LAB #4162 NEUTRAL: LEDGER BENCH: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 32.6% to 85.7 — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: NZDUSD LONG @ NY_OPEN with 6 conf — improves win rate from 32.6% to 85.7% (+53.1pp, n=28) SAME-WINDOW EFFECT: Over the current live window, the filter would have blocked all NZDUSD SHORT entries (rizzy5m and wkjudas) since it only permits NZDUSD LONG @ NY_OPEN with 6 conf. The two NZDUSD SHORTs that closed as WIN and LOSS would be removed, and the one still open would not exist — net effect: you lose one confirmed WIN (0.58252) and one LOSS (0.59416), plus the open position. The filter adds no new LONG trades in this window because no NZDUSD LONG with 6 conf was taken. Net PnL impact is roughly neutral-to-slightly-negative here, since you forfeit a winner and a loser — the +53.1pp win-rate claim is not observable in this small live sample. OVER-TIME PROJECTION: Over 3–6 months, the filter would drastically reduce NZDUSD trade frequency — likely from dozens to a handful per month — because it require Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com