LAB #3818 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 32.5% to 32.7 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 32.5% to 32.7% (+0.2pp, n=199) SAME-WINDOW EFFECT: Applying the MODERATE phase-distance filter (5-10°) would have excluded trades whose phase distance fell outside that band. In the current 10-trade window, the filter would likely have removed several of the LOSS trades (e.g., NZDUSD SHORT, XAUUSD SHORT, EURJPY LONG) if their phase distances were outside 5-10°, while keeping the two WINs (GBPUSD SHORT, EURUSD LONG) if they fell inside. The net effect would be a small positive PnL shift, but with only 10 trades the sample is too thin to confirm the +0.2pp win-rate gain; the actual delta could be anywhere from -1 to +3 wins. The rejected AUDUSD SHORT would remain open, adding uncertainty. OVER-TIME PROJECTION: Over 3-6 months, a +0.2pp win-rate improvement (32.5→32.7%) is statistically marginal and likely within noise (n=199). The filter reduc Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com