LAB #970 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.6% to 35.2% (+ — 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 35.2% (+3.6pp, n=392) SAME-WINDOW EFFECT: Applying a phase distance filter of ≤2° would have rejected trades with wider phase alignment, potentially filtering out the EURUSD SHORT loss (entry 1.13704) and the GBPUSD LONG loss (entry 1.34135) if their phase distances exceeded 2°. The USDCAD LONG, USDJPY LONG, and USDCHF SHORT wins might have been retained if they met the tighter phase condition. Expected win-rate improvement in this small sample could be ~2-3pp, with PnL delta slightly positive due to avoided losses, but the sample is too small to be reliable. OVER-TIME PROJECTION: Over 3-6 months, a tight phase filter (≤2°) may increase win rate by 3-5pp as suggested by the backtest, but it risks rejecting high-probability trades that have slightly wider phase alignment but strong directional conviction. The main risk is overfitting to Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com