LAB #2395 PROMISING: LEDGER BENCH: Apply filter: XAUUSD SHORT @ NY_OPEN with 5 conf — improves win rate from 31.1% to 58. — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD SHORT @ NY_OPEN with 5 conf — improves win rate from 31.1% to 58.3% (+27.2pp, n=12) SAME-WINDOW EFFECT: Applying the XAUUSD SHORT @ NY_OPEN + 5-conf filter would have blocked the three XAUUSD SHORT trades in the live window (rizzy5m entries on 07-31 09:55, 07-31 11:20, and 08-04 11:35) — all were LOSSES. It would not affect the XAUUSD LONG (rizzy7m) which was a WIN, nor any other pair. Removing those three losing shorts from the 10-trade window flips the record from 5W/5L to 5W/2L, a win-rate jump from 50% to ~71.4%, and a PnL delta of roughly +3R (assuming each loss was ~1R). This is directionally consistent with your backtest, but the sample is tiny and the filter only touches XAUUSD shorts — it does not explain why those specific entries failed. OVER-TIME PROJECTION: Over 3–6 months, if the filter truly isolates a high-probability NY_OPEN short setup, you could see a modest win-rate lift o Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com