LAB #897 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.6% to 35.3% (+ — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.6% to 35.3% (+3.7pp, n=391) SAME-WINDOW EFFECT: Applying the phase distance filter (≤2°) would have rejected the EURUSD SHORT (loss) and possibly the GBPUSD LONG (loss), while retaining the USDCAD LONG (win), GBPUSD SHORT (win), USDCHF SHORT (win), and USDJPY LONG (win). The two rejected losers would have improved the win rate from 5/7 (71.4%) to 5/5 (100%) in this small sample, but the sample is too small to be statistically meaningful. The PnL delta would be positive by avoiding two losing trades, but the effect is exaggerated by the tiny window. OVER-TIME PROJECTION: Over 3-6 months, the +3.7pp win rate improvement from the backtest (n=391) is modest but statistically significant. The risk is that tightening the phase filter reduces trade frequency, potentially missing high-reward setups that occur at wider phase distances. If the win rate Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com