LAB #2838 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT — improves win rate from 31.2% to 59.1% (+27.9pp, n=171) — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT — improves win rate from 31.2% to 59.1% (+27.9pp, n=171) SAME-WINDOW EFFECT: Applying the USDCHF SHORT filter would have blocked the one USDCHF SHORT trade in the window (entry=0.81122, currently REJECTED/open). Since that trade is not closed, the immediate PnL delta is zero, but the filter would have removed a live exposure that is currently unresolved. The other nine trades (GBPUSD, XAUUSD, AUDUSD, USDCAD, USDJPY) are unaffected, so the realized win rate in this window stays at 5/9 (55.6%) — no improvement, no harm. The claimed +27.9pp win-rate boost is not visible in this small sample because only one qualifying trade exists. OVER-TIME PROJECTION: Over 3–6 months, if the filter truly lifts USDCHF SHORT win rate from 31.2% to 59.1% (n=171), you would see a modest overall portfolio win-rate gain, but only if USDCHF SHORT trades are frequent enough to matter. Risk: the backtest may be o Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com