LAB #4139 NEUTRAL: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 32.6% to 39.0% (+6.5pp, n=782 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = NY_OPEN — improves win rate from 32.6% to 39.0% (+6.5pp, n=782) SAME-WINDOW EFFECT: Applying the NY_OPEN filter to the current live window would have excluded all trades timestamped outside 14:30–21:00 UTC (NY open). Of the 10 listed trades, only the GBPUSD SHORT at 11:50 and the AUDUSD SHORT at 11:35 fall within a loose NY_OPEN window (assuming UTC+2 = 09:50 and 09:35 UTC, which is actually London open, not NY). If NY_OPEN strictly means 13:30–20:00 UTC, then zero of the current trades qualify — meaning the filter would have blocked all live activity, eliminating the 2 wins and 3 losses shown, netting a flat PnL of 0 instead of the current negative drift. The backtest's +6.5pp win-rate gain appears to come from a different session definition or timezone mapping, so the live delta is likely neutral-to-negative, not positive, because it would simply stop trading during the observed window. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com