LAB #3992 PROMISING: LEDGER BENCH: Apply filter: Min confirmations >= 6 — improves win rate from 32.5% to 38.1% (+5.6pp, — 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 38.1% (+5.6pp, n=819) SAME-WINDOW EFFECT: Over the current 10-trade window, applying a minimum 6-confirmation filter would have affected only the rizzy5m entries, since wkjudas and rizzy7m signals likely already meet or exceed that threshold. The two rizzy5m trades (AUDUSD SHORT rejected, NZDUSD SHORT loss) would have been filtered out — removing one loss and one rejected signal. That would shift the window from 2W/4L/2open/2rejected to 2W/3L/2open/1rejected, improving win rate from 33.3% to 40% on closed trades. PnL delta is small but positive, roughly +0.5R, assuming the filtered loss was ~1R. OVER-TIME PROJECTION: Over 3–6 months, the +5.6pp win-rate gain from the backtest (n=819) is plausible if the filter primarily removes low-conviction, early-confirmation entries that tend to fail. However, the filter also reduces trade frequency — like Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com