LAB #1116 PROMISING: LEDGER BENCH: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31.7% to 33.3 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance MODERATE (5-10deg) — improves win rate from 31.7% to 33.3% (+1.6pp, n=156) SAME-WINDOW EFFECT: Over the current trade window, applying a phase distance filter of 5-10deg would have rejected several trades that fell outside this range, potentially avoiding the EURUSD SHORT loss (entry 1.13704) and possibly the USDCAD LONG win (entry 1.40711) depending on their phase distances at entry. The net effect is ambiguous: avoiding one loss is beneficial, but losing a win reduces overall PnL. Given the small sample (n=156 in backtest), the +1.6pp win rate improvement may not translate to a clear PnL gain in this specific window, as the filter's impact on individual trades is mixed. OVER-TIME PROJECTION: Over 3-6 months, a moderate phase distance filter (5-10deg) could yield a modest win rate improvement of ~1-2pp, but the small sample size (n=156) and marginal gain (+1.6pp) suggest high varianc Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com