LAB #3928 HARMFUL: LEDGER BENCH: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 32.5% to — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF LONG @ LONDON_OPEN with 5 conf — improves win rate from 32.5% to 80.0% (+47.5pp, n=5) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked the USDCHF LONG via rizzy7m (entry 0.80231, 2026-08-24) — which is already a CLOSED/LOSS. That single trade would have been removed, improving the window's raw win rate from 3 wins / 8 closed trades (37.5%) to 3 wins / 7 closed trades (42.9%). However, the filter does not touch any other losing trades (NZDUSD, XAUUSD, EURJPY, USDJPY), so the net PnL delta is minimal — roughly the loss magnitude of that one USDCHF trade, likely a small positive but not transformative. The claimed +47.5pp is an artifact of n=5 and does not replicate here. OVER-TIME PROJECTION: Over 3–6 months, a filter that only trades USDCHF LONG at London open with 5 conf would drastically reduce trade frequency — likely to a handful of setups per month. With suc Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com