LAB #2860 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF LONG — improves win rate from 31.1% to 37.1% (+6.0pp, n=97) — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF LONG — improves win rate from 31.1% to 37.1% (+6.0pp, n=97) SAME-WINDOW EFFECT: Applying a USDCHF LONG-only filter would have blocked the single USDCHF SHORT trade in the window (entry 0.81122, currently REJECTED/open). That trade is not yet resolved, so the immediate effect is neutral on closed PnL — but it removes a short that, given the filter's historical win-rate boost, likely would have been a loss or breakeven. The broader impact is minimal: only 1 of 10 trades is affected, so the +6.0pp win-rate improvement is not visible in this tiny sample. Expected PnL delta: roughly zero to slightly positive, depending on that open trade's outcome. OVER-TIME PROJECTION: Over 3–6 months, the filter would eliminate all USDCHF shorts while keeping longs. If the backtest's 31.1%→37.1% win-rate gain is real and not overfit to a specific regime, this could add ~2–3% net profitability per 100 trades, ass Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com