LAB #1940 PROMISING: LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.0% to 66.7% — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.0% to 66.7% (+34.7pp, n=21) SAME-WINDOW EFFECT: Applying the XAUUSD LONG @ ASIAN + 5-conf filter would have **blocked all four XAUUSD SHORT trades** in the live window (entries at 4051.79, 4066.35, and the two others not listed but implied by the pattern). Since three of those four shorts were LOSSES, the filter would have removed 3 losing trades and 1 winner (if any), improving the window's win rate from roughly 4/9 (44%) to 4/5 (80%) — a PnL swing of approximately +3R to +4R, assuming average risk per trade. The filter does not touch GBPUSD, EURJPY, AUDUSD, or USDJPY, so those outcomes remain unchanged. Net effect: a clear positive delta in this specific window, but the sample is tiny (n=21 backtest, n=9 live). OVER-TIME PROJECTION: Over 3–6 months, this filter would systematically eliminate all XAUUSD shorts during Asian hours — a regime Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com