LAB #3974 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.5% to 34.0% (+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 32.5% to 34.0% (+1.5pp, n=1813) SAME-WINDOW EFFECT: Applying the pool density ≥90 filter would have excluded the two rizzy5m trades (AUDUSD SHORT rejected, NZDUSD SHORT loss) and likely the rizzy7m EURJPY loss, as those entries occurred during lower-density pool windows. The remaining trades (wkjudas NZDUSD, rizzy7m EURUSD win, USDJPY loss, USDCHF loss) would have shifted the window from 2W/8L to roughly 2W/4L — a +25pp win-rate improvement on the surviving subset, though the absolute PnL delta is muted because the excluded losses were small and the surviving losses (USDJPY, USDCHF) remain. The filter would not have saved the XAUUSD loss (rizzy5m) if that entry had high density, so the net effect is positive but not transformative in this small sample. OVER-TIME PROJECTION: Over 3–6 months, a +1.5pp win-rate gain on n=1813 is statistically weak (z≈1. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com