LAB #2189 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.9% to 33.5% (+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 33.5% (+1.6pp, n=1365) SAME-WINDOW EFFECT: Applying the pool-density filter (≥90) would have excluded the XAUUSD SHORT entries at 4048.74 and 4051.79, both of which closed as losses, and likely the EURJPY SHORT at 184.144 (win) depending on pool density at that moment. Removing two losses and one win from the 10-trade window shifts the record from 5W/4L/1O to 4W/2L/1O — a raw win-rate improvement from ~55% to ~67% on closed trades. The PnL delta is positive but modest, since the excluded losses were small relative to the wins; expect roughly +0.3R to +0.5R over this specific window. The filter appears to prune low-conviction XAUUSD shorts, which aligns with the backtest direction. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate gain at n=1365 is statistically weak (p≈0.08–0.12) and likely overfit to a specific regime — pool density Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-14
DOI
https://doi.org/10.5281/zenodo.22742459
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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LAB #2189 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.9% to 33.5% (+1.6pp — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
preprint

LAB #2189 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.9% to 33.5% (+1.6pp — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: Adjustment made to the live model — verify against the backtests: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.9% to 33.5% (+1.6pp, n=1365) SAME-WINDOW EFFECT: Applying the pool-density filter (≥90) would have excluded the XAUUSD SHORT entries at 4048.74 and 4051.79, both of which closed as losses, and likely the EURJPY SHORT at 184.144 (win) depending on pool density at that moment. Removing two losses and one win from the 10-trade window shifts the record from 5W/4L/1O to 4W/2L/1O — a raw win-rate improvement from ~55% to ~67% on closed trades. The PnL delta is positive but modest, since the excluded losses were small relative to the wins; expect roughly +0.3R to +0.5R over this specific window. The filter appears to prune low-conviction XAUUSD shorts, which aligns with the backtest direction. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate gain at n=1365 is statistically weak (p≈0.08–0.12) and likely overfit to a specific regime — pool density Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
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LAB #2189 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.9% to 33.5% (+1.6pp — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS