LAB #2810 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON — improves win rate from 31.1% to 31.2% (+0.2pp, n=16) — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON — improves win rate from 31.1% to 31.2% (+0.2pp, n=16) SAME-WINDOW EFFECT: Applying the London-session filter would have excluded all 10 trades listed, since every entry timestamp falls between 10:10 and 11:35 UTC+2 — which is within the London session (07:00–16:00 UTC). Therefore, zero trades would have been removed or altered; the live win rate (6W/4L = 60%) and PnL remain identical. The claimed +0.2pp improvement is statistically meaningless at n=16 — it is within noise and cannot be attributed to the filter. OVER-TIME PROJECTION: Over 3–6 months, this filter would only matter if it excludes losing trades outside London — but your current sample shows all trades are already London-session, so it changes nothing. The risk is overfitting to a tiny backtest window: with n=16, a single trade flip changes the result by ~6pp, making +0.2pp indistinguishable from random variance. Additi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com