LAB #4143 NEUTRAL: LEDGER BENCH: Apply filter: Min confirmations >= 5 — improves win rate from 32.6% to 34.1% (+1.5pp, — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 5 — improves win rate from 32.6% to 34.1% (+1.5pp, n=1832) SAME-WINDOW EFFECT: Applying a minimum-5-confirmation filter would have rejected the two most recent rizzy5m entries (GBPUSD SHORT at 1.34898 and NZDUSD SHORT at 0.58252) if they had fewer than 5 confirmations at entry — but from the visible timestamps, both appear to have been triggered after multiple candles, so likely only the AUDUSD SHORT via rizzy7m (entry 0.71366, closed loss) might have been filtered if its confirmation count was below threshold. In this small live window, the filter would have removed at most 1–2 trades, one of which was a loss, so the win-rate delta would be roughly +0 to +1 trade flipped, translating to maybe +2–4pp on this tiny sample but with high variance. PnL impact is negligible positive, but the sample is too small to confirm the backtest's +1.5pp edge. OVER-TIME PROJECTION: Over 3–6 mont Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com