LAB #2258 NEUTRAL: LEDGER BENCH: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.6% to 87.5 — 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 31.6% to 87.5% (+55.9pp, n=16) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked all trades except those matching NZDUSD LONG @ NY_OPEN with 6 conf. None of the 10 listed trades are NZDUSD, so the filter would have eliminated every position — including the 4 winners (AUDUSD, USDCAD, EURJPY, GBPUSD) and avoided the 4 losses (XAUUSD x3, GBPUSD). Net PnL delta is ambiguous: you'd avoid the losses but also forfeit the wins, and the 87.5% win rate on n=16 is statistically fragile (14 wins vs 2 losses — a single loss flips it to 81.3%, still high but not robust). The real change is a massive reduction in trade frequency, which may lower total PnL even if win rate improves. OVER-TIME PROJECTION: Over 3-6 months, this filter would drastically shrink trade count — likely to a handful of setups per month. The 87.5% win ra Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com