LAB #4032 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF LONG — improves win rate from 32.5% to 38.7% (+6.2pp, n=142) — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF LONG — improves win rate from 32.5% to 38.7% (+6.2pp, n=142) SAME-WINDOW EFFECT: Applying a USDCHF LONG-only filter would have had zero direct impact on the current live window, as none of the 10 listed trades are USDCHF. The filter would not have blocked or altered any of the existing GBPUSD, USDJPY, NZDUSD, AUDUSD, XAUUSD, or EURJPY positions. Therefore, the claimed +6.2pp win-rate improvement would not translate into any PnL delta here — the window is entirely unaffected. The only indirect effect would be a reduction in future trade frequency if USDCHF LONG signals were previously being taken and losing. OVER-TIME PROJECTION: Over 3–6 months, a USDCHF LONG-only filter could plausibly improve aggregate win rate if the underlying edge is real and not a product of overfitting to a specific regime (e.g., USD strength or CHF weakness during the backtest period). However, the sample size (n=142) Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com