LAB #3770 HARMFUL: LEDGER BENCH: Apply filter: USDCHF SHORT @ LONDON_OPEN with 6 conf — improves win rate from 32.2% to — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ LONDON_OPEN with 6 conf — improves win rate from 32.2% to 68.4% (+36.2pp, n=19) SAME-WINDOW EFFECT: Over the current live window, this filter would have excluded all USDCHF trades — specifically the rizzy7m LONG at 0.80231 (CLOSED/LOSS). That trade was a loser, so the filter would have removed one loss from the ledger, improving the window's raw win rate slightly (from 3W/5L to 3W/4L, +8.3pp). However, the filter's claimed +36.2pp gain is based on n=19 backtest samples — a tiny, likely overfit subset. The live window contains no USDCHF SHORT at London open with 6 conf, so the filter would have had zero positive effect here; it only avoids one loss, not generates wins. OVER-TIME PROJECTION: Over 3–6 months, this filter would likely reduce trade frequency on USDCHF to near zero, since the specific condition (SHORT + London open + 6 conf) is rare. The win-rate improvement is almost certa Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com