LAB #1976 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.0% to 80. — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.0% to 80.0% (+48.0pp, n=5) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked the two XAUUSD SHORT rizy5m entries (4051.79 and 4066.35) — both closed as losses. That removes 2 of 3 losing trades in the window, leaving the EURJPY SHORT loss and the three wins intact. Net PnL would improve by roughly the sum of those two XAUUSD losses (unknown exact pip values, but likely +2R to +3R), and win rate in the window would jump from 5/9 (55.6%) to 5/7 (71.4%). However, the filter would not have touched the GBPUSD SHORT loss, so the improvement is real but partial. OVER-TIME PROJECTION: The claimed +48pp win-rate jump is based on n=5 — statistically meaningless (95% CI spans roughly 28% to 99%). Over 3–6 months, the filter will likely regress toward the baseline XAUUSD SHORT win rate (~32–40%), especially if NY_OPEN t Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com