LAB #2134 NEUTRAL: 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=1356) SAME-WINDOW EFFECT: Applying the pool-density ≥90 filter would have excluded the XAUUSD SHORT entries (rizzy5m) on 2026-08-04 and 2026-07-31, as gold typically shows lower pool density in these setups. That removes 3 losses (the two XAUUSD SHORTs and possibly the GBPUSD SHORT on 2026-08-03 if density was low) — but also removes 1 win (EURJPY SHORT on 2026-07-31). Net effect on this 10-trade window: roughly -3 losses, -1 win, shifting win rate from 5/10 (50%) to 4/7 (57%), with a modest PnL improvement of ~+0.8R. The filter would not have touched AUDUSD, USDCAD, USDJPY, or the sqz/wkjudas entries, so those remain unchanged. OVER-TIME PROJECTION: Over 3-6 months, a +1.6pp win-rate gain on a 32% base is statistically weak (n=1356, p≈0.15) and likely reflects noise or a regime-specific artifact. The filter may reduce trade Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-09-13
- DOI
- https://doi.org/10.5281/zenodo.22732882
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint