LAB #1827 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ LONDON_OPEN with 6 conf — improves win rate from 31.9% to — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ LONDON_OPEN with 6 conf — improves win rate from 31.9% to 71.4% (+39.5pp, n=7) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the two XAUUSD SHORT losses (rizzy5m entries at 4051.79 and 4066.35) and the AUDUSD SHORT loss (rizzy5m at 0.69415) — all three occurred outside London open or lacked the 6-conf threshold. It would also have blocked the EURJPY SHORT win (rizzy5m at 184.144, 10:35 London time — likely outside the strict open window) and the EURJPY LONG win (rizzy5m at 187.042, 18:00 — clearly outside). Net effect: 3 losses removed, 2 wins removed → win rate in this window would drop from 3/8 (37.5%) to 1/3 (33.3%), and PnL would likely improve slightly if the removed losses exceed the removed wins in magnitude — but the sample is too small to claim a real edge. OVER-TIME PROJECTION: Over 3–6 months, this filter would drastically reduce trade fre Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com