LAB #2394 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.1% to 31.4% (+0. — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.1% to 31.4% (+0.4pp, n=690) SAME-WINDOW EFFECT: Applying the Phase distance FAR (>10deg) filter to the 10 live trades above would have excluded trades based on phase separation at entry. Given the mixed outcomes (5 wins, 5 losses), the filter's +0.4pp win-rate lift in backtest (n=690) suggests it would likely remove a few losing entries (e.g., the XAUUSD shorts on 07-31 and 08-04, which were phase-clustered) while keeping most winners. Expected net effect: roughly 1–2 trades removed, with a small positive PnL shift (maybe +0.5% to +1% on the window) — but the sample is too small to confirm statistical significance. OVER-TIME PROJECTION: Over 3–6 months, a +0.4pp win-rate improvement is marginal and likely within noise for n=690. The filter may reduce trade frequency slightly, which could lower total PnL if the removed trades have asymmetric pay Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com