LAB #1817 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ LONDON_OPEN with 5 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 5 conf — improves win rate from 31.9% to 62.5% (+30.6pp, n=16) 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) — both are London-open-adjacent but not USDCHF, so they'd be unaffected. The only USDCHF trade in the window is absent; thus, the filter would have zero direct impact on the 10 listed trades. Expected PnL delta: $0. The claimed +30.6pp win-rate improvement is based on n=16 — statistically fragile (95% CI roughly ±24pp), and the live window shows no USDCHF trades to validate against. OVER-TIME PROJECTION: Over 3–6 months, this filter would only matter if USDCHF SHORT @ London_open signals occur frequently enough (likely 1–3 per month given the niche condition). If the 62.5% win rate holds, it adds a modest edge, but the base rate of 31.9% suggests the strategy Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com