LAB #1954 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.0% to 42.4% (+10.4pp, — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 6 — improves win rate from 32.0% to 42.4% (+10.4pp, n=349) SAME-WINDOW EFFECT: Applying a minimum 6-confirmation filter would have eliminated the three rizzy5m SHORT trades on XAUUSD and EURJPY that entered between 09:55 and 11:20 on 2026-07-31 (all closed LOSS except one EURJPY WIN), plus the GBPUSD SHORT on 2026-08-03 (LOSS). That removes 4 trades, of which 3 were losses and 1 was a win — so the live win rate would improve from 4/8 (50%) to 3/4 (75%) on remaining trades, but PnL impact is ambiguous because the EURJPY WIN would be sacrificed. Net expected PnL delta is slightly positive if the removed losses outweigh the removed win, but the sample is too small to confirm. OVER-TIME PROJECTION: Over 3-6 months, this filter likely reduces trade frequency by ~20-30% (since rizzy5m entries with <6 confirmations are common), which could improve win rate as backtested but may also cu Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com