IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 6 — improves win rate from 31.0% to 37.5% (+6.5pp, n=413) SAME-WINDOW EFFECT: Applying a minimum confirmations filter of ≥6 would have excluded the two `rizzy5m` GBPUSD SHORT entries (1.34407 and 1.34461) and the `rizzy5m` XAUUSD SHORT at 4051.79, assuming those had fewer than 6 confirmations at entry. Of those three, two were wins (GBPUSD shorts) and one was a loss (XAUUSD), so the filter would have removed 2 wins and 1 loss — reducing the window's win count from 6/10 to 4/7, a win-rate drop from 60% to 57.1%. PnL delta is slightly negative because you'd forfeit two winning GBPUSD trades to avoid one losing XAUUSD trade, netting roughly −1R to −2R depending on position sizing. The filter does not appear to improve this specific live window. OVER-TIME PROJECTION: The backtest improvement (+6.5pp) is plausible if the filter systematically removes low-conviction entries that clust Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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