LAB #2340 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31.2% to 32.7 — 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 31.2% to 32.7% (+1.5pp, n=162) SAME-WINDOW EFFECT: Over the 10 live trades shown, applying a MODERATE phase-distance filter (5-10°) would have excluded signals firing outside that band. Based on the backtest lift (+1.5pp win rate), roughly 1-2 of the 6 losses (USDJPY, GBPUSD, XAUUSD shorts) likely fell outside the band, potentially converting one loss to a win — net PnL delta roughly +0.5R to +1.0R on this small sample. However, the filter would also have excluded at least one winner (likely EURJPY LONG or AUDUSD LONG), so the net effect is marginal and within noise for n=10. OVER-TIME PROJECTION: Over 3-6 months, a +1.5pp win-rate improvement on ~160 trades translates to ~2-3 additional wins — but with no change in average risk/reward, the expected PnL gain is small (roughly +2-4% of total R). The main risk is overfitting to a narrow phase Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com