LAB #2986 PROMISING: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.3% to 32.9% (+1.6pp — 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 31.3% to 32.9% (+1.6pp, n=1433) SAME-WINDOW EFFECT: Applying the pool-density HIGH (≥90) filter to the current live window would have excluded trades triggered during low-density periods. Of the 10 listed trades, the filter would likely remove the two XAUUSD trades from 2026-08-04 and 2026-07-31 (both LOSSES) and possibly the USDJPY SHORT (LOSS), as these occurred during thinner market participation. Removing those three losses would flip the window from 6W/4L to 6W/1L, a raw win-rate jump from 60% to ~86%, and a PnL improvement of roughly +2.5R (assuming average risk per trade). However, the sample is tiny and the filter may also exclude future winners, so the observed +1.6pp backtest gain is directionally consistent but not yet proven here. OVER-TIME PROJECTION: Over 3–6 months, a density filter that only trades when pool participation is high shou Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com