LAB #2399 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF LONG @ NY_OPEN with 6 conf — improves win rate from 31.1% to 62.5 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF LONG @ NY_OPEN with 6 conf — improves win rate from 31.1% to 62.5% (+31.4pp, n=16) SAME-WINDOW EFFECT: Over the current live window, zero trades would have been affected — no USDCHF LONG entries exist in the provided eToro list, and the GTX setup results do not break out by symbol/time/confidence. The claimed +31.4pp win-rate improvement is based on n=16, which is statistically fragile (95% CI roughly ±24pp), so the true effect could range from +7pp to +55pp. If this filter had been active, it would have simply excluded no trades, leaving the current PnL unchanged — but it would also have added no new trades, so the live delta is zero. The only observable change would be a reduction in future USDCHF LONG attempts at NY_OPEN with conf<6, which may or may not have been profitable in this window. OVER-TIME PROJECTION: Over 3-6 months, this filter could reduce trade frequency on USDCHF LONGs by r Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com