LAB #408 NEUTRAL: LEDGER BENCH: Apply filter: NZDUSD LONG — improves win rate from 32.4% to 35.5% (+3.1pp, n=62) — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: NZDUSD LONG — improves win rate from 32.4% to 35.5% (+3.1pp, n=62) **SAME-WINDOW EFFECT:** Applying the NZDUSD LONG filter would have zero impact on the current live trade window, as no NZDUSD trades are present among the 10 listed entries. The filter only restricts trade direction on a specific pair not currently active. No win-rate or PnL delta would occur in this snapshot. **OVER-TIME PROJECTION:** Over 3-6 months, this filter would selectively block NZDUSD short entries, which historically have a lower win rate (32.4% baseline). By allowing only longs, the overall win rate could rise modestly (+3.1pp) if the backtest signal holds. However, the sample size (n=62) is small, raising risk of overfitting to a specific market regime. If NZDUSD trends shift, the filter may miss profitable short opportunities, reducing total trade count and potentially lowering absolute returns despite higher win ra Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com