Remove signals that coincide with high-impact economic news. Cleaning the list before analysis avoids entries made during unusual volatility.
The news filter is meant for signal lists generated in advance, when you want to drop entries that fall at the time of high-impact releases. This reduces exposure to sudden moves.
In practice, the news filter is a cleaning step that happens before analysis. You take the finished list, remove what falls at the time of important releases and carry on with a safer list. Many traders notice that part of their worst losing streaks comes from exactly those minutes of volatility, and removing them improves the stability of the result even if the total number of entries drops.