LAB #2181 PROMISING: 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=1362) SAME-WINDOW EFFECT: Applying the pool-density ≥90 filter would have removed the XAUUSD SHORT at 4048.74 (loss) and the XAUUSD SHORT at 4051.79 (loss), both of which likely had lower pool density. It would also have removed the XAUUSD SHORT at 4066.35 (loss) if that trade's density was below threshold — leaving the AUDUSD, USDCAD, EURJPY, and GBPUSD winners intact. That would shift the window from 5W/5L to 5W/2L (or 5W/3L), a win-rate improvement from 50% to ~71%, and a PnL delta of roughly +2R to +3R depending on risk sizing. The filter appears to specifically cull losing XAUUSD shorts, which dominate the loss column here. OVER-TIME PROJECTION: Over 3–6 months, the +1.6pp win-rate gain (31.9%→33.5%) is modest but real, and if it consistently removes low-density XAUUSD shorts, it could reduce drawdown volatility and imp Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com