Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com