LAB #3923 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.5% to 66.7% — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.5% to 66.7% (+34.2pp, n=21) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the XAUUSD SHORT (closed/loss) and potentially blocked the EURUSD LONG (win) if it also met the Asian-session + 5-conf criteria — but since the filter is LONG-only, it would not have altered the AUDUSD, NZDUSD, or GBPUSD trades. The net effect is ambiguous: removing the XAUUSD loss improves PnL by roughly +1R, but if the EURUSD LONG (win) was also filtered out, you lose that gain. Expected win-rate delta on this tiny sample is negligible (n=10), so the +34.2pp claim is not statistically meaningful here. OVER-TIME PROJECTION: Over 3–6 months, this filter would drastically reduce trade frequency (only XAUUSD longs in Asian hours with 5 conf), which may improve win rate on a small subset but likely at the cost of total PnL and opportuni Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com