LAB #2366 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ LONDON_OPEN with 6 conf — improves win rate from 31.2% 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 31.2% to 71.4% (+40.2pp, n=7) SAME-WINDOW EFFECT: Applying this filter to the current live window would have blocked the USDCHF SHORT trades that are not present in the list (none of the 10 live trades are USDCHF), so the direct impact on this specific window is zero — no trades would have been added or removed. However, if the filter had been active during the backtest window that produced the 31.2% → 71.4% improvement, it would have eliminated roughly 40% of losing USDCHF SHORT trades, but with only n=7, the expected PnL delta is statistically fragile — likely a swing of +0.5R to +1.5R at best, but could easily be noise. The live trades above show no USDCHF exposure, so the filter's immediate effect is neutral on this snapshot. OVER-TIME PROJECTION: Over 3–6 months, a filter that only fires on USDCHF SHORT at London open with 6 co Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com