LAB #2848 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 31.1% to 63.2% — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 31.1% to 63.2% (+32.0pp, n=19) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked the USDCHF SHORT at 10:30 (currently REJECTED/open) and, if applied retroactively, would also have excluded the USDJPY SHORT via wkjudas (different signal type, so likely unaffected). The only USDCHF trade in the window is the one at 10:30 — blocking it removes an open position with unknown outcome, so no realized PnL delta yet. However, the filter's claimed +32pp win-rate improvement is based on n=19, which is statistically fragile; in this window, it would have changed exactly one trade's status, so the immediate effect is negligible. The real risk is overfitting to a tiny sample of Asian-session USDCHF shorts, especially since the live window shows mixed results across other pairs. OVER-TIME PROJECTION: Over 3–6 months, if the fil Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com