LAB #1053 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 31.6% to 41.2% (+9.6pp, — 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 41.2% (+9.6pp, n=328) SAME-WINDOW EFFECT: Over the current trade window, applying a minimum of 6 confirmations would have rejected the EURUSD SHORT (rizzy, 1.13704, closed as loss) and possibly the USDJPY LONG (rizzy, 162.746, closed as win) depending on confirmation count at entry. Removing the loss improves win rate directly, but removing the win reduces it — net effect likely positive but small (+1–2pp) given only 2–3 trades affected. The rejected trades (XAUUSD, EURJPY, AUDUSD) remain unchanged since they were already rejected. Overall PnL delta would be slightly positive, but sample is too thin to confirm the backtest's 9.6pp gain. OVER-TIME PROJECTION: Over 3–6 months, this filter should reduce false signals from low-conviction setups, lifting win rate toward the backtested 41.2% — but the gain may shrink as market regimes shift and high Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com