LAB #4589 NEUTRAL: LEDGER BENCH: Apply filter: Session = NY_OPEN — improves win rate from 31.6% to 38.3% (+6.7pp, n=802 — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Session = NY_OPEN — improves win rate from 31.6% to 38.3% (+6.7pp, n=802) SAME-WINDOW EFFECT: Applying the NY_OPEN filter to the live window above would have excluded all 10 trades, as every entry timestamp falls outside the NY_OPEN session (all are between 09:56 and 15:08 +02:00, which maps to London/early NY overlap but not the defined NY_OPEN bucket). This would have eliminated the 4 wins and 2 losses currently closed, plus the 4 rejected/open trades, yielding zero realized PnL for the window. The backtested +6.7pp win-rate gain is not observable here because the sample is entirely out-of-filter; the filter would have prevented all activity, not improved selectivity within it. OVER-TIME PROJECTION: Over 3–6 months, this filter would likely reduce trade frequency substantially (possibly 40–60% of signals dropped), concentrating entries into a narrower liquidity window. The +6.7pp win-rate improvem Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com