LAB #2249 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.6% to 33.2% (+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 31.6% to 33.2% (+1.6pp, n=1375) SAME-WINDOW EFFECT: Applying the pool-density filter (>=90) to the current 10-trade window would have excluded trades with low pool density. Based on the backtest, this filter improves win rate by +1.6pp, but with only 10 trades here, the expected change is roughly 0–1 additional win (statistically insignificant). The XAUUSD SHORT losses (rizzy5m entries) are likely low-density signals; if excluded, you'd avoid 3 losses but also possibly 1 win (EURJPY SHORT), yielding a net PnL delta of approximately +0.5R to +1.0R, but this is noise, not signal. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate improvement on ~1,375 trades translates to ~22 additional wins, but with unknown average R:R, the PnL impact could be positive or negative. The main risk is overfitting to a specific density threshold (90) that may not g Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com