LAB #2709 NEUTRAL: LEDGER BENCH: Apply filter: GBPUSD LONG @ NY_OPEN with 6 conf — improves win rate from 30.9% to 62.5 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: GBPUSD LONG @ NY_OPEN with 6 conf — improves win rate from 30.9% to 62.5% (+31.6pp, n=8) SAME-WINDOW EFFECT: Applying the filter (GBPUSD LONG @ NY_OPEN with 6 conf) would have zero effect on the current live window — every GBPUSD trade listed is a SHORT, and none are NY_OPEN entries (all are 10:00–11:35 CET, which is before NY open). The filter would not have blocked or added any trades here, so win rate and PnL delta are unchanged at 0%. This is a null result for the current window, meaning the proposed improvement is untested against live conditions. OVER-TIME PROJECTION: Over 3–6 months, this filter would only fire on a narrow subset (GBPUSD longs at NY open with 6 confirmations). Given the base win rate of 30.9% and the tiny sample (n=8), the +31.6pp improvement is likely noise — a single loss flips it to ~50%, two losses to ~37%. The filter could reduce trade frequency significantly, which may Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com