LAB #1995 HARMFUL: LEDGER BENCH: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.9% to 91.7 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.9% to 91.7% (+59.7pp, n=12) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked all 12 trades listed, since none are NZDUSD LONG @ NY_OPEN with 6 conf. The only hypothetical impact is zero — you would have avoided the 4 losses (GBPUSD SHORT, XAUUSD SHORT x2, AUDUSD SHORT) and 3 wins (EURJPY SHORT, EURJPY LONG, GBPUSD LONG, GBPUSD LONG, EURUSD SHORT) that are not NZDUSD. Net PnL delta is zero because no trades match the filter; the 91.7% win rate is from a different instrument/timeframe and cannot be extrapolated to this window. This is a classic case of cherry-picking a tiny n=12 subset that has no overlap with live conditions. OVER-TIME PROJECTION: Over 3-6 months, this filter would drastically reduce trade frequency (likely <5% of current signals) and concentrate risk into a single pair/session. The 91.7% wi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com