LAB #1014 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 31.6% to 41.1% (+9.5pp, — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 6 — improves win rate from 31.6% to 41.1% (+9.5pp, n=333) SAME-WINDOW EFFECT: Applying a minimum of 6 confirmations would have rejected the EURUSD SHORT (loss) and GBPUSD LONG (loss) from the live window, as both likely had fewer confirmations at entry. It would also have rejected the three REJECTED/open trades (XAUUSD, EURJPY, AUDUSD) — but those are already not counted as losses. The net effect on this small sample: removing 2 losses from 7 closed trades would shift the win rate from 4/7 (57.1%) to 4/5 (80%), a dramatic improvement, but the sample is tiny and the rejected trades may have been winners if allowed. OVER-TIME PROJECTION: Over 3-6 months, the +9.5pp win-rate improvement from the backtest (n=333) suggests a real signal quality gain, likely by filtering out low-conviction noise. However, the filter will also reject some winning trades, reducing total opportunity coun Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com