LAB #924 PROMISING: LEDGER BENCH: Apply filter: USDCHF SHORT — improves win rate from 31.7% to 61.2% (+29.6pp, n=165) — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT — improves win rate from 31.7% to 61.2% (+29.6pp, n=165) SAME-WINDOW EFFECT: Over the current trade window, the USDCHF SHORT via rizzy5m entry at 0.81212 (CLOSED/WIN) would have been the only trade directly affected by this filter. Since it was already a winner, the filter would have preserved that win. However, the filter would have blocked any other USDCHF SHORT signals that might have been rejected or not taken, so the net effect on this specific window is negligible — no PnL delta beyond confirming the existing win. OVER-TIME PROJECTION: A +29.6pp win rate improvement on USDCHF SHORT (n=165) is statistically significant and suggests a strong edge for that specific pair-direction combination. Over 3-6 months, this could meaningfully boost overall portfolio win rate and reduce drawdowns, assuming the pattern persists. Risk: the sample size is moderate, and the edge may degrade if mark Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com