IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 6 — improves win rate from 31.3% to 38.2% (+6.9pp, n=437) SAME-WINDOW EFFECT: Applying a minimum-6-confirmation filter to the current live window would have excluded the two lowest-conviction entries: the USDJPY SHORT (wkjudas, 11:15) and the XAUUSD SHORT (rizzy5m, 11:20 on 08-04) — both closed as LOSSES. That removes 2 of 10 trades, both losers, leaving 8 trades with 5 wins and 3 losses, shifting the window win rate from 50% to 62.5%. The PnL delta is positive but modest, as the excluded losses were likely small relative to the winners; the bigger effect is variance reduction, not a step-change in edge. OVER-TIME PROJECTION: Over 3–6 months, a 6-confirmation filter will cut trade frequency by roughly 20–30% (based on the n=437 backtest), while lifting win rate from ~31% to ~38%. The risk is that you are overfitting to confirmation count as a proxy for quality — in trending regi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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