LAB #4119 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 32.6% to — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ OFF_SESSION with 6 conf — improves win rate from 32.6% to 66.7% (+34.0pp, n=6) SAME-WINDOW EFFECT: Over the live window shown, this filter would have blocked USDCHF SHORTs only — none of the listed trades are USDCHF, so zero trades are affected. The claimed +34.0pp win-rate improvement is based on n=6, which is statistically meaningless (95% CI roughly ±40pp). Expected PnL delta in this window: $0.00. No evidence this filter would have helped or hurt any of the 10 live trades. OVER-TIME PROJECTION: Over 3–6 months, a filter with n=6 will likely regress to the base rate — the 32.6% win rate for USDCHF SHORT OFF_SESSION may itself be a small-sample artifact. The risk is overfitting to a handful of favorable sessions, especially if "OFF_SESSION" is loosely defined (e.g., includes Asian overlap or holiday thinness). If the true edge is near zero, this filter adds complexity without improv Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com