LAB #2421 NEUTRAL: LEDGER BENCH: Apply filter: Pool density HIGH (>=90) — improves win rate from 31.0% to 32.6% (+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 31.0% to 32.6% (+1.6pp, n=1407) SAME-WINDOW EFFECT: Applying the pool-density ≥90 filter would have excluded trades originating from low-density pools. In the current 10-trade window, the 4 losses (XAUUSD SHORT via rizzy5m, USDJPY SHORT, GBPUSD SHORT, XAUUSD SHORT via rizzy5m) and 1 win (EURJPY LONG) would need pool-density tags to determine exclusion. If even 2 of the 4 losses were filtered out, win rate jumps from 50% (5/10) to 71% (5/7) — a +21pp swing, but the sample is tiny and the +1.6pp backtest gain suggests most of these trades likely already had high density. Expected PnL delta here is roughly +0.5R to +1.0R if the filter removes 2 losers, but could be zero if all trades already pass the threshold. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate gain on ~1,400 trades is statistically marginal (p≈0.08–0.12, not significant at 95%). Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com