LAB #2844 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 30.9% to 64. — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ NY_OPEN with 5 conf — improves win rate from 30.9% to 64.2% (+33.3pp, n=67) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked the USDCHF SHORT that was rejected/open at 10:30 (entry 0.81122) — that trade is currently unresolved, so no direct PnL delta there. However, the filter would also have blocked the USDCHF SHORT that appears in the backtest sample (n=67) — but no other USDCHF SHORT appears in the live list, so the only affected trade is the rejected one. The win-rate improvement from 30.9% to 64.2% is based on a small sample (n=67) and likely includes many trades outside this live window, so the immediate effect here is negligible — roughly 0–1 trades altered, with no measurable PnL change. The filter's apparent edge is not visible in this 10-trade window, so it cannot be validated or falsified from live data alone. OVER-TIME PROJECTION: Over 3–6 mo Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com