LAB #2613 NEUTRAL: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.0% to 37.3% (+6.3pp, n=640 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = NY_OPEN — improves win rate from 31.0% to 37.3% (+6.3pp, n=640) SAME-WINDOW EFFECT: Applying the NY_OPEN filter to the current live window would have excluded all 10 trades shown, since every entry timestamp falls between 10:10 and 11:35 UTC+2 — which is outside a strict NY_OPEN session definition (typically 14:30–21:00 UTC+2). That means zero trades would have been taken, eliminating the 5 wins, 4 losses, and 1 rejected/open position. Net PnL delta would be roughly −2R (forgone wins) but also −1R (avoided losses), so the immediate effect is neutral-to-slightly-negative in absolute terms, though it would have avoided the 4 losses entirely. The +6.3pp win-rate claim is not directly testable here because no trade in this window qualifies. OVER-TIME PROJECTION: Over 3–6 months, a strict NY_OPEN filter will drastically reduce trade frequency — likely by 60–80% given your current entries cluste Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com