LAB #2417 NEUTRAL: LEDGER BENCH: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.1% to 87.5 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 31.1% to 87.5% (+56.4pp, n=16) SAME-WINDOW EFFECT: Over the current live window, no NZDUSD trades appear in the list, so this filter would have changed nothing — zero trades affected, zero PnL delta. The claimed +56.4pp win-rate improvement is based on n=16, which is statistically fragile (95% CI roughly ±24pp), and the window shows no NZDUSD exposure to validate against. If the filter had been active, it would have suppressed any NZDUSD longs at NY_OPEN with conf<6 — but since none occurred, the live result is unchanged. OVER-TIME PROJECTION: Over 3–6 months, this filter would likely reduce trade frequency on NZDUSD significantly, as NY_OPEN + 6 conf is a narrow condition. The win-rate jump from 31% to 87% on n=16 is almost certainly overfit — with only ~2–3 NZDUSD trades per month, you'd need 50+ samples to trust that edge. Risk: you'll mi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com