LAB #377 PROMISING: LEDGER BENCH: Apply filter: ETHUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.4% to 80. — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: ETHUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.4% to 80.0% (+47.6pp, n=5) SAME-WINDOW EFFECT: Over the current live trade window, this filter would have no direct impact because none of the listed trades are ETHUSD SHORT entries at NY_OPEN. The filter is instrument- and time-specific, so the existing EURJPY, USDCHF, AUDUSD, USDJPY, GBPUSD, and NZDUSD trades remain unaffected. The win-rate improvement cited (32.4% to 80.0%) is based on only 5 historical samples, which is statistically fragile — a single outlier could drive the entire delta. PnL impact in this window is zero. OVER-TIME PROJECTION: Over 3-6 months, if the filter holds, it could significantly boost ETHUSD short performance at NY_OPEN, but the n=5 sample size means high risk of overfitting. The 47.6pp win-rate jump is suspiciously large for a single filter — likely capturing noise or a specific market regime that may not Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com