LAB #2060 PROMISING: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 32.0% 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 32.0% to 33.6% (+1.6pp, n=1351) SAME-WINDOW EFFECT: Applying the pool-density ≥90 filter to the current 10-trade window would have excluded trades where pool density was below threshold. Based on the backtest, this filter improves win rate by +1.6pp, but with only 10 trades here, the expected change is ~0–1 trades flipped. The three XAUUSD SHORT losses (rizzy5m entries) are prime candidates for exclusion if their pool density was low — if even one flips to a skip, the window's PnL improves by roughly one loss's magnitude (approx +0.5–1.0R). However, the two wins (AUDUSD, USDCAD) might also be filtered if their density was low, which could offset gains. Net expected delta on this tiny sample: −0.2 to +0.8R, statistically meaningless. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate gain on ~1,350 trades translates to roughly +21 additional win Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com