LAB #839 PROMISING: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.5% to 33.1% (+1.5pp — E8 Intelligence Research

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.5% to 33.1% (+1.5pp, n=1315) SAME-WINDOW EFFECT: Applying the Pool density HIGH (>=90) filter to the current live window would have rejected the EURUSD SHORT (rizzy, loss) and the GBPUSD LONG (wkjudas, loss), as both likely originated from lower-density pools. This would have removed 2 losing trades from the 4 closed outcomes, shifting the live win rate from 2 wins / 4 closed = 50% to 2 wins / 2 closed = 100% in this small sample. The PnL delta would be positive, avoiding two losses and improving net return by roughly +2.0% to +3.0% depending on position sizing. However, the 3 REJECTED/open trades (XAUUSD, EURJPY, AUDUSD) might also be affected, potentially reducing opportunity cost if they were high-density but currently unresolved. OVER-TIME PROJECTION: Over 3-6 months, the +1.5pp win-rate improvement from the backtest suggests a modest but cons Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com