LAB #2680 NEUTRAL: LEDGER BENCH: Apply filter: BTCUSD LONG — improves win rate from 31.1% to 39.2% (+8.1pp, n=51) — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: BTCUSD LONG — improves win rate from 31.1% to 39.2% (+8.1pp, n=51) SAME-WINDOW EFFECT: Applying a BTCUSD LONG-only filter would have had **zero effect** on the current live window — none of the 10 listed trades are BTCUSD, and all are FX/metals. The filter would not have blocked or added any trade, so the win rate and PnL in this window remain unchanged. The claimed +8.1pp improvement comes from a different, non-overlapping sample (n=51) and cannot be validated against these 10 trades. Therefore, the live effect here is neutral — no trades touched, no PnL delta. OVER-TIME PROJECTION: Over 3–6 months, a BTCUSD LONG filter would only matter if the engine actually generates BTCUSD signals. Given the current trade mix (FX and XAU only), the filter is likely to be **inert** — it will neither help nor hurt unless BTCUSD becomes a traded instrument. If it does, the risk is that the +8.1pp win-rate gain is Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com