LAB #4152 NEUTRAL: LEDGER BENCH: Apply filter: Session = LONDON — improves win rate from 32.5% to 38.1% (+5.5pp, n=21) — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = LONDON — improves win rate from 32.5% to 38.1% (+5.5pp, n=21) SAME-WINDOW EFFECT: Applying the LONDON session filter to the live window above would have excluded the two wkjudas trades from 2026-09-01 (GBPUSD LONG and USDJPY SHORT, both losses) and the AUDUSD SHORT via rizzy7m (loss), while retaining the NZDUSD SHORT win and the GBPUSD SHORT win. That removes 3 losses and keeps 2 wins, shifting the live window from 2W/5L (28.6%) to 2W/2L (50%) — a +21.4pp improvement, though on a tiny n=4. PnL delta is positive but dominated by avoiding the three losing trades, not by adding new winners. OVER-TIME PROJECTION: Over 3-6 months, the LONDON filter would likely raise win rate modestly (as backtest suggests) but the real risk is overfitting to a 21-trade sample — the +5.5pp could be noise, especially since LONDON sessions often have higher volatility and wider spreads, which may degrade risk-rew Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com