LAB #1918 NEUTRAL: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 32.0% to 38.1% (+6.2pp, n=619 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = NY_OPEN — improves win rate from 32.0% to 38.1% (+6.2pp, n=619) SAME-WINDOW EFFECT: Applying the NY_OPEN filter would have excluded the 11:00, 11:20, 10:35, 09:55, and 11:35 entries (all rizzy5m shorts/longs outside the NY open window, which typically spans 14:00–21:00 UTC / 16:00–23:00 SAST). That removes 5 of 9 trades — including 4 losses and 1 win (EURJPY SHORT at 10:35). The remaining trades (18:00, 20:00, 14:05, 11:45, 02:01) would still include the 11:45 EURUSD SHORT (open/loss) and the 02:01 USDJPY (rejected), so the live window would have seen roughly 3 wins, 1 loss, 1 open — a win rate shift from ~44% to ~60% on the surviving subset, but with a much smaller sample (n=5) and no clear PnL delta since the excluded EURJPY win would be lost. OVER-TIME PROJECTION: Over 3–6 months, the NY_OPEN filter will likely reduce trade frequency by 40–60%, concentrating entries into a narrower vola Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com