LAB #2536 PROMISING: 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=1408) SAME-WINDOW EFFECT: Applying the pool density ≥90 filter to the current 10-trade window would have filtered out trades with low pool density. Based on the backtest (+1.6pp win rate), the expected effect here is modest: roughly 1–2 of the 10 trades would be removed (likely the USDJPY SHORT via wkjudas and possibly one rizzy5m entry with thin participation). Removing those low-density losers (USDJPY loss, possibly one GBPUSD loss) would flip the window from 6W/4L to ~5W/2L, improving win rate from 60% to ~71% and net PnL by roughly +0.8R to +1.2R. However, the sample is tiny and the filter could also remove a winner if density was low on a profitable entry, so the delta is directionally positive but not statistically meaningful here. OVER-TIME PROJECTION: Over 3–6 months, a +1.6pp win-rate gain on ~1,400 trades is real b Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-09-21
- DOI
- https://doi.org/10.5281/zenodo.22874056
- Primary Topic
- Military Defense Systems Analysis
- Type
- preprint