IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Min confirmations >= 6 — improves win rate from 31.5% to 35.6% (+4.1pp, n=912) SAME-WINDOW EFFECT: Applying a minimum 6-confirmation filter would have rejected the 4 trades currently marked [REJECTED/open] — all of which entered with fewer confirmations. Of those, none have closed as wins, so the filter would not have removed any winning trades. The 6 closed trades (4 wins, 2 losses) would remain unchanged, so the live win rate in this window would shift from 4/6 (66.7%) to 4/6 (66.7%) — no change, because the rejected trades are not counted in the closed sample. However, if the rejected trades eventually close as losses (likely given their open status), the filter would prevent those drags, improving realized PnL by avoiding 2-4 potential losing positions. Net effect on this small window is neutral-to-positive, but not statistically meaningful. OVER-TIME PROJECTION: Over 3-6 months, a +4.1pp win-ra Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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