LAB #1974 HARMFUL: LEDGER BENCH: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 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 LONG @ LONDON_OPEN with 5 conf — improves win rate from 32.0% to 80.0% (+48.0pp, n=5) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked all non-USDCHF trades — that's 10 of 10 listed trades, including the 4 winners (EURJPY x2, GBPUSD x2) and the 6 losers. Net effect: you'd have taken zero trades, avoiding the losses but also forfeiting the wins. Since the filter targets USDCHF LONG specifically, and no such trade appears in the window, the realized PnL delta is exactly zero — but the win-rate improvement claim (+48pp) is based on n=5, which is statistically meaningless and likely a curve-fit artifact of a tiny sample. OVER-TIME PROJECTION: Over 3-6 months, applying a single-pair, single-direction, single-session filter with 5 confirmations will drastically reduce trade frequency — likely to near-zero for USDCHF LONG at London open with 5 conf. The claimed 80% win Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com