LAB #2415 HARMFUL: LEDGER BENCH: Apply filter: ETHUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 31.1% to 80. — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: ETHUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 31.1% to 80.0% (+48.9pp, n=5) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked all non-ETHUSD trades — that's 9 of the 10 listed trades (all XAUUSD, AUDUSD, USDCAD, USDJPY, GBPUSD, EURJPY). Only the ETHUSD SHORT @ NY_OPEN with 6 conf would have been eligible, but no such trade appears in the live list, so the filter would have produced zero trades in this window. Your backtest claims 80% win rate on n=5, but the live window shows zero ETHUSD setups — meaning the filter would have eliminated all current activity, turning the live PnL (4 wins, 6 losses) into a flat, no-trade outcome. That is a massive opportunity cost, not an improvement, in this specific window. OVER-TIME PROJECTION: Over 3–6 months, a filter that only trades ETHUSD SHORT at NY_OPEN with 6 conf will drastically reduce trade frequency — likely Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com