LAB #2631 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=1414) SAME-WINDOW EFFECT: Applying the pool density HIGH (>=90) filter to the current 10-trade window would have excluded trades based on a condition not visible in the provided trade list (density is a separate metric). However, if we assume the filter removes the lowest-quality setups, it would likely have cut the 3 losses (XAUUSD SHORT 4048.74, USDJPY SHORT, GBPUSD SHORT 1.34508) if those occurred during low-density periods. Expected win rate would rise from 6/10 (60%) to perhaps 7/8 (87.5%) if two losses were filtered, but PnL delta is ambiguous—removing a loss saves capital, but removing a winner (e.g., XAUUSD LONG) would hurt. Net effect on this tiny sample is likely positive but statistically meaningless. OVER-TIME PROJECTION: Over 3-6 months, a +1.6pp win-rate gain on n=1414 suggests a real but modest edge, likely fr 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
- 2026-09-24
- DOI
- https://doi.org/10.5281/zenodo.22931206
- Primary Topic
- Intelligence, Security, War Strategy
- Type
- preprint