LAB #2255 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ LONDON_OPEN with 6 conf — improves win rate from 31.6% to — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ LONDON_OPEN with 6 conf — improves win rate from 31.6% to 71.4% (+39.8pp, n=7) SAME-WINDOW EFFECT: Over the current live window, this filter would have suppressed the USDCHF SHORT entries only — none of the listed trades are USDCHF, so zero trades would have been blocked or altered. The claimed +39.8pp win-rate improvement is derived from a separate backtest (n=7), not from this live window, so the PnL delta here is nil. The filter's effect on the current window is therefore neutral — it neither saves nor costs anything. However, it would have no bearing on the XAUUSD losses or the GBPUSD loss, which dominate the recent PnL. OVER-TIME PROJECTION: Over 3–6 months, a filter that only applies to USDCHF SHORT at London open with 6 conf is extremely narrow — it will trigger rarely, perhaps a few times per month. The claimed improvement is based on 7 samples, which is statistically fragile; Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com