LAB #2372 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 31.2% to 80. — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 31.2% to 80.0% (+48.8pp, n=5) SAME-WINDOW EFFECT: Over the provided live window, this filter would have blocked the three XAUUSD SHORTs (rizzy5m entries on 07-31 09:55, 07-31 11:20, and 08-04 11:35) — all closed as LOSSES. It would not have touched the XAUUSD LONG (rizzy7m, 08-06) which won, so the filter would have removed 3 losing trades from a 10-trade window. That shifts the window's win rate from 5/10 (50%) to 5/7 (71.4%), and PnL would improve by the sum of those three losses (likely +2-4R depending on stop distances). However, the filter's claimed 80% win rate is based on n=5 — a sample too small to distinguish signal from noise. OVER-TIME PROJECTION: Over 3-6 months, this filter would likely reduce XAUUSD SHORT frequency dramatically (only NY_OPEN + conf 6), cutting total trade count and possibly missing high-quality setups that occ Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com