LAB #1968 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 32.0% to 64. — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 32.0% to 64.2% (+32.1pp, n=67) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the two XAUUSD SHORT losses (both rizzy5m entries on 2026-07-31) and the GBPUSD SHORT loss (rizzy5m on 2026-08-03) — all three were USDCHF-adjacent risk-off shorts that likely triggered the same NY_OPEN conf condition. It would not have affected the EURJPY wins or the GBPUSD/AUDUSD trades (different pairs/timeframes). Removing three losses from a 9-trade window (with one still open) would shift the realized win rate from ~4/8 (50%) to ~4/5 (80%) and add roughly +2.1R to net PnL, assuming average loss size. OVER-TIME PROJECTION: Over 3–6 months, a +32pp win-rate improvement on n=67 is statistically significant (p<0.01) but likely overfit to a specific USDCHF regime (e.g., NY liquidity, dollar strength bias). The filter narrows the Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com