LAB #3824 NEUTRAL: LEDGER BENCH: Apply filter: ETHUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.5% to 63. — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: ETHUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.5% to 63.6% (+31.1pp, n=11) SAME-WINDOW EFFECT: Applying the ETHUSD SHORT @ NY_OPEN with 6 conf filter would have zero effect on the current live window — none of the 10 listed trades are ETHUSD, and the filter is instrument-specific. The claimed +31.1pp win-rate improvement (n=11) is statistically fragile; with such a small sample, the margin of error is roughly ±28pp, meaning the true effect could be near zero. No PnL delta is expected in this window. OVER-TIME PROJECTION: Over 3–6 months, if the filter genuinely captures a NY-open short edge on ETHUSD, you might see a modest win-rate lift on that pair alone — but the 6-conf threshold is likely overfit to a specific volatility regime (e.g., August 2026). Risks: (1) the filter will reject many valid setups, reducing trade frequency and total PnL even if win rate rises; (2) the edge may Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com