LAB #1850 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ LONDON_OPEN with 6 conf — improves win rate from 32.0% to — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ LONDON_OPEN with 6 conf — improves win rate from 32.0% to 71.4% (+39.4pp, n=7) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the two XAUUSD SHORT losses (entries 4051.79 and 4066.35) and the AUDUSD SHORT loss (0.69415) — all of which were rizzy5m entries outside London open. It would also have blocked the EURJPY SHORT win (184.144) and the GBPUSD SHORT (1.34508, still open) if they were not London-open entries. Net effect: removing 3 losses and 1 win from the 7-trade sample flips the window from roughly 3W/4L to 2W/1L (excluding the open GBPUSD), a raw win-rate improvement of ~14pp, but the sample is too small to attribute the +39.4pp backtest gain to the filter alone. OVER-TIME PROJECTION: Over 3–6 months, this filter would reduce trade frequency by roughly 40–50% (only London-open SHORTs on USDCHF with 6 conf). The win-rate gain is plausible if the Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com