LAB #3830 NEUTRAL: LEDGER BENCH: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.5% to 66.7% — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: XAUUSD LONG @ ASIAN with 5 conf — improves win rate from 32.5% to 66.7% (+34.1pp, n=21) SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the two XAUUSD SHORTs (both closed as LOSSES) and would have had no effect on the other 8 trades since none are XAUUSD LONGs. Removing those two losing shorts from the sample would shift the live window's win rate from 4/10 (40%) to 4/8 (50%) — a +10pp improvement, but not the +34.1pp claimed. The PnL delta is modest positive, as you'd avoid two losses but also lose any potential counter-trend gains; net expected delta is roughly +0.5R to +1.0R over this window. OVER-TIME PROJECTION: Over 3–6 months, this filter is dangerously narrow — it only applies to one pair, one direction, one session, and one confidence threshold. The backtest n=21 is far too small to distinguish a real edge from noise; a 66.7% win rate on 21 trades has a 95% Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com