LAB #2388 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.2% to 35.6% (+ — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.2% to 35.6% (+4.4pp, n=433) SAME-WINDOW EFFECT: Applying a phase-distance filter (≤2°) to the 10 live trades above would have excluded roughly 3–4 trades (likely the rizzy5m entries with wider phase spread, e.g., the XAUUSD shorts on 07-31 and the GBPUSD short on 08-03). Of those excluded, 2 were losses and 1 was a win, so the live win rate would have shifted from 5/10 (50%) to roughly 5/6–5/7 (71–83%), a meaningful improvement. PnL delta is positive but modest — you're cutting losers more than winners, so expect a net gain of ~+1.5 to +2.5R over this window, not a revolution. OVER-TIME PROJECTION: Over 3–6 months, a tight phase filter (≤2°) will reduce trade frequency by roughly 25–35%, which is acceptable if the win-rate gain (+4.4pp) holds out-of-sample. The risk is overfitting to a narrow phase band — market regimes with slower, more diff Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com