LAB #2389 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% (+1.6pp, n=162) SAME-WINDOW EFFECT: Applying the MODERATE phase-distance filter (5–10°) would have excluded trades entering outside that band. In the current 10-trade window, entries cluster around 11:00–11:35 and 09:55–10:35 — likely mixed phase distances. If the filter excludes the three LOSSES (USDCAD SHORT is a WIN, so no), likely exclusions: XAUUSD SHORT 4051.79 (LOSS), EURJPY SHORT 184.144 (WIN), XAUUSD SHORT 4066.35 (LOSS) — that would remove 2 losses and 1 win, shifting the window from 5W/5L to 4W/2L (66.7% win rate). PnL delta positive, roughly +1.5R to +2R depending on risk sizing, but sample is tiny and not statistically meaningful. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate gain from n=162 is marginal and likely within noise (standard error ~3.5pp at that sample). The filter may reduce trade frequency Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com