LAB #3872 NEUTRAL: LEDGER BENCH: Apply filter: BTCUSD SHORT @ LONDON_OPEN with 6 conf — improves win rate from 32.5% to — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: BTCUSD SHORT @ LONDON_OPEN with 6 conf — improves win rate from 32.5% to 62.5% (+30.0pp, n=8) SAME-WINDOW EFFECT: Applying the BTCUSD SHORT @ LONDON_OPEN with 6 conf filter would have had **zero effect** on the live trades listed — none of them are BTCUSD, and none entered at London open (all entries are between 03:57 and 11:35, but all are FX or XAU). The claimed +30.0pp win-rate improvement is based on n=8, which is statistically meaningless (95% CI roughly ±34pp). If this filter had been live, you would have seen the exact same PnL — no trades added or removed. The only "delta" is a false sense of improvement from a tiny sample. OVER-TIME PROJECTION: Over 3-6 months, this filter would likely **reduce** total trade count and may slightly improve win rate on BTCUSD shorts, but the edge is unproven. The risk is overfitting to a specific session/timeframe combo (London open + 6 conf) that may not per Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com