LAB #3942 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.5% to 38.2% (+5.7pp, — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 6 — improves win rate from 32.5% to 38.2% (+5.7pp, n=814) SAME-WINDOW EFFECT: Applying a minimum-6-confirmation filter would have blocked the two most recent rizzy5m entries (AUDUSD SHORT and NZDUSD SHORT) — both opened with fewer than 6 confirmations. The NZDUSD SHORT was a loss, and the AUDUSD SHORT is still open/rejected, so removing both would have eliminated one confirmed loss and one uncertain trade. The remaining 8 trades would have been unaffected, yielding a net PnL improvement of roughly +1R (assuming the AUDUSD open eventually loses, which is likely given its rejection status). Win rate in this tiny sample would shift from 2/8 (25%) to 2/6 (33%) — directionally consistent with the backtest but not statistically meaningful at n=10. OVER-TIME PROJECTION: Over 3–6 months, a 6-confirmation filter should reduce false signals from low-conviction rizzy5m entries, which histo Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com