LAB #4161 NEUTRAL: LEDGER BENCH: Apply filter: ETHUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.6% to 63. — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: ETHUSD SHORT @ NY_OPEN with 6 conf — improves win rate from 32.6% to 63.6% (+31.0pp, n=11) SAME-WINDOW EFFECT: Applying this filter to the current live window would have blocked the three rizzy5m SHORT entries on GBPUSD (WIN), NZDUSD (LOSS), and XAUUSD (LOSS) that occurred at NY_OPEN times, but it would not have touched the wkjudas or rizzy7m trades since they fired outside that exact session/conf band. Net effect: you would have removed 1 WIN and 2 LOSSES, shifting the window from 2W/3L to 1W/1L — a raw win-rate improvement from 40% to 50%, but with a smaller sample and no PnL gain because the removed WIN likely carried more profit than the two removed LOSSES combined. The +31pp claim is statistically fragile at n=11 and does not replicate cleanly here. OVER-TIME PROJECTION: Over 3-6 months, this filter would likely reduce total trade count by 20-30% while concentrating only on NY_OPEN SHORTs with Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com