LAB #369 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD 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: XAUUSD 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 had no direct impact since none of the listed trades are XAUUSD SHORT entries at NY_OPEN with 6 conf. The filter is highly specific to a single instrument and entry condition, so the existing EURJPY, USDCHF, AUDUSD, USDJPY, GBPUSD, and NZDUSD trades remain unaffected. The claimed +47.6pp win-rate improvement is based on only n=5 samples, which is statistically fragile — a single outlier trade could flip this result entirely. PnL delta would be zero for this window. OVER-TIME PROJECTION: Over 3-6 months, this filter may show moderate promise if the 80% win rate holds on larger samples, but the n=5 backtest is dangerously small and likely overfitted to a specific market regime. Risk is high that the filter captures noise rather than si Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com