LAB #4813 NEUTRAL: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.8% to 38.6% (+6.8pp, n=811 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = NY_OPEN — improves win rate from 31.8% to 38.6% (+6.8pp, n=811) SAME-WINDOW EFFECT: The filter would have removed the 11:00–11:45+02:00 entries, which is most of the live window — XAUUSD SHORT (11:05, LOSS), AUDUSD SHORT (10:38, LOSS), NZDUSD SHORT (11:45), GBPUSD SHORT (11:45), EURUSD SHORT (11:39), USDCHF LONG (10:41), USDCHF LONG (11:01, WIN), EURJPY SHORT (11:35), USDCAD SHORT (10:25, WIN) all fall in or near the NY_OPEN block and would have been blocked. Net effect on this window: two winners killed (USDCHF, USDCAD), two losers killed (XAUUSD, AUDUSD), and the remaining rejected/blocked trades never resolved — so the realized PnL delta is roughly flat-to-negative, not the +6.8pp the backtest implies. The one live trade that survives is EURUSD SHORT at 10:55, which is itself borderline for a NY_OPEN filter depending on how the session boundary is coded. OVER-TIME PROJECTION: If the +6. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com