LAB #2882 HARMFUL: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.1% to 37.2% (+6.0pp, n=646 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = NY_OPEN — improves win rate from 31.1% to 37.2% (+6.0pp, n=646) SAME-WINDOW EFFECT: Applying the NY_OPEN filter to the 10 live trades above would have excluded all trades entered at 10:10, 10:30, 11:00, 11:15, 11:20, 11:23, and 11:35 (all timestamps are in +02:00, which corresponds to 08:10–09:35 UTC — not NY open, which is 13:30–14:30 UTC). That removes 9 of 10 trades, leaving only the XAUUSD LONG at 10:10 (also excluded). So the filter would have eliminated every trade in this window — including 5 winners and 2 losers — resulting in zero trades and zero PnL. The backtested +6.0pp win-rate gain is not observable here; it would have produced a flat, inactive session, not an improvement. OVER-TIME PROJECTION: Over 3–6 months, this filter would drastically reduce trade frequency (likely by >80% if applied to all sessions), concentrating risk into a narrow 1-hour window. The +6.0pp win-rate g Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com