LAB #1994 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.9% to 36.2% (+ — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.9% to 36.2% (+4.3pp, n=414) SAME-WINDOW EFFECT: Applying the phase-distance TIGHT (≤2°) filter to the current live window would have blocked the two XAUUSD SHORTs (both losses) and the EURJPY SHORT (win) — that's 3 of 9 trades removed, netting +1 loss avoided and −1 win removed. The GBPUSD SHORT loss and the EURUSD SHORT (open) would remain, so the immediate PnL delta is roughly +0.5R to +1R (avoiding one loss, sacrificing one win), with win rate shifting from 4/9 (44%) to 3/6 (50%) — but the sample is tiny and dominated by noise. The backtest's +4.3pp gain is not clearly reproduced here; the filter's benefit appears marginal and inconsistent in this window. OVER-TIME PROJECTION: Over 3–6 months, a TIGHT phase filter will reduce trade count by roughly 20–30% (based on n=414 backtest), which cuts both losses and winners. The +4.3pp win-rate ga Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com