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
- Andrew Stewart Caldin
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