LAB #316 PROMISING: LEDGER BENCH: Apply filter: XAUUSD LONG @ NY_OPEN with 5 conf — improves win rate from 32.3% to 76.2 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ NY_OPEN with 5 conf — improves win rate from 32.3% to 76.2% (+43.9pp, n=21) SAME-WINDOW EFFECT: Over the current trade window, applying the XAUUSD LONG @ NY_OPEN with 5 conf filter would have no direct effect, as none of the 10 live trades listed involve XAUUSD. The filter is instrument-specific and time-specific, so it would not alter any EURJPY, USDCHF, AUDUSD, USDJPY, GBPUSD, or NZDUSD outcomes. The PnL delta is zero for this window, as no XAUUSD trades were triggered or rejected in the sample. OVER-TIME PROJECTION: Over 3-6 months, this filter could significantly improve XAUUSD performance if the 76.2% win rate holds on a larger sample (n=21 is small). However, the risk is overfitting to a narrow time window or specific market regime (e.g., trending NY opens). The filter may degrade during low-volatility periods or when XAUUSD exhibits mean-reverting behavior at NY open. Additional Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com