LAB #2405 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 31.1% to 64. — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 31.1% to 64.2% (+33.1pp, n=67) SAME-WINDOW EFFECT: Over the current live window, none of the 10 trades listed are USDCHF SHORT @ NY_OPEN with 5 conf, so this filter would have changed nothing in the observed trades. The backtest improvement (+33.1pp, n=67) is large but based on a small sample; if the filter had been live, it would have simply excluded any USDCHF shorts that didn't meet the NY_OPEN/5-conf condition — none appear here, so PnL delta is zero in this window. The win-rate jump is likely driven by a narrow regime (e.g., NY liquidity, USD strength) and may not generalize to the mixed pairs/times in the live list. OVER-TIME PROJECTION: Over 3–6 months, this filter could meaningfully improve USDCHF-specific performance if the edge persists, but the risk is overfitting to a small n=67 sample — a 33pp swing with that sample size has wi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com