LAB #2541 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 31.0% 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 31.0% to 64.2% (+33.2pp, n=67) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked the USDCHF SHORT at 10:30 (currently open/rejected) and likely the XAUUSD SHORT at 11:35 on 08-04 (a loss). It would not have touched the two GBPUSD wins or the AUDUSD/USDCAD wins, so the immediate PnL delta is roughly neutral-to-slightly positive (avoiding one open risk and one confirmed loss). However, the filter's claimed +33.2pp win-rate boost is based on n=67, which is too small to trust for this specific pair/time/conf combination; the live window shows only one USDCHF trade, so the real effect here is negligible. OVER-TIME PROJECTION: Over 3–6 months, this filter could reduce USDCHF short frequency significantly, potentially cutting losses if the edge is real, but it also risks removing profitable shorts during NY open when Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com