LAB #1249 PROMISING: LEDGER BENCH: Apply filter: XAUUSD LONG @ NY_OPEN with 5 conf — improves win rate from 31.5% to 76.2 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ NY_OPEN with 5 conf — improves win rate from 31.5% to 76.2% (+44.7pp, n=21) SAME-WINDOW EFFECT: Over the current trade window, this filter would have blocked the XAUUSD SHORT via rizzy5m (entry=4100.865, REJECTED) and any other XAUUSD LONG attempts at NY_OPEN with conf <5. Since no XAUUSD LONG trades are currently open or closed in this window, the direct impact is zero trades altered. However, the filter would have prevented any potential XAUUSD LONG entries that might have triggered near NY_OPEN with low confidence, avoiding likely losses given the 31.5% baseline win rate. Net PnL delta: negligible for this specific window, but avoids a ~68.5% chance of loss on any filtered-out trade. OVER-TIME PROJECTION: Over 3-6 months, this filter would dramatically improve XAUUSD LONG win rate from ~31.5% to ~76.2%, but the sample size (n=21) is dangerously small — likely overfitted to a specifi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com