LAB #3905 PROMISING: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 32.5% to 39.0% (+6.5pp, n=777 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = NY_OPEN — improves win rate from 32.5% to 39.0% (+6.5pp, n=777) SAME-WINDOW EFFECT: Applying the NY_OPEN filter to the current live window would have excluded 7 of the 10 trades (all entries outside 09:30–11:30 ET). Of the 3 remaining (AUDUSD 11:35, GBPUSD 11:05, EURUSD 10:20), 2 are wins and 1 is open/rejected — that's a 66% win rate on filtered trades vs. 40% on the full set. The two excluded losses (NZDUSD, XAUUSD) would have been avoided, but so would the GBPUSD win at 11:05 — net PnL delta is roughly +0.5R to +1.0R, driven mostly by avoiding the XAUUSD loss. The filter is directionally consistent with the backtest, but the sample is tiny and the 11:05 win barely squeaks inside the window. OVER-TIME PROJECTION: Over 3–6 months, the +6.5pp win-rate gain is plausible if NY_OPEN captures the highest-liquidity, trend-initiation hours — but it also cuts trade frequency by ~60–70%, which red Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com