LAB #2041 NEUTRAL: LEDGER BENCH: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 32.0% to 92.9 — 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 32.0% to 92.9% (+60.9pp, n=14) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked all trades except those matching NZDUSD LONG @ NY_OPEN with 6 conf. None of the 10 listed live trades are NZDUSD, so all would have been skipped — including the 4 winners (AUDUSD, USDCAD, EURJPY, GBPUSD) and the 3 losses (XAUUSD x2, GBPUSD). Net PnL delta would be roughly flat-to-negative in absolute terms, but win rate would jump to 100% on the 0 trades taken — a meaningless artifact. The filter's claimed +60.9pp win rate is based on n=14, which is statistically fragile and likely overfit to a specific session/conf threshold. OVER-TIME PROJECTION: Over 3–6 months, this filter would drastically reduce trade frequency (likely <5 trades/month) and concentrate risk into a single pair/session/conf bucket. If the edge is real, it could Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com