LAB #4395 NEUTRAL: LEDGER BENCH: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.6% to 31.9% (+0. — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance FAR (>10deg) — improves win rate from 31.6% to 31.9% (+0.3pp, n=916) SAME-WINDOW EFFECT: Applying the FAR >10° filter to the live window would have excluded the two REJECTED/open trades (EURJPY SHORT, AUDUSD LONG) and likely the two wkjudas LOSSES (GBPUSD LONG, USDJPY SHORT) if their phase distances were ≤10°. That removes 4 of 10 trades, leaving the 4 rizzy5m/7m CLOSED/WINs plus the AUDUSD SHORT LOSS and NZDUSD SHORT (open). Net effect: win rate among closed trades would rise from 4/7 (57%) to 4/5 (80%), but total PnL would drop because you forfeit the two wkjudas losses (good) yet also lose the two REJECTED/open trades that may have been winners. The +0.3pp backtest gain is marginal and likely within noise for n=916. OVER-TIME PROJECTION: Over 3–6 months, a 0.3pp win-rate improvement is statistically fragile (z≈0.5, p>0.3) and will likely vanish or reverse under regime shift. The fi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com