LAB #2410 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 31.1% to — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 31.1% to 80.0% (+48.9pp, n=5) SAME-WINDOW EFFECT: Over the current live window, no USDCHF trades were taken, so this filter would have changed nothing — zero trades affected, zero PnL delta. The claimed +48.9pp win-rate improvement is based on only 5 backtested trades, which is statistically meaningless; the live window contains zero USDCHF entries, so there is no evidence the filter would have helped or hurt here. The only observable effect is that the filter would have blocked any future USDCHF LONG entries at London open with <5 conf — but none occurred, so the live result is unchanged. OVER-TIME PROJECTION: Over 3-6 months, this filter would likely reduce trade frequency on USDCHF LONGs at London open, potentially avoiding some losses but also missing some winners. With n=5, the 80% win rate is almost certainly noise — the true win r Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com