LAB #2224 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=1361) **SAME-WINDOW EFFECT:** Applying a pool-density filter (≥90) to the current 10-trade window would have excluded trades where pool density was below that threshold. Based on the backtest's +1.6pp win-rate improvement, roughly 1–2 of the 10 trades would likely have been filtered out — most plausibly the XAUUSD SHORT losses (which cluster around lower-density conditions). If those two XAUUSD losses (entries 4048.74 and 4051.79) were removed, the window's win rate would rise from 5/10 (50%) to 5/8 (62.5%), and PnL would improve by roughly +2R (assuming ~1R loss each). However, the filter might also remove a winner (e.g., EURJPY LONG), so the net effect is uncertain but directionally positive — likely +0.5 to +1.5R over this small sample. **OVER-TIME PROJECTION:** Over 3–6 months, a +1.6pp win-rate gain on ~1,300 trades Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com