LAB #2235 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31.8% to 33.8 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31.8% to 33.8% (+1.9pp, n=157) SAME-WINDOW EFFECT: Over the current 10-trade window, applying the MODERATE phase-distance filter (5–10°) would have excluded trades entering outside that band. Based on the entries listed, roughly 4–5 trades (e.g., XAUUSD shorts at 4048.74, 4051.79, 4066.35, and possibly the GBPUSD short) likely fall outside the 5–10° phase window, given their clustered timing and losses. Removing those would eliminate 3–4 losses and 1 win, shifting the window from 4W/6L to roughly 3W/2L — a win-rate jump from 40% to ~60% and a PnL swing of approximately +2.5R to +3R. However, the sample is tiny and the filter's benefit here is driven by removing a losing cluster, not by adding new winners. OVER-TIME PROJECTION: Over 3–6 months, the +1.9pp win-rate gain (n=157) is statistically weak (p≈0.15–0.20), so the true effect could easi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com