LAB #2391 PROMISING: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.1% to 32.7% (+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 31.1% to 32.7% (+1.6pp, n=1404) SAME-WINDOW EFFECT: Over the current 10-trade window, applying the pool-density filter (>=90) would have excluded trades from lower-density pools. Based on the backtest delta (+1.6pp), we'd expect roughly 1–2 of the 10 trades to be filtered out, likely the weaker setups (e.g., the XAUUSD SHORT losses from rizzy5m on 07-31 and 08-04, which came from lower-conviction pools). Net effect: win rate would shift from 5/10 (50%) to maybe 4/8 or 5/8, with PnL impact uncertain but likely slightly positive if the filtered trades were net losers. However, the sample is too small to confirm statistical significance. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate improvement on ~1,400 trades is modest but real if the filter is stable. Risk: the filter may overfit to recent market regimes (e.g., high-density pools correlate Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com