LAB #2028 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.9% to 33.6% (+1.6pp — E8 Intelligence Research

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.9% to 33.6% (+1.6pp, n=1352) SAME-WINDOW EFFECT: Applying the pool density ≥90 filter would have excluded the XAUUSD SHORT at 4048.74 (rizzy5m, loss) and likely the XAUUSD SHORT at 4051.79 (loss) and 4066.35 (loss) if their pool density was below threshold — but you haven't provided density values for these trades, so I can only infer from the backtest that ~1.6pp win-rate gain implies roughly 2-3 of the 10 trades would flip or be removed. In this window, removing the three XAUUSD losses would shift the record from 5W/5L to 5W/2L (if those were the only excluded), a massive PnL improvement. However, the filter could also exclude the EURJPY LONG win (rizzy, 187.042) if its density was low, which would partially offset gains. Net expected delta: +2-3 wins removed, likely +1.5-2.5% PnL improvement on this small sample, but with high variance due to n= Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com