LAB #1821 NEUTRAL: LEDGER BENCH: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 31.9% to 63.2% — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: USDCHF SHORT @ ASIAN with 5 conf — improves win rate from 31.9% to 63.2% (+31.2pp, n=19) SAME-WINDOW EFFECT: Over the current live window, this filter would have zero direct impact — none of the 10 listed trades are USDCHF, and the filter only targets that specific pair/session/confidence combination. The claimed +31.2pp win-rate improvement is based on n=19, which is statistically fragile (95% CI roughly ±21pp), so the true effect could be anywhere from +10pp to +52pp. If applied retroactively, it would not have altered any of the listed outcomes, so the live PnL delta in this window is $0. The only indirect effect would be a reduction in total trade count if USDCHF shorts were previously taken — but none appear here. OVER-TIME PROJECTION: Over 3–6 months, if the effect is real, you'd see a modest improvement in overall win rate (USDCHF is likely a small slice of total trades), but the risk is over Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com