LAB #1287 NEUTRAL: LEDGER BENCH: Apply filter: EURUSD LONG — improves win rate from 31.7% to 35.6% (+3.9pp, n=45) — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: EURUSD LONG — improves win rate from 31.7% to 35.6% (+3.9pp, n=45) **SAME-WINDOW EFFECT:** Over the current live trade window, applying a EURUSD LONG filter would have blocked the two EURUSD SHORT trades (rizzy5m at 1.13594 and rizzy at 1.13704). The first SHORT is still open; blocking it removes a potential loss if it closes negatively, but also forfeits any eventual gain. The second SHORT closed as a LOSS, so filtering it would have improved net PnL by avoiding that loss. The net effect is a small positive PnL delta (roughly +0.3–0.5% on the window), but the sample is too small to be statistically meaningful. **OVER-TIME PROJECTION:** Over 3–6 months, the +3.9pp win-rate improvement from the backtest (n=45) suggests a modest but real edge for EURUSD LONG filters. However, the small sample size (45 trades) means the improvement could be noise or overfitted to a specific market regime. Risk: if EURU Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com