LAB #367 PROMISING: LEDGER BENCH: Apply filter: XAUUSD LONG @ NY_OPEN with 5 conf — improves win rate from 32.4% 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 32.4% to 76.2% (+43.8pp, n=21) SAME-WINDOW EFFECT: Over the current trade window, this filter would have blocked all non-XAUUSD LONG trades at NY open with 5 conf, meaning none of the 10 listed trades would have been affected since none are XAUUSD. The win-rate improvement from 32.4% to 76.2% is based on a separate backtest (n=21) — in this window, PnL delta is zero because no qualifying signals occurred. However, if XAUUSD had been active, the filter would have forced a strict selection, potentially avoiding the 3 losses and 1 win seen in the GBPUSD/NZDUSD trades. OVER-TIME PROJECTION: Over 3-6 months, this filter would drastically reduce trade frequency on XAUUSD, only entering when NY open aligns with 5 conf — likely 1-2 trades per week. The 43.8pp win-rate gain is promising but fragile given n=21; real-world slippage and spread costs on Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com