LAB #1278 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 31.7% 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 31.7% to 35.3% (+3.6pp, n=394) SAME-WINDOW EFFECT: Over the current trade window, applying a phase distance filter of ≤2° would have rejected the EURUSD SHORT via rizzy5m (entry 1.13594) and the USDJPY SHORT via wkjudas (entry 163.796), both currently open/rejected. The EURUSD SHORT closed as a loss, so removing it would have improved PnL by avoiding that loss. The USDJPY SHORT was already rejected, so no change there. Net effect: win rate would have increased by roughly 1-2pp in this small sample, but the sample is too sparse to confirm the backtest gain. OVER-TIME PROJECTION: Over 3-6 months, a tight phase distance filter (≤2°) is likely to reduce trade frequency by 20-30% while improving win rate by 3-4pp, as seen in the backtest. The risk is that this filter may also reject high-volatility breakout trades that have wider phase dispersion but Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com