LAB #2269 NEUTRAL: LEDGER BENCH: Apply filter: SOLUSD LONG — improves win rate from 31.6% to 32.7% (+1.1pp, n=52) — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: SOLUSD LONG — improves win rate from 31.6% to 32.7% (+1.1pp, n=52) SAME-WINDOW EFFECT: Applying a SOLUSD LONG-only filter would have zero effect on the current live window — none of the 10 trades listed are SOLUSD, and the filter does not alter entry logic for other instruments. The +1.1pp win-rate improvement (n=52) is statistically fragile (p≈0.35, not significant) and likely a product of a small, favorable crypto sub-sample. PnL delta over this window: $0. No trades affected, no risk reduction, no alpha added. OVER-TIME PROJECTION: Over 3–6 months, this filter would likely degrade performance by narrowing the universe without addressing the core issue — the engine's 31.6% baseline win rate is already below the 40% threshold needed for profitability given typical risk/reward. The 1.1pp gain is within noise; regression to the mean is probable, especially as SOLUSD volatility regime shifts. Risk: ov Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com