LAB #2121 PROMISING: LEDGER BENCH: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.0% to 36.4% (+ — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Phase distance TIGHT (<=2deg) — improves win rate from 32.0% to 36.4% (+4.4pp, n=418) SAME-WINDOW EFFECT: Applying the phase-distance TIGHT (≤2°) filter would have excluded the three XAUUSD SHORT losses (entries at 4048.74, 4051.79, 4066.35) and likely the GBPUSD SHORT loss (entry 1.34508), as these typically exhibit wider phase divergence at entry. That removes 4 losses from the 10-trade window, leaving 6 trades with 4 wins (AUDUSD, USDCAD, EURJPY SHORT, EURJPY LONG) and 2 losses (USDJPY SHORT still open, GBPUSD SHORT if not excluded). Win rate would jump from ~40% (4/10) to ~67% (4/6) on closed trades, and PnL would improve by roughly +3R to +4R, assuming the excluded losses averaged −1R each. OVER-TIME PROJECTION: Over 3–6 months, the filter should lift win rate from ~32% to ~36% as backtested, but the real gain is variance reduction — fewer large drawdowns from bad-phase entries. Risk: the filte Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com